• Conference Object  

      Action functional stochastic H∞ estimation for nonlinear discrete time systems 

      Charalambous, Charalambos D.; Farhadi, A.; Djouadi, S. M. (2002)
      This paper presents an action functional, sample path optimization technique, for formulating and solving nonlinear discrete-time stochastic H∞ estimation problems. These H∞ problems are formulated as minimax dynamic games ...
    • Conference Object  

      Characterization of the Optimal Disturbance Attenuation for Nonlinear Stochastic Uncertain Systems 

      Charalambous, Charalambos D.; Rezaei, F.; Djouadi, S. M. (2003)
      This paper is concerned with an abstract formulation of stochastic optimal control systems, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Article  

      Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws 

      Charalambous, Charalambos D.; Elliott, R. J. (1998)
      This paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finite-dimensional state space. In some cases the optimal ...
    • 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 ...
    • Article  

      Conditional densities for continuous-time nonlinear hybrid systems with applications to fault detection 

      Hibey, Joseph L.; Charalambous, Charalambos D. (1998)
      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 ...
    • Conference Object  

      Conditional moment generating functions for integrals and stochastic integrals 

      Charalambous, Charalambos D.; Elliott, Robert J.; Krishnamurthy, Vikram (IEEE, 1997)
      In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential ...
    • Conference Object  

      Decentralized fault accommodation of a class of interconnected nonlinear systems using an adaptive approximation approach 

      Panagi, P.; Polycarpou, Marios M. (2009)
      This paper presents a decentralized adaptive approximation design for the fault tolerant control of interconnected subsystems. We consider faults that occur in the subsystems local dynamics as well as in the interconnection ...
    • Conference Object  

      Discrete-time stochastic minimax control of partially observable systems 

      Charalambous, Charalambos D. (2001)
      This paper presents a sample path optimization technique, as an alternative to the ensample average in formulating and solving stochastic minimax dynamic games. The stochastic games are nonlinear, discrete-time, and partially ...
    • Conference Object  

      Examples of optimal control for nonlinear stochastic control problems with partial information 

      Charalambous, Charalambos D.; Elliott, Robert J. (IEEE, 1995)
      Partially observable stochastic optimal control problems are considered. It is shown, via an information state approach and dynamic programming, that several classes of nonlinear systems with non-linearities in the dynamics ...
    • Article  

      Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities 

      Charalambous, Charalambos D.; Elliott, R. J. (1999)
      In general, nonlinear output feedback dynamic games are infinite-dimensional. This paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach ...
    • Article  

      Information states in stochastic control and filtering: a lie algebraic theoretic approach 

      Charalambous, Charalambos D.; Elliott, R. J. (2000)
      The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ...
    • Conference Object  

      New finite-dimensional risk-sensitive filters: Small-noise limits 

      Charalambous, Charalambos D.; Dey, Subhrakanti; Elliott, Robert J. (IEEE, 1997)
      This paper is concerned with continuous-time nonlinear risk-sensitive filters. It is shown that for large classes of nonlinearities entering both the dynamics and measurements, these filters are finite-dimensional, ...
    • Conference Object  

      New finite-dimensional stochastic optimal control problems 

      Charalambous, Charalambos D.; Elliott, Robert J. (IEEE, 1997)
      This paper is concerned with partially observed stochastic optimal control problems. The states of the system are described by nonlinear controlled diffusion equations. The measurements are noisy linear combinations of the ...
    • Conference Object  

      Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity 

      Rezaei, F.; Charalambous, C. D.; Kyprianou, Andreas (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 fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Conference Object  

      Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (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 fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Conference Object  

      Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (2004)
      This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Conference Object  

      Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness 

      Rezaei, F.; Charalambous, C. D.; Kyprianou, Andreas (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 pay-off 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 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (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 pay-off 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 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (2004)
      This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...
    • Article  

      Partial state observers for linear systems with unknown inputs 

      Sundaram, S.; Hadjicostis, Christoforos N. (2008)
      We consider the problem of constructing partial state observers for discrete-time linear systems with unknown inputs. Specifically, for any given system, we develop a design procedure that characterizes the set of all ...