Browsing by Subject "State space methods"
Now showing items 117 of 17

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 discretetime stochastic H∞ estimation problems. These H∞ problems are formulated as minimax dynamic games ...

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 ...

Conference Object
Nonlinear control design for linear time varying systems
(1996)A new class of linear controllers for linear time varying systems are proposed. These controllers are based on nonlinear tools such as integrator backstepping and nonlinear damping, and on a new filter structure that ...

Conference Object
Output feedback risksensitive control and dynamic games: Small noise limits
(IEEE, 1997)This paper employs logarithmic transformations to establish relations between continuoustime nonlinear partially observable risksensitive control problems and analogous output feedback dynamic games.

Article
Performance analysis for a changepoint problem
(1999)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum meansquareerrortype are used in likelihoodratio tests to detect the time of change. ...

Conference Object
Performance analysis for a changepoint problem
(IEEE, 1997)Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimummeansquareerror type are used in likelihoodratio tests to detect the time of change. We ...

Conference Object
Relative entropy applied to optimal control of stochastic uncertain systems on hilbert space
(2005)This paper considers minimax problems, in which the control minimizes the payoff induced by a measure which maximizes the payoff over the class of measures described by a relative entropy set between the uncertain and ...

Conference Object
Robust modification of a new class of adaptive controllers
(1995)Recently, a new class of adaptive control schemes, motivated from nonlinear systems theory, has been proposed for minimum phase linear time invariant plants. Under certain assumptions on the plant transfer function, these ...

Article
Robustness of nonlinear control systems with respect to unmodeled dynamics
(1999)In theory, it can be established that nonlinear control laws for linear or nonlinear plants can be used to meet strict performance requirements. The success of these control designs in practical situations will very much ...

Conference Object
Robustness of nonlinear control systems with respect to unmodeled dynamics
(1996)In this paper, we examine the global stability properties of nonlinear controllers in the presence of high frequency unmodeled dynamics. We develop necessary and sufficient conditions for a general class of nonlinear control ...

Conference Object
State space estimation of a wireless frequencyselective fading channel in Gaussian noise
(2002)This paper investigates the possibility of using the state space optimal estimation techniques to estimate the inphase, quadrature and square envelope of a wireless multipath fading channel when the transmitted signal is ...

Conference Object
Stochastic channel modeling for ad hoc wireless networks
(2006)Due to nodes mobility and environmental changes in mobile ad hoc networks, the ad hoc channel is time varying and subject to fading. As a consequence of these variations, the statistical characteristics of the received ...

Conference Object
Stochastic power control for timevarying flat fading wireless channels
(2005)The performance of stochastic optimal power control of timevarying wireless shortterm flat fading channels, in which the evolution of the dynamical channel is described by a stochastic state space representation, is ...

Article
Stochastic power control for wireless networks via SDEs: Probabilistic QoS measures
(2005)The power control of wireless networks is formulated using a stochastic optimal control framework, in which the evolution of the channel is described by stochastic differential equations (SDEs). The latter rapture the ...

Conference Object
Time varying channel modeling for adhoc mobile wireless networks
(2006)Due to nodes mobility and environmental changes in mobile adhoc networks, the adhoc channel is time varying and subject to fading. As a consequence of these variations, the statistical characteristics of the received ...

Conference Object
Time varying wireless channel modeling, estimation, identification, and power control from measurements
(2007)This paper is concerned with a timevarying wireless channel modeling, its parameter estimation, system identification, and optimal power control from measurement data. The channel model is represented in state space form, ...

Conference Object
Wireless fading channels: Modeling, estimation and identification from measurements
(2005)This paper is concerned with modeling and system identification of wireless channels. The models employed are in state space form, while the identification method uses the ExpectationMaximization (EM) algorithm and Kalman ...