Browsing by Author "Charalambous, Charalambos D."
Now showing items 120 of 273

Conference Object
Action functional stochastic H∞ estimation for nonlinear discrete time systems
Charalambous, Charalambos D.; Farhadi, A.; Djouadi, S. M. (2002)This paper presents an action functional, sample path optimization technique, for formulating and solving nonlinear discretetime stochastic H∞ estimation problems. These H∞ problems are formulated as minimax dynamic games ...

Article
An Algorithm for Global Maximization of Secrecy Rates in Gaussian MIMO Wiretap Channels
Loyka, S.; Charalambous, Charalambos D. (2015)Optimal signaling for secrecy rate maximization in Gaussian MIMO wiretap channels is considered. While this channel has attracted a significant attention recently and a number of results have been obtained, including the ...

Conference Object
Applications of information Nonanticipative Rate Distortion Function
Stavrou, P. A.; Kourtellaris, C. K.; Charalambous, Charalambos D. (Institute of Electrical and Electronics Engineers Inc., 2014)The objective of this paper is to further investigate various applications of information Nonanticipative Rate Distortion Function (NRDF) by discussing two working examples, the Binary Symmetric Markov Source with parameter ...

Conference Object
Applications of minimum principle for continuoustime partially observable risksensitive control problems
Charalambous, Charalambos D.; Hibey, Joseph L. (IEEE, 1995)This paper employs the minimum principle derived in [1], for nonlinear partially observable exponential of integral control problems, to solve linearexponentialquadraticGaussian (LEQG) tracking problems using two different ...

Conference Object
Approximation of Markov processes by lower dimensional processes
Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (Institute of Electrical and Electronics Engineers Inc., 2014)In this paper, we investigate the problem of aggregating a given finitestate Markov process by another process with fewer states. The aggregation utilizes total variation distance as a measure of discriminating the Markov ...

Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (2017)The aim of this paper is to approximate a FiniteState Markov (FSM) process by another process defined on a lower dimensional state space, called the approximating process, with respect to a total variation distance fidelity ...

Conference Object
Asymptotic ReverseWaterfilling Characterization of Nonanticipative Rate Distortion Function of VectorValued GaussMarkov Processes with MSE Distortion
Stavrou, Photios A.; Charalambous, Themistoklis; Charalambous, Charalambos D.; Loyka, Sergey; Skoglund, Mikael (IEEE, 2018)In this paper, we revisit the asymptotic reversewaterfilling characterization of the nonanticipative rate distortion function (NRDF) derived for a timeinvariant multidimensional GaussMarkov processes with meansquared ...

Article
Bank filters for ML parameter estimation via the ExpectationMaximization algorithm: The continuoustime case
Charalambous, Charalambos D.; Logothetis, Andrew; Elliott, Robert J. (1998)In this paper we consider continuoustime partially observed systems in which the parameters are unknown. We employ conditional moment generating functions of integrals and stochastic integrals to derive new maximumlikelihood ...

Article
A biologically inspired networking model for wireless sensor networks
Charalambous, Charalambos D.; Cui, S. (2010)Wireless sensor networks have emerged in strategic applications such as target detection, localization, and tracking, where the large scale renders centralized control prohibitive. In addition, the finite batteries of the ...

Conference Object
Burgers Model of Turbulence: Probabilistic Representations Free Energy and Relative Entropy
Charalambous, Charalambos D.; Djouadi, S. M. (200306)

Article
Capacity Achieving Distributions \& Information Lossless Randomized Strategies for Feedback Channels with Memory: The LQG Theory of Directed InformationPart II
Charalambous, Charalambos D.; Kourtellaris, Christos K.; Loyka, Sergey (2016)

Article
Capacity Achieving Distributions and Separation Principle for Feedback Gaussian Channels With Memory: the LQG Theory of Directed Information
Charalambous, Charalambos D.; Kourtellaris, Christos K.; Loyka, Sergey (2018)A method is developed to realize optimal channel input conditional distributions, which maximize the finite transmission feedback information (FTFI) capacity, often called $n$ block length feedback capacity, by information ...

Conference Object
Capacity for MIMO systems at low SNR
Ioannou, I.; Charalambous, Charalambos D.; Denic, S. (2010)The paper introduces an asymptotic series expansion for the mutual information of MultipleInput MultipleOutput (MIMO) channels. For low signal to noise ratio (SNR) the first term of expansion approaches mutual information ...

Conference Object
Capacity of Binary State Symmetric Channel with and without feedback and transmission cost
Kourtellaris, C. K.; Charalambous, Charalambos D. (Institute of Electrical and Electronics Engineers Inc., 2015)We consider a unit memory channel, called Binary State Symmetric Channel (BSSC), in which the channel state is the modulo2 addition of the current channel input and the previous channel output. We derive closed form ...

Conference Object
Capacity of channels with memory and feedback: Encoder properties and dynamic programming
Charalambous, Charalambos D.; Kourtellaris, C. K.; Hadjicostis, Christoforos N. (2010)This paper is concerned with capacity formulae for channels with memory and feedback, properties of the capacity achieving encoder, and dynamic programming for designing optimal encoders. The source is general and the ...

Conference Object
Capacity of gaussian channels with noise uncertainty
Denic, S. Z.; Charalambous, Charalambos D.; Djouadi, S. M. (2004)In this paper the problem of defining, and computing the capacity of a communication channel when the statistic of an additive noise is not fully known, is addressed. The communication channel is specified as a continuous ...

Article
Capacity of the class of MIMO channels with incomplete CDI  Properties of mutual information for a class of channels
Charalambous, Charalambos D.; Denic, S. Z.; Constantinou, C. (2009)This paper is concerned with multipleinput multipleoutput (MIMO) wireless channel capacity, when the probability distribution of the channel matrix p(H) is not completely known to the transmitter and the receiver. The ...

Conference Object
The capacity of unstable dynamical systemsinteraction of control and information transmission
Charalambous, Charalambos D.; Kourtellaris, C. K.; Loyka, S.; Tzortzis, I. (Institute of Electrical and Electronics Engineers Inc., 2017)Feedback capacity is extended beyond classical communication channels, to stochastic dynamical systems, which may correspond to unstable control systems or unstable communication channels, subject to average cost constraints ...

Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information StructuresPart I: A General Theory
Charalambous, Charalambos D.; Ahmed, N. U. (2017)Decentralized optimization of distributed stochastic dynamical systems with two or more controls of the decision makers (DMs) has been an active area of research for over half a century. Although, such decentralized ...

Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information StructuresPart II: Applications
Charalambous, Charalambos D.; Ahmed, N. U. (2017)In this second part of the twopart paper, a stochastic maximum principle, conditional Hamiltonians and the coupled backwardforward stochastic differential equations (SDEs) of the first part [1] are employed to derive ...