Browsing by Subject "Stochastic control systems"
Now showing items 2140 of 74

Article
Information states in stochastic control and filtering: a lie algebraic theoretic approach
(2000)The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ...

Article
Information Structures for Feedback Capacity of Channels with Memory and Transmission Cost: Stochastic Optimal Control & Variational Equalities
(2017)The Finite Transmission Feedback Information (FTFI) capacity is characterized for any class of channel conditional distributions PBiBi1, Ai and P BiBi1 iM, Ai, where M is the memory of the channel, Bi ? {B1, B0,..., ...

Conference Object
Information structures of capacity achieving distribution for channels with memory and feedback
(Institute of Electrical and Electronics Engineers Inc., 2016)The information structures of the optimal channel input distributions P[0,n] t {PAiAi1,Bi1 : i = 0,1.,n}, which correspond to the extremum problem of feedback capacity equation are identified, for any class of channel ...

Article
Information Transfer of Control Strategies: Dualities of Stochastic Optimal Control Theory and Feedback Capacity of Information Theory
(2017)The controlcoding capacity of stochastic control systems is introduced, and its operational meaning is established using randomized control strategies, which simultaneously control output processes encode information, and ...

Conference Object
Is robustness of stochastic uncertain systems related to information theory and statistical mechanics?
(Affiliation: Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, CyprusAffiliation: Department of Mechanical and Manufacturing Engineering, University of Cyprus, Nicosia, CyprusAffiliation: School of Information Technology and Engineering, University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaCorrespondence Address: Charalambous, C.D.Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, Cyprusemail: chadcha@ucy.ac.cy, 2005)Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...

Conference Object
Is robustness of stochastic uncertain systems related to information theory and statistical mechanics?
(Affiliation: Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, CyprusAffiliation: Department of Mechanical and Manufacturing Engineering, University of Cyprus, Nicosia, CyprusAffiliation: School of Information Technology and Engineering, University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaCorrespondence Address: Charalambous, C.D.Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, Cyprusemail: chadcha@ucy.ac.cy, 2005)Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...

Conference Object
Is robustness of stochastic uncertain systems related to information theory and statistical mechanics?
(2005)Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...

Conference Object
Lie algebraic methods in optimal control of stochastic systems with exponentialofintegral sample cost: Examples
(1998)The optimal control of partially observed stochastic systems with exponentialofintegralsample cost is considered. The concept of sufficient statistic algebra is introduced to construct finitedimensional controllers. ...

Article
LQG optimality and separation principle for general discrete time partially observed stochastic systems over finite capacity communication channels
(2008)This paper is concerned with control of stochastic systems subject to finite communication channel capacity. Necessary conditions for reconstruction and stability of system outputs are derived using the Information ...

Conference Object
Maximum likelihood diagnosis in partially observable finite state machines
(2005)In this paper we develop a probabilistic approach for fault diagnosis in deterministic finite state machines (FSMs). The proposed approach determines whether the FSM under consideration is faulty or not by observing (part ...

Conference Object
Maximum Likelihood parameter estimation from incomplete data via the sensitivity equations: The continuoustime case
(IEEE, 1999)The problem of estimating the parameters for continuoustime partially observed systems is discussed. New exact filters for obtaining Maximum Likelihood (ML) parameter estimates via the Expectation Maximization algorithm ...

Conference Object
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. ...

Article
Necessary conditions of optimization for partially observed controlled diffusions
(1999)Necessary conditions are derived for stochastic partially observed control problems when the control enters the drift coefficient and correlation between signal and observation noise is allowed. The problem is formulated ...

Conference Object
New finitedimensional stochastic optimal control problems
(IEEE, 1997)This paper is concerned with partially observed stochastic optimal control problems. The states of the system are described by nonlinear controlled diffusion equations. The measurements are noisy linear combinations of the ...

Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
(2012)This paper is concerned with optimization of uncertain stochastic systems, in which uncertainty is described by a total variation distance constraint between the measures induced by the uncertain systems and the measure ...

Conference Object
Optimal encoders maximizing directed information of channels with memory and feedback: Stochastic control and dynamic programming
(2011)This paper is concerned with the stochastic control formulation of the capacity of channel with memory and feedback. The payoff is the directed information from the source sequence to the channel output sequence, while ...

Conference Object
Optimal encoders maximizing directed information of channels with memory and feedback: Stochastic control and dynamic programming
(2011)This paper is concerned with the stochastic control formulation of the capacity of channel with memory and feedback. The payoff is the directed information from the source sequence to the channel output sequence, while ...

Conference Object
Optimal state estimators for linear systems with unknown inputs
(2006)We present a method for constructing linear minimumvariance unbiased state estimators for discretetime linear stochastic systems with unknown inputs. Our design provides a characterization of estimators with delay, which ...

Conference Object
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 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 ...

Conference Object
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 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 ...