The detection of markovian sequences of signals technical report no. 23
Detection of pure tone embedded in noise - Markov chains of signals
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Detection of pure tone embedded in noise - Markov chains of signals
Markov chain stimulus sequence role effect upon signal detection in psychophysiological forced choice task
Gyroscopic drift and Markov process research in inertial guidance system components study
Information-theoretic concepts in theory of random graphs - entropy functions for probability distributions and Markov chains
Cost function characterizations of dynamical control systems - Markov transition cost functions
Optimal control and stability for stochastic systems, viewing linear diffusion models based upon Gaussian-Markov process as finite dimensional linear system driven by white noise
Markov parametric algorithm for effective construction of minimal realizations of linear state-variable finite-dimensional dynamical systems from input-output data
Continuous nonlinear recursive filtering based on Markov processes and state-variable concepts for application to optimum analog demodulation
Stochastic control of diffusion processes, optimal linear filtering and prediction, and optimization of control for Markov chains
Adaptative predictor studies based on Tiros cloud picture video data, and relative merits of linear and Markov prediction data compression techniques
Continuous nonlinear recursive filtering theory applied to optimum analog demodulation, using Markov processes and state variable concepts
Algorithm for minimal realization of linear finite-dimensional dynamical system displayed by Markov parameters
Stochastic Liapunov function existence demonstrated for continuous strong Markov process with certain stochastic stability properties
Design of optimal waveforms for optimal estimation or prediction of state of linear dynamical system in presence of Markov and white noise
Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.
A special class of quantum recurrent nets simulating Markov chains with absorbing states is introduced. The absorbing states are exploited for pattern recognition: each class of patterns, each combination of patterns acquires its own meaning.
We present an application of hidden Markov models (HMMs) to analysis of geodetic time series in Southern California. Our model fitting method uses a regularized version of the deterministic annealing expectation-maximization algorithm to ensure that model solutions are both robust and of high quality.
As more and more nonlinear estimation techniques become available, our interest is in finding out what performance improvement, if any, they can provide for practical nonlinear problems that have been traditionally solved using linear methods. In this paper we examine the problem of estimating spacecraft position using conical scan (conscan) for NASA's Deep Space Network antennas. We show that for additive disturbances on antenna power measurement, the problem can be transformed into a linear one, and we present a general solution to this problem, with the least square solution reported in literature as a special case. We also show that for additive disturbances on antenna position, the problem is a truly nonlinear one, and we present two approximate solutions based on linearization and Unscented Transformation respectively, and one 'exact' solution based on Markov Chain Monte Carlo (MCMC) method. Simulations show that, with the amount of data collected in practice, linear methods perform almost the same as MCMC methods. It is only when we artificially reduce the amount of collected data and increase the level of noise that nonlinear methods show significantly better accuracy than that achieved by linear methods, at the expense of more computation.