Identification de paramètres pour un système excité par des bruits gaussien et poissonien
Identification of an unstable ARMA equation.
Identification of critical curves. II. Discretization and numerical realization
We consider the finite element approximation of the identification problem, where one wishes to identify a curve along which a given solution of the boundary value problem possesses some specific property. We prove the convergence of FE-approximation and give some results of numerical tests.
Identification of linear stochastic systems based on partial information.
Identification of optimal policies in Markov decision processes
In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal policy...
Identification with interruptions as an anti-bursting device
Identifications optimales de paramètres pour un système linéaire excité par un bruit gaussien
Implementation of the MR tractography visualization kit based on the anisotropic Allen-Cahn equation
Magnetic Resonance Diffusion Tensor Imaging (MR–DTI) is a noninvasive in vivo method capable of examining the structure of human brain, providing information about the position and orientation of the neural tracts. After a short introduction to the principles of MR–DTI, this paper describes the steps of the proposed neural tract visualization technique based on the DTI data. The cornerstone of the algorithm is a texture diffusion procedure modeled mathematically by the problem for the Allen–Cahn...
Improved results on fuzzy filter design for T-S fuzzy systems.
Improving prediction models applied in systems monitoring natural hazards and machinery
A method of combining three analytic techniques including regression rule induction, the k-nearest neighbors method and time series forecasting by means of the ARIMA methodology is presented. A decrease in the forecasting error while solving problems that concern natural hazards and machinery monitoring in coal mines was the main objective of the combined application of these techniques. The M5 algorithm was applied as a basic method of developing prediction models. In spite of an intensive development...
Impulse control in Kalman-like filtering problems.
Incremental value of information for discrete-time partially observed stochastic systems
Indirect adaptive controller based on a self-structuring fuzzy system for nonlinear modeling and control
In this paper, a unified nonlinear modeling and control scheme is presented. A self-structuring Takagi-Sugeno (T-S) fuzzy model is used to approximate the unknown nonlinear plant based on I/O data collected on-line. Both the structure and the parameters of the T-S fuzzy model are updated by an on-line clustering method and a recursive least squares estimation (RLSE) algorithm. The rules of the fuzzy model can be added, replaced or deleted on-line to allow a more flexible and compact model structure....
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
Information pricing for portfolio optimization
Initial data stability and admissibility of spaces for Itô linear difference equations
The admissibility of spaces for Itô functional difference equations is investigated by the method of modeling equations. The problem of space admissibility is closely connected with the initial data stability problem of solutions for Itô delay differential equations. For these equations the -stability of initial data solutions is studied as a special case of admissibility of spaces for the corresponding Itô functional difference equation. In most cases, this approach seems to be more constructive...
Initialiting the kalman filter for nonstationary state space models
Input-output systems, their types and applications for the automata theory
Interactive approach based on stochastic dominance
Invariant probabilities for Feller-Markov chains.