Stochastic control for linear discrete-time distributed-lag models

Optimal Finite-time Control of Positive Linear Discrete-time Systems

This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...

Distributed lag non-linear models

Environmental stressors often show effects that are delayed in time, requiring the use of statistical models that are flexible enough to describe the additional time dimension of the exposure-response relationship. Here we develop the family of distributed lag non-linear models (DLNM), a modelling framework that can simultaneously represent non-linear exposure-response dependencies and delayed ...

Stochastic Mixed LQR/H∞ Control for Linear Discrete-Time Systems

Distributed lag linear and non-linear models for time series data

Deinterleaving pulse trains using discrete-time stochastic dynamic-linear models

Pulse trains from a number of different sources are often received on the one communication channel. It is then of interest to identify which pulses are from which source, based on different source characteristics. This sorting task is termed deinterleaving. In this paper we next propose time-domain techniques for deinterleaving pulse trains from a finite number of periodic sources based on the...