CDC2000 Controlled Stochastic Processes

Controlled Stochastic Processes
Home Full List of Titles 1: Proceedings of CDC2000 Discrete Event Systems Control in Communication Systems Optimal Control and Applications I Optimisation Approaches and Methods Model Predictive Control Advances in Linear Estimation Stochastic and Uncertain Systems Nonlinear Control and Applications Nonlinear Estimation and Filtering Formation Control and its Applications New Approaches to Fuzzy Control Manufacturing Systems Automotive Applications Stability Issues in Hybrid Control Recent Advances in Stochastic Networks Optimal Control and Applications II Robust Controller Design - mu, L1 and H2 Constrained and Receding Horizon Control Identification and Control around the World Markov Decision Processes Nonlinear Optimisation Observers for Nonlinear Systems Motion Planning Neural / Fuzzy Stability and Control Motor Control Control of Quantum Phenomena I Hybrid Systems Methods Control in Communication Networks Robustness and Optimisation Bumpless Transfer, Antiwindup and Saturation Adaptive Control: Linear Systems Estimation and Closed Loop Identification Control of Markov Processes Nonlinear Filtering and Control Modelling, Identification and Validation of Nonlinear Systems Differential Geometric Control Theory for Mechanical Systems Nonlinear Output Feedback Control Pneumatics and Compression Systems Control of Quantum Phenomena II Stability of Hybrid Systems Performance Analysis in Communication Networks Adaptive Control of Nonlinear Systems LMI Methods in Design Robust Control of Time Delay Systems Subspace Identification Methods Nonlinear Stochastic Filtering and Estimation Bifurcations, Chaos and Control I New Progress in Synthesis of Nonlinear Systems I Implementation Issues of Sliding Mode Control Theory Control of Mixing in Shear Flows Novel Neural Network Control Techniques for Industrial Motion Control Systems Physiological Control Systems Optimal Control of Hybrid Systems Stochastic Models for Communication Networks Control and Stabilisation of Nonlinear Systems New Directions in Robust Control Linear Systems Theory Advanced Topics in Systems Theory Estimation in Action Bifurcations, Chaos and Control II New Progress in Synthesis of Nonlinear Systems II Numerical Design and Analysis Techniques for Nonlinear Systems Analysis and Control of Underactuated Systems Sliding Mode Control I Challenges in the Application of Control to Computer Systems Estimation and Diagnosis of Discrete Event Systems Communications and Games Optimal Control Stochastic Systems Model Reduction Methodologies Identification and Subspace Methods Applications of Nonlinear Adaptive Control Advances in Nonlinear Output Feedback Design The Behavioural Approach to Systems and Control Vision Based Estimation and Control: Recent Advances and Open Problems Agile Control of Military Operations Sliding Mode Control II Model-based Fault Diagnosis of Industrial Processes Discrete Event Systems / Petri Nets System Identification and Confidence Estimation New Approaches to H-Infinity Control I Probabilistic Approaches to Robust Control Time Delay System Stabilisation Identification Methods Controlled Stochastic Processes Output Feedback of Nonlinear Systems Topics in Nonlinear Stabilisation Mobile Robots: Tracking Control Robust Control of Nonlinear Systems Power Systems Stabilisation and Control Disk Drive Control Hybrid Control Applications Discrete Time Systems New Approaches to H-Infinity Control II Linear Systems with Saturating Actuators New Theories in Distributed Parameter Systems Applications of Estimation and Identification Stochastic Control and Tuning Methodologies Control of Nonlinear Systems Iterative Learning and Control Coordinating Robot Systems Nonlinear Time Varying Systems Novel Applications of Neural Networks Aerospace Applications Switched Systems Implicit and Descriptor Systems LQG Periodic Systems and Disturbances New Horizons for Distributed Parameter Systems State Estimation Learning and Neuro-Control Nonlinear Control and Stabilisation I Tracking Vision Servoing Controllability of Nonlinear Systems Control of Flexible Systems Electro-Mechanical Systems Robust Control Methods and Applications Fault Detection and Diagnosis Optimisation and Applications Robust Stability Analysis Numerical Methods in Control Filtering in Continuous Time Stochastic Systems Interplay between Control and Signal Processing Fault Detection and Analysis Nonlinear Dynamical Systems Nonlinear Time Delay Systems Computational Issues in Nonlinear Control Disturbance Rejection Process Control Industry Applications Linear Parameter Varying Systems Linear Control Systems Dynamic and Nonlinear Programming Model Reduction Applications New Techniques for Control and Systems: Numerical Linear Algebra Estimation and Identification using Hidden Markov Models Applications of Stochastic Control Topics in Linear Design Nonlinear Control and Stabilisation II Ambulatory Robot Systems Chaotic and Oscillatory Systems Biomedical System Control Integrated Control and CPU Scheduling Linear Design Techniques Adaptive Disturbance / Noise Compensation Nonlinear Model Predictive Control Sensitivity Design, Analysis and Limitations Analysis of Linear Systems Linear Matrix Inequalities in Design Lyapunov's 2nd Method Robotics: Tracking Control Lagrangian and Hamiltonian Theory Variable Structure Control Machine Vision Signal Processing Methods in Control Applied Nonlinear Control Author Index A B C D E F G H I J K L M N O P