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Browsing by Subject "Riccati equations"

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    • Article  

      Adaptive control of unmanned aerial vehicles in atmospheric flight with reduced models 

      Kahveci, N. E.; Ioannou, Petros A.; Mirmirani, M. D. (2007)
      We propose an approximate implementation scheme for an adaptive linear quadratic control structure by employing a balanced truncation procedure in the loop prior to solving the associated Algebraic Riccati Equation (ARE). ...

    • Article  

      Discrete-time risk-sensitive filters with on-Gaussian initial conditions and their ergodic properties 

      Dey, S.; Charalambous, Charalambos D. (2001)
      We study asymptotic stability properties of risk-sensitive filters with respect to their initial conditions. We consider a linear time-invariant systems with initial conditions that are not necessarily Gaussian. We show ...

    • Conference Object  

      Filtering for linear systems driven by fractional Brownian motion 

      Ahmed, N. U.; Charalambous, Charalambos D. (2000)
      In this paper we study continuous time filtering for linear systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of functional-differential ...

    • Article  

      Finite-time disturbance attenuation control problem for singularly perturbed discrete-time systems 

      Abdelrahman, M. A.; Naidu, D. S.; Charalambous, Charalambos D.; Moore, K. L. (1998)
      In this paper we consider the problem of finite-time H∞-optimal control of linear, singularly perturbed, discrete-time systems. The problem is addressed from the game theoretic approach. This leads to a singularly perturbed, ...

    • Conference Object  

      H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control 

      Naidu, D. Subbaram; Charalambous, Charalambos D.; Moore, Kevin L.; Abdelrahman, M. A. (IEEE, 1994)
      The H∞-optimal control and risk-sensitive control of linear singularly perturbed, discrete-time systems is described. It is shown that the Riccati equation associated with the solution of the H∞-optimal control problem, ...

    • Article  

      Information theoretic bounds for compound MIMO Gaussian channels 

      Denic, S. Z.; Charalambous, Charalambos D.; Djouadi, S. M. (2009)
      In this paper, achievable rates for compound Gaussian multiple-input-multiple-output (MIMO) channels are derived. Two types of channels, modeled in the frequency domain, are considered when: 1) the channel frequency response ...

    • 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  

      Risk-sensitive control, differential games, and limiting problems in infinite dimensions 

      Charalambous, Charalambos D.; Naidu, Subbaram; Moore, Kevin L. (IEEE, 1994)
      In this paper we present the solutions of the stochastic finite and infinite horizon risk-sensitive control problems in infinite dimensions, with μ, ε > 0, respectively, representing the risk-sensitivity and small noise ...

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