Learn More
MRE numerical algorithm and its steady-state solution under particular conditions. A full explanation of this trend is difficult, because of the complexity of the data association process built in the MSPDA algorithm , but one explanation would be that processing the best sensor last improves tracking performance of the sensor system as a whole. Analyses(More)
We have studied the problem of static competitive routing to parallel queues with polynomial link holding costs. We have established the uniqueness of the NE for a general topology with the BPR cost [22] and have obtained a simple relationship with the globally optimal solution. We have further obtained some explicit results for the special case of affine(More)
In this paper an approximation scheme is developed for the solution of the linear quadratic Gaussian (LQG) control on a finite time interval for hereditary systems with multiple noncommensurate delays and distributed delay. The solution here proposed is achieved by means of two approximating subspaces: the first one to approximate the Riccati equation for(More)
The problem of state reconstruction from input and output measurements for nonlinear time delay systems is studied in this paper and a state observer is proposed that is easy to implement and, under suitable assumptions on the system and on the input function, gives exponential observation error decay. The proposed observer is itself a delay system and can(More)
— This paper presents some results on the local exponential convergence of the Polynomial Extended Kalman Filter (PEKF, see [14]) used as a state observer for deterministic nonlinear discrete-time systems (Polynomial Extended Kalman Observer, PEKO). A new compact formalism is introduced for the representation of the so called Carleman linearization of(More)
—This note investigates the problem of state estimation for bi-linear stochastic multivariable differential systems in presence of an additional disturbance, whose statistics are completely unknown. A linear filter is proposed, based on a suitable decomposition of the state of the bilinear system into two components. The first one is a computable function(More)
This paper considers the problem of output control of nonlinear delay systems by means of state delayed feedback. In previous papers, through the use of a suitable formalism, standard output control problems, such as output regulation, trajectory tracking, disturbance decoupling and model matching, have been solved for a class of nonlinear delay systems.(More)
—This paper deals with the state estimation problem for stochastic nonlinear differential systems, driven by standard Wiener processes, and presents a filter that is a generalization of the classical Extended Kalman-Bucy filter (EKBF). While the EKBF is designed on the basis of a first order approximation of the system around the current estimate, the(More)