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A state-space approach in modeling multipath fading channels via stochastic differential equations
(2001)
The analysis, modeling and simulation of time-varying multipath wireless fading channels is usually done through input-output descriptions of the channel. In this paper, we introduce the concept of the state of the channel ...
Proceedings of GRACM 05: 5th GRACM International Congress on Computational Mechanics, Limassol, Cyprus, 29 June - 1 July 2005
(Kantzilaris Publications, 2005)
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 ...
Stochastic nonlinear minimax dynamic games with noisy measurements
(2003)
This note is concerned with nonlinear stochastic minimax dynamic games which are subject to noisy measurements. The minimizing players are control inputs while the maximizing players are square-integrable stochastic ...
Conditional moment generating functions for integrals and stochastic integrals
(2003)
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 ...
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 Expectation-Maximization (EM) algorithm and Kalman ...
Robust control over uncertain communication channels
(2005)
In this paper, the mathematical framework for studying robust control over uncertain communication channels is introduced. The theory is developed by generalizing the classical information theoretic measures of information ...
Optimization of Stochastic Uncertain Systems: Large Deviations and Robustness
(2003)
This paper is concerned with an abstract formulation of stochastic uncertain control systems, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, while the ...
Disorder considerations in resource-constrained scheduling
(2009)
A method is presented for allocating resources to construction activities and for scheduling construction projects under resource constraints by considering the effects that such resource limitations may have on the tendency ...
Necessary conditions of optimization for partially observed controlled diffusions
(1999)
Necessary conditions are derived for stochastic partially observed control problems when the control enters the drift coefficient and correlation between signal and observation noise is allowed. The problem is formulated ...