Browsing by Author "Hibey, J. L."
Now showing items 1-10 of 10
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Article
Conditional densities for continuous-time nonlinear hybrid systems with applications to fault detection
Hibey, J. L.; Charalambous, Charalambos D. (1999)Continuous-time nonlinear stochastic differential state and measurement equations, all of which have coefficients capable of abrupt changes at a random time, are considered; finite-state jump Markov chains are used to model ...
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Article
Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
Charalambous, Charalambos D.; Hibey, J. L. (2001)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 ...
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Conference Object
Fuel-optimal trajectories for aeroassisted coplanar orbital transfer problem
Naidu, D. S.; Hibey, J. L.; Charalambous, Charalambos D. (Publ by IEEE, 1988)The optimal-control problem arising in coplanar orbital transfer using aeroassist technology is addressed. The maneuver involves the transfer from high earth orbit to low earth orbit with minimum fuel consumption. Simulations ...
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Article
FuelOptimal Trajectories for Aeroassisted Coplanar Orbital Transfer Problem
Naidu, D. S.; Hibey, J. L.; Charalambous, Charalambos D. (1990)The optimal control problem arising in coplanar, orbital transfer employing aeroassist technology is addressed. The maneuver involves the transfer from high Earth orbit to low Earth orbit via the atmosphere with the object ...
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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 ...
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Article
Neighboring Optimal Guidance for Aeroassisted Orbital Transfer
Naidu, D. S.; Hibey, J. L.; Charalambous, Charalambos D. (1993)A neighboring optimal guidance scheme for a nonlinear dynamic system is devised with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the ...
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Article
On the application of minimum principle for solving partially observable risk-sensitive control problems
Charalambous, Charalambos D.; Hibey, J. L. (1996)This paper is concerned with the application of a minimum principle derived for general nonlinear partially observable exponential-of-integral control problems, to solve linear-exponential-quadratic-Gaussian problems. This ...
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Article
Performance analysis for a changepoint problem
Hibey, J. L.; Charalambous, Charalambos D. (1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum mean-square-error-type are used in likelihood-ratio tests to detect the time of change. ...
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Article
Performance analysis for a changepoint problem
Hibey, J. L.; Charalambos, C. D. (1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum mean-square-error-type are used in likelihood-ratio tests to detect the time of change. ...
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Article
Quadratic forms for Feynman-Kac semigroups
Hibey, J. L.; Charalambous, Charalambos D. (2006)Some problems in a stochastic setting often involve the need to evaluate the Feynman-Kac formula that follows from models described in terms of stochastic differential equations. Equivalent representations in terms of ...