Minimax control of a stochastic system with disturbances belonging to the exponential family
This paper presents an overview of some recent results concerning the emerging theory of minimax LQG control for uncertain systems with a relative entropy constraint uncertainty description. This is an important new robust control system design methodology providing minimax optimal performance in terms of a quadratic cost functional. The paper first considers some standard uncertainty descriptions to motivate the relative entropy constraint uncertainty description. The minimax LQG problem under...
In this paper, the mobile robot localization problem is investigated under the stochastic communication protocol (SCP). In the mobile robot localization system, the measurement data including the distance and the azimuth are received by multiple sensors equipped on the robot. In order to relieve the network burden caused by network congestion, the SCP is introduced to schedule the transmission of the measurement data received by multiple sensors. The aim of this paper is to find a solution to the...
The paper deals with the problem of optimal path planning for a sensor network with mutliple mobile nodes, whose measurements are supposed to be primarily used to estimate unknown parameters of a system modelled by a partial differential equation. The adopted framework permits to consider two- or three-dimensional spatial domains and correlated observations. Since the aim is to maximize the accuracy of the estimates, a general functional defined on the relevant Fisher information matrix is used...
Estimating the state of a hybrid system means accounting for the mode of operation or failure and the current state of the continuously valued entities concurrently. Existing hybrid estimation schemes try to overcome the problem of an exponentially growing number of possible mode-sequence/continuous-state combinations by merging hypotheses and/or deducing likelihood measures to identify tractable sets of the most likely hypotheses. However, they still suffer from unnecessarily high computational...
Information retrieval in information systems (IS) with large amounts of data is not only a matter of an effective IS architecture and design and technical parameters of computer technology used for operation of the IS, but also of an easy and intuitive orientation in a number of offers and information provided by the IS. Such retrievals in IS are, however, frequently carried out with indeterminate information, which requires other models of orientation in the environment of the IS.
Introduction of fly-by-wire and increasing levels of automation significantly improve the safety of civil aircraft, and result in advanced capabilities for detecting, protecting and optimizing A/C guidance and control. However, this higher complexity requires the availability of some key flight parameters to be extended. Hence, the monitoring and consolidation of those signals is a significant issue, usually achieved via many functionally redundant sensors to extend the way those parameters are...
The problem of fault tolerant control is studied from the behavioral point of view. In this mathematical framework, the concept of interconnection among the variables describing the system is a key point. The problem is that the behavior we intend to control is not known. Therefore, we are interested in designing a fault accommodation scheme for an unknown behavior through an appropriate behavioral interconnection. Here we deal simply with the trajectories that are generated by the system in real...
The paper is devoted to mathematical modelling and numerical computations of a nonstationary free boundary problem. The model is based on processes of molecular diffusion of some products of chemical decomposition of a solid organic substance concentrated in bottom sediments. It takes into account non-stationary multi-component and multi-stage chemical decomposition of organic substances and the processes of sorption desorption under aerobic and anaerobic conditions. Such a model allows one to...
This paper is concerned with the finite and infinite horizon optimal control issue for a class of networked control systems with stochastic communication protocols. Due to the limitation of networked bandwidth, only the limited number of sensors and actuators are allowed to get access to network mediums according to stochastic access protocols. A discrete-time Markov chain with a known transition probability matrix is employed to describe the scheduling behaviors of the stochastic access protocols,...
We have intensified studies of reflections of copulas (that we introduced recently in [6]) and found that their convex combinations exhibit potentially useful fitting properties for original copulas of the Normal, Frank, Clayton and Gumbel types. We show that these properties enable us to construct interesting models for the relations between investment in stocks and gold.