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Evaluation of likelihood-ratio and performance bounds for nonlinear decision problems via stochastic PDE
(American Automatic Control Council, 1994)
The nonlinear binary decision problem with signal satisfying a diffusion equation observed through noisy measurements is considered. Using the unnormalized conditional density of nonlinear filtering, expressions for ...
Synchronization-based fault detection in discrete event systems
(2004)
In this paper we study fault detection in systems that can be modeled as finite state machines (FSMs). We aim at detecting faults that manifest themselves as permanent changes in the next-state transition functionality of ...
Risk-sensitive/integral control for systems with point process observations
(IEEE, 1994)
This paper deals with necessary conditions for integral and exponential-of-integral cost functions, when the signal is a controlled diffusion process, and the observations consist of continuous and discontinuous processes. ...
First passage risk-sensitive criterion for stochastic evolutions
(1995)
The purpose of this paper is to investigate in an infinite dimensional space, the first passage problem with a risk-sensitive performance criterion, and to illustrate the asymptotic behavior of the associated value function, ...
Probabilistic failure diagnosis in finite state machines under unreliable observations
(2006)
In this paper we develop a probabilistic methodology for calculating the likelihood that an observed, possibly corrupted event sequence was generated by two (or more) candidate finite state machines (FSMs) (one of which ...
Bounds on max-product algorithms for multiple fault diagnosis in graphs with loops
(Institute of Electrical and Electronics Engineers Inc., 2007)
In this paper, we analyze the performance of algorithms that use belief propagation max-product iterations to solve the generalized multiple fault diagnosis (GMFD) problem. The GMFD problem is described by a bipartite ...
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity
(2004)
This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
Optimization of stochastic uncertain systems with variational norm constraints
(2007)
This paper considers optimization of stochastic uncertain systems on general abstract spaces, when the uncertainty of the system is described by a variational norm constraint. The pay-off is defined as a linear functional ...