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Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
(IEEE, 1999)
This paper presents explicit finite-dimensional filters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and ...
Wireless fading channels: Modeling, estimation and identification from measurements
(2005)
This paper is concerned with modeling and system identification of wireless channels. The models employed are in state space form, while the identification method uses the Expectation-Maximization (EM) algorithm and Kalman ...
Robust control over uncertain communication channels
(2005)
In this paper, the mathematical framework for studying robust control over uncertain communication channels is introduced. The theory is developed by generalizing the classical information theoretic measures of information ...
Optimization of Stochastic Uncertain Systems: Large Deviations and Robustness
(2003)
This paper is concerned with an abstract formulation of stochastic uncertain control systems, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, while the ...
Solvable risk-sensitive control problems with output feedback
(IEEE, 1994)
In this paper a partially observed nonlinear stochastic control with exponential running cost is considered. Explicit solutions for evaluating expectations of exponential functions are found when the control is assumed to ...
Certain results concerning filtering and control of diffusions in small white noise
(IEEE, 1997)
The purpose of this talk is twofold. First, we examine in detail the binary hypothesis decision and/or estimation problem using a risk-sensitive cost criterion, when the state and observation processes are diffusion signals. ...
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 ...
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 ...
H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control
(IEEE, 1994)
The H∞-optimal control and risk-sensitive control of linear singularly perturbed, discrete-time systems is described. It is shown that the Riccati equation associated with the solution of the H∞-optimal control problem, ...
Fault detection and identification in Petri net controllers
(2004)
This paper proposes a methodology for providing fault tolerance to Petri net controllers. In order to provide tolerance against faults that may compromise the functionality of the Petri net controller, we construct a ...