Browsing by Subject "Functions"
Now showing items 120 of 20

Conference Object
Applications of minimum principle for continuoustime partially observable risksensitive control problems
(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
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 ...

Article
Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws
(1998)This paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finitedimensional state space. In some cases the optimal ...

Article
Conditional moment generating functions for integrals and stochastic integrals
(2003)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
Convergence of belief propagation algorithms on binary pairwise Gibbs random fields
(2011)In this paper, we study the convergence of belief propagation algorithms (BPAs) on binary pairwise Gibbs random fields (BPGRFs). Exploiting the equivalence of BPA on the graph associated with BPGRF and the corresponding ...

Conference Object
Distributed consensus and linear functional calculation in networks: An observability perspective
(2007)We study the problem of performing sensor fusion and distributed consensus in networks, where the objective is to calculate some linear function of the initial sensor values at some or all of the sensors. We utilize a ...

Doctoral Thesis Open Access
Duality for Hardy spaces on tube domains in C2 and applications
(Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 201611)(...μη διαθέσιμη ηλεκτρονική μορφή της περίληψης)

Conference Object
First passage risksensitive criterion for stochastic evolutions
(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
LES of the flow past a rectangular cylinder using the immersed boundary concept
(2003)Incompressible turbulent flow past a long square cylinder is investigated using large eddy simulations LES). Results are presented and compared with available experimental databases for a Reynolds number Red = 22 000. The ...

Conference Object
Modeling change of haplotype distributions in random mating populations using random sets
(2004)Several mathematical models have been developed to describe the genetic structure of populations. Most of these models focus on only one, or few genetic loci. In this paper, we develop a model to describe a large number ...

Conference Object
Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness
(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 nonlinear stochastic uncertain relaxed controlled difussions, in which the payoff is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...

Conference Object
Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness
(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 nonlinear stochastic uncertain relaxed controlled difussions, in which the payoff is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...

Conference Object
Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness
(2004)This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the payoff is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...

Doctoral Thesis Open Access
Perturbation of zeros of entire functions of exponential type
(Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 2004)Η διδακτορική διατριβή χωρίζεται σε δύο μέρη. Στο πρώτο μέρος βρίσκουμε νέα κριτήρια ώστε δύο ακολουθίες μιγαδικών αριθμών να έχουν το ίδιο πλεόνασμα στον χώρο . Στο δεύτερο μέρος επεκτείνουμε ...

Conference Object
Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H∞ or robust control
(IEEE, 1995)Partially observable stochastic and H∞ control problems are considered. The dynamics include nonlinearities which are the gradient of some potential function in addition to linear terms, the observations are linear, and ...

Conference Object
Risksensitive/integral control for systems with point process observations
(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
Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation
(Institute of Electrical and Electronics Engineers Inc., 2014)This paper is concerned with the application of recent results in optimization of stochastic uncertain systems on general abstract spaces, when the uncertain probability measure of the system is described by a ball with ...

Conference Object
Stochastic optimal control subject to variational norm uncertainty: Viscosity subsolution for generalized HJB inequality
(2009)This paper is concerned with optimization of stochastic uncertain systems, when systems are described by measures and the payoff by a linear functional on the space of measure, on general abstract spaces. Robustness is ...

Conference Object
Synchronizationbased fault detection in discrete event systems
(2004)In this paper we study fault detection in systems that can be modeled as finite state machines (FSMs). We aim at detecting faults that manifest themselves as permanent changes in the nextstate transition functionality of ...

Conference Object
Variational equalities of directed information and applications
(2013)In this paper we introduce two variational equalities of directed information, which are analogous to those of mutual information employed in the BlahutArimoto Algorithm (BAA). Subsequently, we introduce nonanticipative ...