Browsing by Subject "Control system analysis"
Now showing items 115 of 15

Article
Bank filters for ML parameter estimation via the ExpectationMaximization algorithm: The continuoustime case
(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 ...

Conference Object
The capacity of unstable dynamical systemsinteraction of control and information transmission
(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
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...

Conference Object
Certain results concerning filtering and control of diffusions in small white noise
(IEEE, 1997)The purpose of this talk is twofold. First, we examine in detail the binary hypothesis decision and/or estimation problem using a risksensitive cost criterion, when the state and observation processes are diffusion signals. ...

Article
Conditional densities for continuoustime nonlinear hybrid systems with applications to fault detection
(1999)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
Conditional moment generating functions for integrals and stochastic integrals
(IEEE, 1997)In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuoustime nonlinear systems. The first method utilizes recursive stochastic partial differential ...

Conference Object
A controloriented approach to water quality modeling of drinking water distribution systems
(1996)

Article
Distributed Calculation of EdgeDisjoint Spanning Trees for Robustifying Distributed Algorithms against ManintheMiddle Attacks
(2017)In this paper we provide a distributed methodology to allow a network of agents, tasked to execute a distributed algorithm, to overcome Maninthemiddle attacks that aim at steering the result of the algorithm towards ...

Article
Exact filters for NewtonRaphson parameter estimation algorithms for continuoustime partially observed stochastic systems
(2001)This paper presents explicit finitedimensional filters for implementing NewtonRaphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuoustime and ...

Article
Finitedimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities
(1999)In general, nonlinear output feedback dynamic games are infinitedimensional. This paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach ...

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 ...

Article
Performance analysis for a changepoint problem
(1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum meansquareerrortype are used in likelihoodratio tests to detect the time of change. ...

Conference Object
A review of proper modeling techniques
(Affiliation: University of Michigan, Department of Mechanical Engineering, Ann Arbor, MI, United StatesAffiliation: University of Cyprus, Department of Mechanical and Manufacturing Engineering, Nicosia, CyprusAffiliation: Memorial University of Newfoundland, Department of Engineering and Applied Science, St. John's, NL, CanadaCorrespondence Address: Ersal, T.University of Michigan, Department of Mechanical Engineering, Ann Arbor, MI, United Statesemail: tersal@umich.edu, 2008)A dynamic system model is proper for a particular application if it achieves the accuracy required by the application with minimal complexity. Because model complexity often  but not always  correlates inversely with ...

Article
A review of proper modeling techniques
(2008)A dynamic system model is proper for a particular application if it achieves the accuracy required by the application with minimal complexity. Because model complexity oftenbut not alwayscorrelates inversely with simulation ...

Article
Stochastic testing of finite state machines
(2001)This paper discusses an approach that uses statistical observations about the steadystate behavior of a finite state machine (FSM) in order to detect and identify permanent failures in its state transition mechanism. The ...