868 resultados para Markovian jump linear systems (MJLS)


Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper we use some classical ideas from linear systems theory to analyse convolutional codes. In particular, we exploit input-state-output representations of periodic linear systems to study periodically time-varying convolutional codes. In this preliminary work we focus on the column distance of these codes and derive explicit necessary and sufficient conditions for an (n, 2, 1) periodically time-varying convolutional code to have Maximum Distance Profile (MDP).

Relevância:

100.00% 100.00%

Publicador:

Resumo:

International audience

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.

Relevância:

50.00% 50.00%

Publicador:

Resumo:

Quantum feedback can stabilize a two-level atom against decoherence (spontaneous emission), putting it into an arbitrary (specified) pure state. This requires perfect homodyne detection of the atomic emission, and instantaneous feedback. Inefficient detection was considered previously by two of us. Here we allow for a non-zero delay time tau in the feedback circuit. Because a two-level atom is a non-linear optical system, an analytical solution is not possible. However, quantum trajectories allow a simple numerical simulation of the resulting non-Markovian process. We find the effect of the time delay to be qualitatively similar to chat of inefficient detection. The solution of the non-Markovian quantum trajectory will not remain fixed, so that the time-averaged state will be mixed, not pure. In the case where one tries to stabilize the atom in the excited state, an approximate analytical solution to the quantum trajectory is possible. The result, that the purity (P = 2Tr[rho (2)] - 1) of the average state is given by P = 1 - 4y tau (where gamma is the spontaneous emission rate) is found to agree very well with the numerical results. (C) 2001 Elsevier Science B.V. All rights reserved.

Relevância:

50.00% 50.00%

Publicador:

Resumo:

A semiclassical approximation for an evolving density operator, driven by a `closed` Hamiltonian operator and `open` Markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the Wigner function. It reduces to an exact solution of the Lindblad master equation if the Hamiltonian operator is a quadratic function and the Lindblad operators are linear functions of positions and momenta. Initially, the semiclassical formulae for the case of Hermitian Lindblad operators are reinterpreted in terms of a (real) double phase space, generated by an appropriate classical double Hamiltonian. An extra `open` term is added to the double Hamiltonian by the non-Hermitian part of the Lindblad operators in the general case of dissipative Markovian evolution. The particular case of generic Hamiltonian operators, but linear dissipative Lindblad operators, is studied in more detail. A Liouville-type equivariance still holds for the corresponding classical evolution in double phase space, but the centre subspace, which supports the Wigner function, is compressed, along with expansion of its conjugate subspace, which supports the chord function. Decoherence narrows the relevant region of double phase space to the neighbourhood of a caustic for both the Wigner function and the chord function. This difficulty is avoided by a propagator in a mixed representation, so that a further `small-chord` approximation leads to a simple generalization of the quadratic theory for evolving Wigner functions.

Relevância:

50.00% 50.00%

Publicador:

Resumo:

For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case: Given a fixed interaction between the system and the environment what is the optimal measurement on the environment for a particular control problem? We show that for a broad class of optimal (state- based) control problems ( the stationary linear-quadratic-Gaussian class), this question is a semidefinite program. Moreover, the answer also applies to Markovian (current-based) feedback.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

A question is examined as to estimates of the norms of perturbations of a linear stable dynamic system, under which the perturbed system remains stable in a situation R:here a perturbation has a fixed structure.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

In this manuscript we tackle the problem of semidistributed user selection with distributed linear precoding for sum rate maximization in multiuser multicell systems. A set of adjacent base stations (BS) form a cluster in order to perform coordinated transmission to cell-edge users, and coordination is carried out through a central processing unit (CU). However, the message exchange between BSs and the CU is limited to scheduling control signaling and no user data or channel state information (CSI) exchange is allowed. In the considered multicell coordinated approach, each BS has its own set of cell-edge users and transmits only to one intended user while interference to non-intended users at other BSs is suppressed by signal steering (precoding). We use two distributed linear precoding schemes, Distributed Zero Forcing (DZF) and Distributed Virtual Signalto-Interference-plus-Noise Ratio (DVSINR). Considering multiple users per cell and the backhaul limitations, the BSs rely on local CSI to solve the user selection problem. First we investigate how the signal-to-noise-ratio (SNR) regime and the number of antennas at the BSs impact the effective channel gain (the magnitude of the channels after precoding) and its relationship with multiuser diversity. Considering that user selection must be based on the type of implemented precoding, we develop metrics of compatibility (estimations of the effective channel gains) that can be computed from local CSI at each BS and reported to the CU for scheduling decisions. Based on such metrics, we design user selection algorithms that can find a set of users that potentially maximizes the sum rate. Numerical results show the effectiveness of the proposed metrics and algorithms for different configurations of users and antennas at the base stations.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

Dissertação de mestrado integrado em Engenharia Biomédica

Relevância:

40.00% 40.00%

Publicador:

Resumo:

We extend Floquet theory for reducing nonlinear periodic difference systems to autonomous ones (actually linear) by using normal form theory.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

The problem of finding a feasible solution to a linear inequality system arises in numerous contexts. In [12] an algorithm, called extended relaxation method, that solves the feasibility problem, has been proposed by the authors. Convergence of the algorithm has been proven. In this paper, we onsider a class of extended relaxation methods depending on a parameter and prove their convergence. Numerical experiments have been provided, as well.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

This paper shows the impact of the atomic capabilities concept to include control-oriented knowledge of linear control systems in the decisions making structure of physical agents. These agents operate in a real environment managing physical objects (e.g. their physical bodies) in coordinated tasks. This approach is presented using an introspective reasoning approach and control theory based on the specific tasks of passing a ball and executing the offside manoeuvre between physical agents in the robotic soccer testbed. Experimental results and conclusions are presented, emphasising the advantages of our approach that improve the multi-agent performance in cooperative systems