A condition based preventive and corrective maintenance policy is proposed for a continuously operating system. The condition of the system is assumed to deteriorate with time. The model incorporates both deterioration as well as random common cause failures. The deterioration stages are modeled as discrete state processes. The system is put to random inspection to know the condition. The mean ...

We apply recursive methods to obtain a finite dimensional and recursive representation of an equilibrium of one of Townsend’s models of ‘forecasting the forecasts of others’. The equilibrium has the property that decision makers make common forecasts of the hidden state variable whose presence motivates them to pay attention to prices in other markets. Thus, the model has too few sources of ran...

-We develop a method of performing pattern recognition (discrimination and classification) using a recursive technique derived from mixture models, kernel estimation and stochastic approximation. Unsupervised learning Density estimation Kernel estimator Mixture model Stochastic approximation Recursive estimation

A recursive in time Wiener chaos representation of the optimal nonlinear filter is derived for a time homogeneous diffusion model with uncorrelated noises. The existing representations are either not recursive or require a prior computation of the unnormalized filtering density, which is time consuming. An algorithm is developed for computing a recursive approximation of the filter, and the err...

In this paper, a novel technique is introduced for the design of recursive digital filters in the state space form. The Roesser’s state space model has been used for the spatial domain representation of the 2-D causal recursive digital filters. This model divides the local state into a horizontal and a vertical state which are propagated in horizontal and vertical directions respectively. The d...

We define and study an automata model of concurrent recursive programs. An automaton consists of a finite number of pushdown systems running in parallel and communicating via shared actions. Actually, we combine multi-stack visibly pushdown automata and Zielonka’s asynchronous automata towards a model with an undecidable emptiness problem. However, a reasonable restriction allows us to lift Zie...

Abstract: This paper focuses on the recursive identification problems for a multivariate output-error system. By decomposing the system into several subsystems and by forming a coupled relationship between the parameter estimation vectors of the subsystems, two coupled auxiliary model based recursive least squares (RLS) algorithms are presented. Moreover, in contrast to the auxiliary model base...

An algorithm for recursive Frisch scheme system identification of linear single-input single-output errors-in-variables systems is developed. For the update of the estimated model parameters, a recursive bias-compensating least squares algorithm, which is based on the wellknown recursive least squares technique, is considered. The estimate of the output measurement noise variance is determined ...

The SL synchronous programming model is a relaxation of the Esterel synchronous model where the reaction to the absence of a signal within an instant can only happen at the next instant. In previous work, we have revisited the SL synchronous programming model. In particular, we have discussed an alternative design of the model including thread spawning and recursive definitions, introduced a CP...