• Article  

      Information states in stochastic control and filtering: a lie algebraic theoretic approach 

      Charalambous, Charalambos D.; Elliott, R. J. (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 

      Kourtellaris, C. K.; Charalambous, Charalambos D. (2017)
      The Finite Transmission Feedback Information (FTFI) capacity is characterized for any class of channel conditional distributions PBi|Bi-1, Ai and P Bi|Bi-1 i-M, Ai, where M is the memory of the channel, Bi ? {B-1, B0,..., ...
    • Conference Object  

      Information structures of capacity achieving distribution for channels with memory and feedback 

      Kourtellaris, C. K.; Charalambous, Charalambos D. (Institute of Electrical and Electronics Engineers Inc., 2016)
      The information structures of the optimal channel input distributions P[0,n] t {PAi|Ai-1,Bi-1 : 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 

      Charalambous, Charalambos D.; Kourtellaris, C. K.; Tzortzis, I. (2017)
      The control-coding 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? 

      Charalambous, Charalambos D.; Kyprianou, Andreas (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? 

      Charalambous, C. D.; Kyprianou, Andreas (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? 

      Charalambous, Charalambos D.; Kyprianou, Andreas (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 exponential-of-integral sample cost: Examples 

      Charalambous, Charalambos D. (1998)
      The optimal control of partially observed stochastic systems with exponential-of-integral-sample cost is considered. The concept of sufficient statistic algebra is introduced to construct finite-dimensional controllers. ...
    • Article  

      LQG optimality and separation principle for general discrete time partially observed stochastic systems over finite capacity communication channels 

      Charalambous, Charalambos D.; Farhadi, A. (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 

      Athanasopoulou, E.; Hadjicostis, Christoforos N. (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 continuous-time case 

      Charalambous, Charalambos D. (IEEE, 1999)
      The problem of estimating the parameters for continuous-time 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 

      Charalambous, Charalambos D.; Hibey, Joseph L. (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 

      Charalambous, Charalambos D.; Hibey, J. L. (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 finite-dimensional stochastic optimal control problems 

      Charalambous, Charalambos D.; Elliott, Robert J. (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 

      Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (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 

      Charalambous, C. D.; Kourtellaris, C. K.; Hadjicostis, Christoforos N. (2011)
      This paper is concerned with the stochastic control formulation of the capacity of channel with memory and feedback. The pay-off 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 

      Charalambous, Charalambos D.; Kourtellaris, C. K.; Hadjicostis, Christoforos N. (2011)
      This paper is concerned with the stochastic control formulation of the capacity of channel with memory and feedback. The pay-off 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 

      Sundaram, S.; Hadjicostis, Christoforos N. (2006)
      We present a method for constructing linear minimum-variance unbiased state estimators for discrete-time 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 

      Rezaei, F.; Charalambous, C. D.; Kyprianou, Andreas (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 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (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 ...