Table of contents of volume 35 (2006)
Techniques de contrôle de prévision à court terme
Tendency Towards Normality of Linear Combinations of Random Variables.
Teoremi d'esistenza per problemi di controllo ottimo retti da equazioni ellittiche o paraboliche
The damped modified iterated Kalman filter for nonlinear discrete time systems
The discrete Riccati equation of optimal control
The finite automata approaches in stringology
We present an overview of four approaches of the finite automata use in stringology: deterministic finite automaton, deterministic simulation of nondeterministic finite automaton, finite automaton as a model of computation, and compositions of finite automata solutions. We also show how the finite automata can process strings build over more complex alphabet than just single symbols (degenerate symbols, strings, variables).
The Frisch scheme in algebraic and dynamic identification problems
This paper considers the problem of determining linear relations from data affected by additive noise in the context of the Frisch scheme. The loci of solutions of the Frisch scheme and their properties are first described in the algebraic case. In this context two main problems are analyzed: the evaluation of the maximal number of linear relations compatible with data affected by errors and the determination of the linear relation actually linking the noiseless data. Subsequently the extension...
The gamma-uniform distribution and its applications
Up to present for modelling and analyzing of random phenomenons, some statistical distributions are proposed. This paper considers a new general class of distributions, generated from the logit of the gamma random variable. A special case of this family is the Gamma-Uniform distribution. We derive expressions for the four moments, variance, skewness, kurtosis, Shannon and Rényi entropy of this distribution. We also discuss the asymptotic distribution of the extreme order statistics, simulation issues,...
The Kiefer-Wolfowitz approximation method in controlled Markov chains
The linear filtration and prediction of indirectly observed random processes
The optimal control chart procedure
The moving average (MA) chart, the exponentially weighted moving average (EWMA) chart and the cumulative sum (CUSUM) chart are the most popular schemes for detecting shifts in a relevant process parameter. Any control chart system of span is specified by a partition of the space into three disjoint parts. We call this partition as the control chart frame of span A shift in the process parameter is signalled at time by having the vector of the last sample characteristics fall out of the...
The output least squares identifiability of the diffusion coefficient from an H–observation in a 2–D elliptic equation
Output least squares stability for the diffusion coefficient in an elliptic equation in dimension two is analyzed. This guarantees Lipschitz stability of the solution of the least squares formulation with respect to perturbations in the data independently of their attainability. The analysis shows the influence of the flow direction on the parameter to be estimated. A scale analysis for multi-scale resolution of the unknown parameter is provided.
The Output Least Squares Identifiability of the Diffusion Coefficient from an H1–Observation in a 2–D Elliptic Equation
Output least squares stability for the diffusion coefficient in an elliptic equation in dimension two is analyzed. This guarantees Lipschitz stability of the solution of the least squares formulation with respect to perturbations in the data independently of their attainability. The analysis shows the influence of the flow direction on the parameter to be estimated. A scale analysis for multi-scale resolution of the unknown parameter is provided.
The performance analysis of the adaptive two-stage DFB narrowband interference suppression filter in DSSS receiver
The present and future of signal processing
The principle of the largest terms and quantum large deviations
We give an approach to large deviation type asymptotic problems without evident probabilistic representation behind. An example provided by the mean field models of quantum statistical mechanics is considered.
The quadratic control for linear discrete-time systems with independent random perturbations in Hilbert spaces connected with uniform observability.
The recursive identification problem in control and signal processing applications
The risk-sensitive Poisson equation for a communicating Markov chain on a denumerable state space
This work concerns a discrete-time Markov chain with time-invariant transition mechanism and denumerable state space, which is endowed with a nonnegative cost function with finite support. The performance of the chain is measured by the (long-run) risk-sensitive average cost and, assuming that the state space is communicating, the existence of a solution to the risk-sensitive Poisson equation is established, a result that holds even for transient chains. Also, a sufficient criterion ensuring that...