scholarly journals Simulation of an Optimal Regulator for A Partially Observed Markov Chain

1986 ◽  
Vol 19 (5) ◽  
pp. 419-424
Author(s):  
R.E. Mortensen
2005 ◽  
Vol 42 (4) ◽  
pp. 1053-1068 ◽  
Author(s):  
Anastasia Papavasiliou

Particle filters are Monte Carlo methods that aim to approximate the optimal filter of a partially observed Markov chain. In this paper, we study the case in which the transition kernel of the Markov chain depends on unknown parameters: we construct a particle filter for the simultaneous estimation of the parameter and the partially observed Markov chain (adaptive estimation) and we prove the convergence of this filter to the correct optimal filter, as time and the number of particles go to infinity. The filter presented here generalizes Del Moral's Monte Carlo particle filter.


1993 ◽  
Vol 38 (6) ◽  
pp. 987-993 ◽  
Author(s):  
E. Fernandez-Gaucherand ◽  
A. Arapostathis ◽  
S.I. Marcus

2007 ◽  
Vol 56 (3) ◽  
pp. 303-311 ◽  
Author(s):  
R. J. Elliott ◽  
W. P. Malcolm ◽  
J. P. Moore

2016 ◽  
Vol 2016 ◽  
pp. 1-13 ◽  
Author(s):  
Meng Zhou ◽  
Xin Li ◽  
Lejian Liao

The prevalence of global positioning system (GPS) equipped in vehicular networks exposes users’ location information to the location-based services. We argue that such data contains rich informative cues on drivers’ private behaviors and preferences, which will lead to the location privacy attacks. In this paper, we proposed a sophisticated prediction model to predict driver’s next location by using ak-order Markov chain-based third-rank tensor representing the partially observed transfer information of vehicles. Then Bayesian Personalized Ranking (BPR) is used to learn the unobserved transitions within the tensor for transition predication. Experimental results manifest the efficacy of the proposed model in terms of location predication accuracy, compared with several state-of-the-art predication methods. We also point out that the precision achieved by such advanced predication model is restricted to the order of the Markov chaink. Accordingly, we propose a schema to decrease the risks of such attacks by preventing the conformation of higher order Markov chain. Experimental results obtained based on the real-world vehicular network data demonstrated the effectiveness of our proposed schema.


2005 ◽  
Vol 42 (04) ◽  
pp. 1053-1068 ◽  
Author(s):  
Anastasia Papavasiliou

Particle filters are Monte Carlo methods that aim to approximate the optimal filter of a partially observed Markov chain. In this paper, we study the case in which the transition kernel of the Markov chain depends on unknown parameters: we construct a particle filter for the simultaneous estimation of the parameter and the partially observed Markov chain (adaptive estimation) and we prove the convergence of this filter to the correct optimal filter, as time and the number of particles go to infinity. The filter presented here generalizes Del Moral's Monte Carlo particle filter.


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