Browsing by Subject "Probability"
Now showing items 1-20 of 61
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Conference Object
Action functional stochastic H∞ estimation for nonlinear discrete time systems
(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 ...
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Conference Object
Aliasing probability calculations in nonlinear compactors
(2003)This paper discusses a systematic methodology for calculating the aliasing probability when an arbitrary finite-state machine is used to compact the response of a combinational circuit to a sequence of randomly generated ...
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Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(2017)The aim of this paper is to approximate a Finite-State 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 ...
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Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(2017)The aim of this paper is to approximate a Finite-State 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 ...
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Conference Object
Bound on the probability of HMM misclassification
(2011)In this paper we consider the problem of classifying a sequence of observations among two known hidden Markov models (HMMs). We use a classifier that minimizes the probability of error (i.e., the probability of misclassification), ...
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Conference Object
Bounds on max-product algorithms for multiple fault diagnosis in graphs with loops
(Institute of Electrical and Electronics Engineers Inc., 2007)In this paper, we analyze the performance of algorithms that use belief propagation max-product iterations to solve the generalized multiple fault diagnosis (GMFD) problem. The GMFD problem is described by a bipartite ...
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Conference Object
Bounds on the probability of misclassification among hidden Markov models
(2011)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 ...
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Article
Coding approaches to fault tolerance in linear dynamic systems
(2005)This paper discusses fault tolerance in discrete-time dynamic systems, such as finite-state controllers or computer simulations, with focus on the use of coding techniques to efficiently provide fault tolerance to linear ...
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Article
Collapse Fragility Curves for RC Buildings Exhibiting Brittle Failure Modes
(2018)Defining the collapse probability of existing nonseismically designed RC buildings is a challenge mainly due to the fact that its determination relies on the simulation of the brittle failure modes controlling the collapse ...
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Conference Object
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Discrete-time stochastic minimax control of partially observable systems
(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 ...
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Article
Dynamic programming subject to total variation distance ambiguity
(2015)The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate ...
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Conference Object
Dynamic programming with total variational distance uncertainty
(2012)The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variational distance uncertainty on the conditional distribution of the controlled process. Utilizing ...
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Conference Object
Evaluation of likelihood-ratio and performance bounds for nonlinear decision problems via stochastic PDE
(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 ...
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Conference Object
Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
(IEEE, 1999)This paper presents explicit finite-dimensional filters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and ...
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Conference Object
Examples of optimal control for nonlinear stochastic control problems with partial information
(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 ...
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Article
Fault-tolerant dynamic systems
(2000)We use unreliable system replicas and unreliable voters to construct redundant dynamic systems that tolerate transient failures in their state transition and error correcting mechanisms. Using low density parity check ...
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Article
Filtering for linear systems driven by fractional Brownian motion
(2003)In this paper we study continuous time filtering for linear multidimensional systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of ...
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Conference Object
Finite-State Machine Embeddings for Non-Concurrent Error Detection and Identification
(2003)In digital sequential systems that operate over several time steps, a state-transition fault at any time step during the operation of the system corrupts its state in a way that can render its future functionality useless. ...
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Conference Object
First passage risk-sensitive criterion for stochastic evolutions
(1995)The purpose of this paper is to investigate in an infinite dimensional space, the first passage problem with a risk-sensitive performance criterion, and to illustrate the asymptotic behavior of the associated value function, ...