8 research outputs found
On the inherent intractability of certain coding problems
The fact that the general decoding problem for linear codes and the general problem of finding the weights of a linear code are both NP-complete is shown. This strongly suggests, but does not rigorously imply, that no algorithm for either of these problems which runs in polynomial time exists
Active Classification for POMDPs: a Kalman-like State Estimator
The problem of state tracking with active observation control is considered
for a system modeled by a discrete-time, finite-state Markov chain observed
through conditionally Gaussian measurement vectors. The measurement model
statistics are shaped by the underlying state and an exogenous control input,
which influence the observations' quality. Exploiting an innovations approach,
an approximate minimum mean-squared error (MMSE) filter is derived to estimate
the Markov chain system state. To optimize the control strategy, the associated
mean-squared error is used as an optimization criterion in a partially
observable Markov decision process formulation. A stochastic dynamic
programming algorithm is proposed to solve for the optimal solution. To enhance
the quality of system state estimates, approximate MMSE smoothing estimators
are also derived. Finally, the performance of the proposed framework is
illustrated on the problem of physical activity detection in wireless body
sensing networks. The power of the proposed framework lies within its ability
to accommodate a broad spectrum of active classification applications including
sensor management for object classification and tracking, estimation of sparse
signals and radar scheduling.Comment: 38 pages, 6 figure
Optimal control of noisy finite-state Markov processes
Bibliography: leaf 32.Dept. of Defense Contract Nr N00014-75-C-1183 and NSF Grant ENG75-14103.Adrian Segall
Finite dimensional nonlinear estimation in continuous and discrete time
Bibliography: p. 19-20.Caption title. "October 2, 1978."Supported in part by the DoD Joint Services Electronics Program through the Air Force Office of Scientific Research (AFSC) Contract F49620-77-C-0101 Air Force Office of Scientific Research Contract AFOSR 77-3281 National Science Foundation Grant ENG 76-11106Steven I. Marcus, Sanjoy K. Mitter, Daniel Ocone
Whiteness and its transformations
The recent use of higher order statistics in signal processing allows us to
extend the concept of' whiteness so far limited to the second order . This
extension leads to define new kinds of white noises whose relationships are
investigated. So, we might ask whether it is possible, using linear or non
linear operations, to whiten a random process to an order higher than the
second or at least to preserve its whiteness . Particularly we show that it is impossible to whiten with a linfeilatre,r, to an order higher thon the second
and that the preservation of whiteness dépends on the gaussian property.L'usage récent des statistiques d'ordre supérieur en traitement du signal
permet d'étendre le concept de blancheur, jusqu'alors limité à l'ordre
deux . Cette extension conduit à définir de nouveaux types de bruits
blancs dont les liens sont examinés en détail . On peut alors se demander
si, au moyen d'opérations linéaires ou non linéaires, il est possible de
blanchir à un ordre supérieur à deux un signal aléatoire ou tout au moins
d'en conserver la blancheur . En particulier, on montre qu'il est impossible par filtrage linéaire de blanchir à un ordre supérieur à deux et que la
conservation de la blancheur est liée au caractère gaussien
Construction and applications of discrete-time smoothing error models
Cover title.Includes bibliographical references.Supported in part by the National Science Foundation. ECS-8312921 ECS-8700903 Supported in part by the Army Research Office. DAAL03-86-K-0171 Supported in part by Institut National de Recherche en Informatique et en Automatique.Martin G. Bello, Alan S. Willsky, Bernard C. Levy
Estimation and control of non-linear and hybrid systems with applications to air-to-air guidance
Issued as Progress report, and Final report, Project no. E-21-67