A feasible design of active detector and input signal generator

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

A feasible design of active detector and input signal generator

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

A feasible design of active detector and input signal generator

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BC - Teorie a systémy řízení

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

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

Rok uplatnění

2009

Kód důvěrnosti údajů

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

Název periodika

IFAC-PapersOnline

ISSN

1474-6670

e-ISSN

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Svazek periodika

2009

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

ES - Španělské království

Počet stran výsledku

6

Strana od-do

1-6

Kód UT WoS článku

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EID výsledku v databázi Scopus

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