Optimal Control of Systems with Unknown Parameters Using Non-Recursive Linear Models

2005 ◽  
Author(s):  
M. Voicu ◽  
O. Pastravanu
2018 ◽  
Vol 33 ◽  
pp. 3-15 ◽  
Author(s):  
Katarzyna Filipiak ◽  
Daniel Klein ◽  
Erika Vojtková

The aim of this paper is to give the properties of two linear operators defined on non-square partitioned matrix: the partial trace operator and the block trace operator. The conditions for symmetry, nonnegativity, and positive-definiteness are given, as well as the relations between partial trace and block trace operators with standard trace, vectorizing and the Kronecker product operators. Both partial trace as well as block trace operators can be widely used in statistics, for example in the estimation of unknown parameters under the multi-level multivariate models or in the theory of experiments for the determination of an optimal designs under the linear models.


2021 ◽  
Vol 7 (10) ◽  
pp. 212
Author(s):  
Ahmed Karam Eldaly ◽  
Ming Fang ◽  
Angela Di Fulvio ◽  
Stephen McLaughlin ◽  
Mike E. Davies ◽  
...  

In this paper, we address the problem of activity estimation in passive gamma emission tomography (PGET) of spent nuclear fuel. Two different noise models are considered and compared, namely, the isotropic Gaussian and the Poisson noise models. The problem is formulated within a Bayesian framework as a linear inverse problem and prior distributions are assigned to the unknown model parameters. In particular, a Bernoulli-truncated Gaussian prior model is considered to promote sparse pin configurations. A Markov chain Monte Carlo (MCMC) method, based on a split and augmented Gibbs sampler, is then used to sample the posterior distribution of the unknown parameters. The proposed algorithm is first validated by simulations conducted using synthetic data, generated using the nominal models. We then consider more realistic data simulated using a bespoke simulator, whose forward model is non-linear and not available analytically. In that case, the linear models used are mis-specified and we analyse their robustness for activity estimation. The results demonstrate superior performance of the proposed approach in estimating the pin activities in different assembly patterns, in addition to being able to quantify their uncertainty measures, in comparison with existing methods.


1999 ◽  
Vol 3 (1) ◽  
pp. 21-39 ◽  
Author(s):  
Riccardo Biondini ◽  
Yan-Xia Lin ◽  
Sifa Mvoi

This paper is concerned with the application of an asymptotic quasi-likelihood practical procedure to estimate the unknown parameters in linear stochastic models of the form yt=ft(θ)+Mt(θ)(t=1,2,..,T) , where ft is a linear predictable process of θ and Mt is an error term such that E(Mt|Ft−1)=0 and E(Mt2|Ft−1)<∞ and F is a σ-field generated from{ys}s≤t . For this model, to estimate the parameter θ∈Θ, the ordinary least squares method is usually inappropriate (if there is only one observable path of {yt} and if E(Mt2|Ft−1) is not a constant) and the maximum likelihood method either does not exist or is mathematically intractable. If the finite dimensional distribution of Mt is unknown, to obtain a good estimate of θ an appropriate predictable process gt should be determined. In this paper, criteria for determining gt are introduced which, if satisfied, provide more accurate estimates of the parameters via the asymptotic quasi-likelihood method.


1982 ◽  
Vol 19 (03) ◽  
pp. 532-545 ◽  
Author(s):  
Michael Kolonko

The optimal control of dynamic models which are not completely known to the controller often requires some kind of estimation of the unknown parameters. We present conditions under which a minimum contrast estimator will be strongly consistent independently of the control used. This kind of estimator is appropriate for the adaptive or ‘estimation and control' approach in dynamic programming under uncertainty. We consider a countable-state Markov renewal model and we impose bounding and recurrence conditions of the so-called Liapunov type.


Sign in / Sign up

Export Citation Format

Share Document