Q R S T U V W X Y Z	Optimal Control of Discrete-Time Nonlinear Stochastic Systems with General Criteria Authors: Edwin Engin Yaz, Yvonne Ilke Yaz, Volume: 1, Page 2873 Paper number 1015 Abstract: A general formulation is presented for finite horizon suboptimal control of a class of discrete-time, nonautonomous, uncertain, nonlinear stochastic systems. Full state information is assumed to be available in controller derivation and optimization is carried out for a variety of performance criteria within a common framework. These performance criteria include H-2, H-infinity, and various dissipative control objectives for such stochastic systems. It is shown that the results obtained in this paper include the previous ones in the literature as special cases. CD001015.PDF (Scanned) TOP Asymptotic Analysis of Stochastic Approximation Algorithms Under Violated Kushner-Clark Conditions with Applications Authors: Vladislav Tadić, Volume: 1, Page 2875 Paper number 1785 Abstract: Motivated by the problem of the asymptotic behavior of temporal-difference learning algorithms with non-linear function approximation, the local almost sure asymptotic properties of stochastic approximation algorithms are analyzed for violated Kushner-Clark conditions. First, the algorithms with additive noise are analyzed for the case where the noise is state-dependent. The obtained results are then applied to the analysis of the algorithms with non-additive noise. Using these general results, the analysis of temporal-difference learning algorithms is carried out for the case of a general non-linear function approximation and under the assumptions allowing the underlying Markov chain to be positive Harris. The general results are also illustrated by an example where the noise is non-additive, correlated and satisfies strong mixing conditions. CD001785.PDF (From Author) TOP A New Version of the Strong Law of Large Numbers For Dependent Vector Processes With Decreasing Correlation Authors: Alexander S. Poznyak, Volume: 1, Page 2881 Paper number 1009 Abstract: The new form of the strong law of large numbers for dependent vector sequences using the ''double averaged'' correlation function is presented. The suggested theorem generalizes well-known Cramer-Lidbetter's theorem and give more general conditions for fulfilling the strong law of large numbers within the class of vector random processes generated by a non stationary stable forming filters with an absolutely integrable impulse function. CD001009.PDF (From Author) TOP A Stochastic Jurdjevic-Quinn Theorem Authors: Patrick A. Florchinger, Volume: 1, Page 2883 Paper number 9018 Abstract: The purpose of this paper is to extend to affine in the control stochastic differential systems the well--known result of Jurdjevic- Quinn. This result incorporates a previous result in the stochastic context proved by Florchinger. CD009018.PDF (From Author) TOP String Stability of Stochastic Composite Systems Authors: Leslaw Socha, Volume: 1, Page 2885 Paper number 1590 Abstract: The sufficient conditions of exponential string stability for a few class of nonlinear composite stochastic systems are established. The excitations are assumed to be parametric white noises. In this case the objective is to anaalyze composite systems in their lower order subsystems and in term of their interconnecting structure. The cases of exponential string stability for weak coupling systems, vehicle-following systems and l_2 string stability for weak coupling systems are considered. CD001590.PDF (From Author) TOP Optimal Control of Backward Stochastic Differential Equations: The Linear-Quadratic Case Authors: Andrew E.B. Lim, Xun Yu Zhou, Volume: 1, Page 2890 Paper number 1812 Abstract: This paper is concerned with optimal control of linear backward stochastic differential equations (BSDEs) with a quadratic cost criteria, or backward linear--quadratic (BLQ) control. The solution of this problem is obtained completely and explicitly by using an approach which is based primarily on the completion-of-squares technique. Two alternative, though equivalent, expressions for the optimal control are obtained. The first of these involves a pair of Riccati type equations, an uncontrolled BSDE and an uncontrolled forward stochastic differential equation (SDE), while the second is in terms of a Hamiltonian system. A key step in our derivation is a proof of global solvability of the aforementioned Riccati equations. Although of independent interest, this issue has particular relevance to the BLQ problem since these Riccati equations play a central role in our solution. Last but not least, it is demonstrated that the optimal control obtained coincides with the solution of a certain forward linear--quadratic (LQ) problem. This, in turn, reveals the origin of the Riccati equations introduced. CD001812.PDF (From Author) CD001812.PDF (Scanned) TOP Observability Inequalities For Shallow Shells Authors: Peng-Fei Yao, Volume: 1, Page 2896 Paper number 20 Abstract: We consider some observability inequalities from boundary for a general shallow shell with a middle surface, any shape. At first, an estimate is established by the geometric multiplier method in the case that no boundary conditions are imposed under some checkable geometric conditions. Then our results yield continuous observability estimates for two kinds of boundary conditions which have physical meaning with an explicit observability time; hence, by duality, exact controllability results. CD000020.PDF (From Author) TOP