A feasible design of active detector and input signal generator

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F09%3A43898271" target="_blank" >RIV/49777513:23520/09:43898271 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.3182/20090630-4-ES-2003.00096" target="_blank" >http://dx.doi.org/10.3182/20090630-4-ES-2003.00096</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3182/20090630-4-ES-2003.00096" target="_blank" >10.3182/20090630-4-ES-2003.00096</a>

Result language

angličtina

Original language name

A feasible design of active detector and input signal generator

Original language description

The paper deals with the design of active detector and input signal generator for stochastic discrete-time systems. The active detection problem is formulated for the jump Markov linear Gaussian model. Since the optimal solution is intractable, some simplifications and approximations are considered. Firstly, the problem of discrimination between several models and its optimal solution are obtained as a special case of the active detection problem for jump Markov linear Gaussian model. Then, two different approximations of the optimal solution are carried out to obtain feasible design techniques of the active detector and input signal generator. The first approximation is based on interchanging the minimization and expectation operators. It is shown that this approximation leads to a known approach that uses the Bayesian risk as design criterion. The second approximation is based on l-step lookahead policy and rollout algorithm. Both feasible design techniques are compared in the numeri

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

IFAC-PapersOnline

ISSN

1474-6670

e-ISSN

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Volume of the periodical

2009

Issue of the periodical within the volume

1

Country of publishing house

ES - SPAIN

Number of pages

6

Pages from-to

1-6

UT code for WoS article

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EID of the result in the Scopus database

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