Browsing Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering by Subject "Observability"
Now showing items 1-20 of 21
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Article
Bank filters for ML parameter estimation via the Expectation-Maximization algorithm: The continuous-time case
(1998)In this paper we consider continuous-time partially observed systems in which the parameters are unknown. We employ conditional moment generating functions of integrals and stochastic integrals to derive new maximum-likelihood ...
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Article
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...
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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 finite-dimensional state space. In some cases the optimal ...
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Article
Control of continuous-time linear Gaussian systems over additive Gaussian wireless fading channels: A separation principle
(2008)This note is concerned with the control of continuous-time linear Gaussian systems over additive white noise wireless fading channels subject to capacity constraints. Necessary and sufficient conditions are derived, for ...
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Conference Object
Control over wireless communication channel for continuous-time systems
(2005)This paper is concerned with the control of one dimensional continuous time linear Gaussian systems over additive white noise wireless fading channels subject to capacity constraints. Necessary and sufficient conditions ...
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Article
Distributed function calculation via linear iterative strategies in the presence of malicious agents
(2011)Given a network of interconnected nodes, each with its own value (such as a measurement, position, vote, or other data), we develop a distributed strategy that enables some or all of the nodes to calculate any arbitrary ...
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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
Information dissemination in networks via linear iterative strategies over finite fields
(2009)Given an arbitrary network of interconnected nodes, each with an initial value from a discrete set, we consider the problem of distributively disseminating these initial values under the constraint that the nodes can only ...
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Conference Object
Maximum Likelihood parameter estimation from incomplete data via the sensitivity equations: The continuous-time case
(IEEE, 1999)The problem of estimating the parameters for continuous-time partially observed systems is discussed. New exact filters for obtaining Maximum Likelihood (ML) parameter estimates via the Expectation Maximization algorithm ...
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Article
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 ...
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Conference Object
On delayed observers for linear systems with unknown inputs
(2005)We present a method for constructing reduced-order state observers for linear systems with unknown inputs. Our design provides a characterization of observers with delay, which eases the established necessary conditions ...
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Conference Object
On the time complexity of information dissemination via linear iterative strategies
(2010)Given an arbitrary network of interconnected nodes, each with an initial value, we study the number of time-steps required for some (or all) of the nodes to gather all of the initial values via a linear iterative strategy. ...
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Conference Object
Optimal sensor selection for structural observability in Discrete Event Systems modeled by Petri nets
(2007)This paper studies sensor selection problems in Discrete Event Systems modeled by Petri nets with outputs (i.e., Petri nets with both transition sensors and place sensors). The goal is to place sensors so as to maintain ...
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Article
Partial state observers for linear systems with unknown inputs
(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 ...
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Article
Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
(1997)In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...
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Conference Object
Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H∞ or robust control
(IEEE, 1995)Partially observable stochastic and H∞ control problems are considered. The dynamics include nonlinearities which are the gradient of some potential function in addition to linear terms, the observations are linear, and ...
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Article
Sensor selection for structural observability in discrete event systems modeled by petri nets
(2010)This paper studies optimal sensor selection in discrete event systems modeled by partially observed Petri nets. The goal is to place a minimum number of sensors while maintaining structural observability, i.e., the ability ...
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Conference Object
Stochastic control over finite capacity channels: Causality and feedback
(Institute of Electrical and Electronics Engineers Inc., 2014)Optimal communication/control analysis and design of dynamical controlled systems, when there are finite capacity communication constraints often involve information and control theoretic analysis. This paper, employees ...
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Conference Object
Stochastic H∞-control of nonlinear discrete-time partially observable systems and dissipation inequalities
(2002)This paper employs an action functional approach to formulate partially observable nonlinear discrete-time stochastic minimax games. The maximizing players of the games are stochastic square summable disturbances, while ...
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Article
Stochastic testing of finite state machines
(2001)This paper discusses an approach that uses statistical observations about the steady-state behavior of a finite state machine (FSM) in order to detect and identify permanent failures in its state transition mechanism. The ...