Pathwise stochastic control with applications to robust filtering [PDF]
The Annals of Applied Probability, 2019 We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations.
Andrew L. Allan, Samuel N. Cohen
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The law of large numbers for quantum stochastic filtering and control of many-particle systems [PDF]
Theoretical and mathematical physics, 2020 There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual behavior of particles in a large ensemble of identical interacting ...
V. Kolokoltsov
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Theory of Control Stochastic Systems with Unsolved Derivatives
Automation and Control [Working Title], 2021 Various types of stochastic differential systems with unsolved derivatives (SDS USD) arise in problems of analytical modeling and estimation (filtering, extrapolation, etc.) for control stochastic systems, when it is possible to neglect higher-order time
Igor N. Sinitsyn
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Robust filtering for a class of stochastic uncertain nonlinear time-delay systems via exponential state estimation [PDF]
, 2001 Copyright [2001] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Burnham, KJ, Wang, Z
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Bellman equations for optimal feedback control of qubit states [PDF]
, 2004 Using results from quantum filtering theory and methods from classical control theory, we derive an optimal control strategy for an open two-level system (a qubit in interaction with the electromagnetic field) controlled by a laser.
Accardi L +18 more
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Feedback control of quantum state reduction [PDF]
, 2004 Feedback control of quantum mechanical systems must take into account the probabilistic nature of quantum measurement. We formulate quantum feedback control as a problem of stochastic nonlinear control by considering separately a quantum filtering ...
Mabuchi, Hideo +2 more
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Analysis and Design of Singular Markovian Jump Systems [PDF]
, 2014 This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed.
Wang, Guoliang +2 more
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Robust H∞ filtering for a class of nonlinear networked systems with multiple stochastic communication delays and packet dropouts [PDF]
, 2010 Copyright [2010] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Dong, H, Gao, H, Wang, Z
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Robust variance-constrained filtering for a class of nonlinear stochastic systems with missing measurements [PDF]
, 2010 The official published version of the article can be found at the link below.This paper is concerned with the robust filtering problem for a class of nonlinear stochastic systems with missing measurements and parameter uncertainties.
Bo, S, Guo, Z, Hu, J, Ma, L, Wang, Z
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Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements [PDF]
, 2012 Copyright @ 2012 ElsevierIn this paper, the extended Kalman filtering problem is investigated for a class of nonlinear systems with multiple missing measurements over a finite horizon.
Basin +38 more
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