Browsing by Subject "Markov processes"

Now showing items 21-40 of 40

    • Article  

      Modelling precipitation in Sweden using multiple step markov chains and a composite model 

      Lennartsson, J.; Baxevani, Anastassia; Chen, D. (2008)
      In this paper, we propose a new method for modelling precipitation in Sweden. We consider a chain dependent stochastic model that consists of a component that models the probability of occurrence of precipitation at a ...
    • Article  

      Nonparametric Maximum Entropy 

      Politis, Dimitris Nicolas (1993)
      The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting ...
    • Conference Object  

      On semi-markov modelling and inference for multi-state systems 

      Barbu, Vlad Stefan; Karagrigoriou, Alex; Makrides, Andreas (Institute of Electrical and Electronics Engineers Inc., 2016)
      In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general ...
    • Article  

      Optimal filtering over uncertain wireless communication channels 

      Ma, X.; Djouadi, S. M.; Charalambous, Charalambos D. (2011)
      In this letter, filtering over wireless communication channels subject to packet losses is considered. The packet losses are assumed to follow a Bernoulli distribution. The latter is interpreted as a special case of a ...
    • Article  

      Probabilistic approaches to fault detection in networked discrete event systems 

      Athanasopoulou, E.; Hadjicostis, Christoforos N. (2005)
      In this paper, we consider distributed systems that can be modeled as finite state machines with known behavior under fault-free conditions, and we study the detection of a general class of faults that manifest themselves ...
    • Article  

      Probabilistic detection of FSM single state-transition faults based on state occupancy measurements 

      Hadjicostis, Christoforos N. (2005)
      This note discusses a probabilistic methodology for detecting single permanent or transient functional changes in the state-transition mechanism of a deterministic finite-state machine (FSM). The associated probabilistic ...
    • Conference Object  

      Probabilistic system opacity in discrete event systems 

      Keroglou, C.; Hadjicostis, Christoforos N. (Institute of Electrical and Electronics Engineers Inc., 2016)
      In many emerging security applications, a system designer frequently needs to ensure that a certain property of a given system (that may reveal important details about the system's operation) be kept secret (opaque) to ...
    • Article  

      Probabilistic system opacity in discrete event systems 

      Keroglou, C.; Hadjicostis, Christoforos N. (2018)
      In many emerging security applications, a system designer frequently needs to ensure that a certain property of a given system (that may reveal important details about the system’s operation) be kept secret (opaque) to ...
    • Article  

      Reputation-based mechanisms for evolutionary master-worker computing 

      Christoforou, Evgenia; Fernández Anta, Antonio; Georgiou, Chryssis; Mosteiro, Miguel A.; Sánchez, A. (2013)
      We consider Internet-based Master-Worker task computing systems, such as SETI@home, where a master sends tasks to potentially unreliable workers, and the workers execute and report back the result. We model such computations ...
    • Conference Object  

      Robust average consensus over packet dropping links: Analysis via coefficients of ergodicity 

      Vaidya, N. H.; Hadjicostis, Christoforos N.; Domínguez-Garcia, A. D. (2012)
      We consider a networked system in which each component (node) iteratively exchanges information with its neighbors according to an arbitrary, possibly directed topology. Based on an iterative exchange of (local and possibly ...
    • Article  

      Robust Distributed Average Consensus via Exchange of Running Sums 

      Hadjicostis, Christoforos N.; Vaidya, N. H.; Domínguez-Garcia, A. D. (2016)
      We consider a multi-component system in which each component (node) can send/receive information to/from sets of neighboring nodes via communication links (edges) that form a fixed strongly connected, possibly directed, ...
    • Conference Object  

      Semi-Markov modelling for multi-state systems 

      Barbu, Vlad Stefan; Karagrigoriou, Alex; Makrides, Andreas (Institute of Electrical and Electronics Engineers Inc., 2014)
      Markov processes are widely used in reliability engineering. In this work we focus on multi state systems (MSS) and apply the Semi-Markov methodology for parameter estimation. For this purpose the sojourn times are assumed ...
    • Doctoral Thesis  Open Access

      State estimation in logical and stochastic discrete event systems 

      Keroglou, Christoforos E. (Πανεπιστήμιο Κύπρου, Πολυτεχνική Σχολή / University of Cyprus, Faculty of Engineering, 2016-12)
      Η παρούσα διδακτορική διατριβή μελετά τη διαδικασία της εκτίμησης κατάστασης (state estimation) σε πολύπλοκα διασυνδεδεμένα συστήματα, τα οποία μοντελοποιούνται σαν συστήματα διακριτών γεγονότων (discrete event systems) ή ...
    • Conference Object  

      Statistical inference for multi-state systems: The weibull case 

      Makrides, Andreas; Karagrigoriou, Alex (2013)
      Markov processes are widely used for reliability analysis because the number of failures in arbitrary time intervals in many practical cases can be described as a Poisson process and the time up to the failure and repair ...
    • Article  

      Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls 

      Ahmed, N. U.; Charalambous, Charalambos D. (2013)
      In this paper, we consider nonconvex control problems of stochastic differential equations driven by relaxed controls adapted, in the weak star sense, to a current of sigma algebras generated by observable processes. We ...
    • Article  

      Stochastic testing of finite state machines 

      Hadjicostis, Christoforos N. (2001)
      This paper discusses an approach that uses statistical observations about the steady-state behavior of a finite state machine (FSM) in order to detect and identify permanent failures in its state transition mechanism. The ...
    • Conference Object  

      Synchronization-based fault detection in discrete event systems 

      Athanasopoulou, E.; Hadjicostis, Christoforos N. (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 ...
    • Conference Object  

      Upper and lower bounds on fsm switching activity 

      Athanasopoulou, E.; Hadjicostis, Christoforos N. (2003)
      This paper obtains upper and lower bounds for the switching activity on the state lines of a finite state machine (FSM) that is driven with typical input sequences. By exploiting the symmetries between the Hamming distances ...
    • Article  

      Verification of detectability in Probabilistic Finite Automata 

      Keroglou, C.; Hadjicostis, Christoforos N. (2017)
      In this paper we analyze state estimation in stochastic discrete event systems (SDES) that can be modeled as probabilistic finite automata (PFAs). For a given PFA, we obtain the necessary and sufficient conditions that ...
    • Article  

      Weak bisimulation for probabilistic systems 

      Philippou, Anna; Lee, I.; Sokolsky, O. (2000)
      In this paper, we introduce weak bisimulation in the framework of Labeled Concurrent Markov Chains, that is, probabilistic transition systems which exhibit both probabilistic and nondeterministic behavior. By resolving the ...