Browsing by Subject "Markov processes"
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Article
Aliasing probability calculations for arbitrary compaction under independently selected random test vectors
(2005)This paper discusses a systematic methodology for calculating the exact aliasing probability associated with schemes that use an arbitrary finitestate machine to compact the response of a combinational circuit to a sequence ...

Conference Object
Aliasing probability calculations in nonlinear compactors
(2003)This paper discusses a systematic methodology for calculating the aliasing probability when an arbitrary finitestate machine is used to compact the response of a combinational circuit to a sequence of randomly generated ...

Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(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 ...

Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(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 ...

Article
Bootstrap prediction intervals for Markov processes
(2014)Given time series data X1,…,Xn, the problem of optimal prediction of Xn+1 has been wellstudied. The same is not true, however, as regards the problem of constructing a prediction interval with prespecified coverage ...

Conference Object
Capacity of Binary State Symmetric Channel with and without feedback and transmission cost
(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 ...

Article
Conditional densities for continuoustime nonlinear hybrid systems with applications to fault detection
(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 ...

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
Control of discretetime partiallyobserved jump linear systems over causal communication systems
(2006)We consider the problem of control of discretetime partiallyobserved jump linear system over a noisy causal communication channel. Necessary conditions for observability and stabilizability in probability and rth mean ...

Conference Object
Control of jump linear systems over jump communication channels  Sourcechannel matching approach
(2007)The control of partially observed jump linear systems over jump communication channels is investigated when the Plant State Information (I*SI) and the Channel Slate Information (CSI) are present at the transmitter and the ...

Article
Currentstate opacity formulations in probabilistic finite automata
(2014)A system is said to be currentstate opaque if the entrance of the system state to a set of secret states remains opaque (uncertain) to an intruder  at least until the system leaves the set of secret states. This notion ...

Conference Object
Detection of collaborative cyberattacks through correlation and time dependency analysis
(Institute of Electrical and Electronics Engineers Inc., 2016)In this paper, we consider the detection of suspiciously high correlation between malicious Internet users that are collaborating in order to cause a Denial of Service (DoS) Attack. The main goal is to recognise cyber ...

Doctoral Thesis Open Access
Detection of collaborative misbehaviour in distributed cyberattacks through correlation and time dependency analysis
(Πανεπιστήμιο Κύπρου, Πολυτεχνική Σχολή / University of Cyprus, Faculty of Engineering, 201801)Σε αυτή τη διατριβή, εξετάζουμε τη μοντελοποίηση και την ανίχνευση ύποπτα υψηλού βαθμού συσχέτισης μεταξύ κακόβουλων χρηστών του διαδικτύου που συνεργάζονται για να προκαλέσουν Επίθεση ΄Αρνησης Εξυπηρέτησης [Denial of ...

Conference Object
Encoder, controller and decoder design of jump linear systems over jump communication channels
(2013)In this work, we focus on the encoder, decoder, and controller design for jump linear systems over jump communication channels.The plant state information (PSI) and the channel state information (CSI) are assumed to be ...

Doctoral Thesis Open Access
Extremum problems with total variation distance metric on the space of probability measures and applications
(Πανεπιστήμιο Κύπρου, Πολυτεχνική Σχολή / University of Cyprus, Faculty of Engineering, 201503)Η βελτιστοποίηση προβλήματων με ακρότατα που χρησιμοποιούν ως μετρική απόστασης την ολική κύμανση στο χώρο των μέτρων πιθανοτήτων είναι θεμελιώδους σημασίας στον στοχαστικό έλεγχο, στη θεωρία πληροφορίας και της επικοινωνίας, ...

Conference Object
Hidden markov model classification based on empirical frequencies of observed symbols
(IFAC Secretariat, 2014)Given a sequence of observations, classification among two known hidden Markov models (HMMs) can be accomplished with a classifier that minimizes the probability of error (i.e., the probability of misclassification) by ...

Article
Inference for Some Multivariate ARCH and GARCH Models
(2003)Multivariate timevarying volatility models have attracted a lot of attention in modern finance theory. We provide an empirical study of some multivariate ARCH and GARCH models that already exist in the literature and have ...

Conference Object
Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution
(Institute of Electrical and Electronics Engineers Inc., 2015)This paper addresses the optimality of stochastic control strategies based on the infinite horizon average cost criterion, subject to total variation distance ambiguity on the conditional distribution of the controlled ...

Conference Object
Maximum likelihood diagnosis in partially observable finite state machines
(2005)In this paper we develop a probabilistic approach for fault diagnosis in deterministic finite state machines (FSMs). The proposed approach determines whether the FSM under consideration is faulty or not by observing (part ...

Article
Maximum likelihood parameter estimation from incomplete data via the sensitivity equations: the continuoustime case
(2000)This paper is concerned with maximum likelihood (ML) parameter estimation of continuoustime nonlinear partially observed stochastic systems, via the expectation maximization (EM) algorithm. It is shown that the EM algorithm ...