Now showing items 1-10 of 16
Homogenization And Control Of Lattice Structures.
Under certain natural conditions the dynamics of large, low-mass lattice structures with a regular infrastructure are well approximated by the dynamics of continua, e.g., trusses may be modeled beam equations. Using a ...
Nonlinear Filtering with Homogenization.
The Problem of nonlinear filtering is studied for a class of diffusions whose statistics depend periodically on the process state and a small parameter EPSILON. The problem exhibits a homogenization property as EPSILON DOWN-ARROW.
Optimal Stationary Behavior in Some Stochastic Nonlinear Filtering Problems- A Bound Approach.
A lower and upper bound on the a priori optimal mean square error is used to study the stationary behavior of one dimensional nonlinear filters. The long time behavior as t--> INFINITY for asymptotically linear systems is ...
Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients.
We consider the problem of determining the sample path stability of a linear stochastic differential equation with point process coefficients. Necessary and sufficient conditions are obtained which are similar in spirit ...
Optimal Stochastic Control of Linear Stochastic Systems with Poisson Process Coefficients.
We obtain results similar to those for LQG problems on the control system structure for optimal linear quadratic regulator problems with Poisson noise disturbances. If the coefficient matrices of the system dynamics and ...
Computer Algebra for Analysis and Design of Nonlinear Control Systems.
A rich collection of analytical tools based on differential geometric methods has been developed for the analysis and design of nonlinear control systems. The concept of feedback equivalence among nonlinear systems is used ...
Stochastic Unit Commitment Scheduling and Dispatch of Electric Power Systems.
Unit commitment, including economic dispatch, is a key component of short term operation scheduling of an electric energy system. Common industry practice is based on the use of a 'priority list' for generation scheduling ...
A Bound Approach to Asymptotic Optimality in Nonlinear Filtering of DifFusion Processes.
The asymptotic behavior as a small parameter EPSILON --> 0 is investigated for one dimensional nonlinear filtering problems. Both weakly nonlinear systems (WNL) and systems measured through a low noise channel are considered. ...
Asymptotic Behavior in Nonlinear Stochastic Filtering.
A lower and upper bound approach on the optimal mean square error is used to study the asymptotic behavior of one dimensional nonlinear filters. Two aspects are treated: (1) The long time behavior (t --> INFINITY). (2) The ...