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Estimation and identification of time-varying long-term fading channels via the particle filter and the em algorithm
(2011)
In this paper, we are concerned with the estimation and identification of time-varying wireless longterm fading channels. The dynamics of the fading channels are captured using a mean-reverting linear stochastic differential ...
A sufficient condition for decentralized non-cooperative stochastic differential games and relations to mean field games
(Institute of Electrical and Electronics Engineers Inc., 2015)
In this paper we use martingale techniques to derive a sufficient condition for existence of decentralized strategies in non-cooperative stochastic differential games. The sufficient condition is given by decentralized ...
Team optimality conditions of differential decision systems with nonclasssical information structures
(Institute of Electrical and Electronics Engineers Inc., 2014)
We derive team optimality conditions for differential decision systems with nonclassical information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a ...
Role of measure-valued decompositions in stochastic control
(American Automatic Control Council, 1994)
Following up the measure-valued decompositions of Kunita [1], and the martingale representation result for L2-processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...
General non-stationary models for short-term and long-term fading channels
(Institute of Electrical and Electronics Engineers Inc., 2000)
This paper discusses the use of stochastic differential equations to model signal envelope variations over large areas, which are subject to long-term fading effects from the transmitter to local areas, followed by short-term ...
Stochastic models for short-term multipath fading channels: chi-square and Ornstein-Uhlenbeck processes
(IEEE, 1999)
This paper discusses the use of stochastic differential equations to model signal envelope variations over areas, which are subject to short-term fading effects. The short-term fading effects are modeled using Ornstein-Uhlenbeck ...
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 ...
Team optimality conditions of differential decision systems with nonclasssical information structures
(Institute of Electrical and Electronics Engineers Inc., 2014)
We derive team optimality conditions for differential decision systems with nonclassical information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a ...
Stochastic models for long-term multipath fading channels and their statistical properties
(IEEE, 1999)
This paper discusses the use of stochastic differential equations and point processes to model the long-term fading effects during transmission of electromagnetic waves over large areas, which are subject to multipaths and ...
Necessary conditions for partially observed diffusions
(IEEE, 1993)
We present a new approach to deriving necessary conditions for stochastic partially observed control problems when the control enters the drift coefficient, and correlation between signal and observation noise is allowed. ...