Browsing by Author "Hibey, Joseph L."
Now showing items 110 of 10

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 ...

Article
Conditional densities for continuoustime nonlinear hybrid systems with applications to fault detection
Hibey, Joseph L.; Charalambous, Charalambos D. (1998)Continuoustime nonlinear stochastic differential state and measurement equations, all of which have coefficients capable of abrupt changes at a random time, are considered; finitestate jump Markov chains are used to model ...

Conference Object
Evaluation of likelihoodratio and performance bounds for nonlinear decision problems via stochastic PDE
Charalambous, Charalambos D.; Hibey, Joseph L. (American Automatic Control Council, 1994)The nonlinear binary decision problem with signal satisfying a diffusion equation observed through noisy measurements is considered. Using the unnormalized conditional density of nonlinear filtering, expressions for ...

Conference Object
Exact filters for NewtonRaphson parameter estimation algorithms for continuoustime partially observed stochastic systems
Charalambous, Charalambos D.; Logothetis, Andrew; Hibey, Joseph L. (IEEE, 1999)This paper presents explicit finitedimensional filters for implementing NewtonRaphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuoustime and ...

Conference Object
First passage risksensitive criterion for stochastic evolutions
Charalambous, Charalambos D.; Hibey, Joseph L. (1995)The purpose of this paper is to investigate in an infinite dimensional space, the first passage problem with a risksensitive performance criterion, and to illustrate the asymptotic behavior of the associated value function, ...

Article
Minimum principle for partially observable nonlinear risksensitive control problems using measurevalued decompositions
Charalambous, Charalambos D.; Hibey, Joseph L. (1996)This paper is concerned with the derivation of a minimum principle for partially observed controlled diffusions with correlation between signals and observation noises, when the sample cost criterion is an exponential of ...

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. ...

Conference Object
Performance analysis for a changepoint problem
Hibey, Joseph L.; Charalambous, Charalambos D. (IEEE, 1997)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimummeansquareerror type are used in likelihoodratio tests to detect the time of change. We ...

Conference Object
Risksensitive/integral control for systems with point process observations
Charalambous, Charalambos D.; Hibey, Joseph L. (IEEE, 1994)This paper deals with necessary conditions for integral and exponentialofintegral cost functions, when the signal is a controlled diffusion process, and the observations consist of continuous and discontinuous processes. ...

Conference Object
Role of measurevalued decompositions in stochastic control
Charalambous, Charalambos D.; Hibey, Joseph L. (American Automatic Control Council, 1994)Following up the measurevalued decompositions of Kunita [1], and the martingale representation result for L2processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...