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  • The paper deals with the design of active detector and input signal generator for stochastic discrete-time systems. The active detection problem is formulated for the jump Markov linear Gaussian model. Since the optimal solution is intractable, some simplifications and approximations are considered. Firstly, the problem of discrimination between several models and its optimal solution are obtained as a special case of the active detection problem for jump Markov linear Gaussian model. Then, two different approximations of the optimal solution are carried out to obtain feasible design techniques of the active detector and input signal generator. The first approximation is based on interchanging the minimization and expectation operators. It is shown that this approximation leads to a known approach that uses the Bayesian risk as design criterion. The second approximation is based on l-step lookahead policy and rollout algorithm. Both feasible design techniques are compared in the numerical example.
  • The paper deals with the design of active detector and input signal generator for stochastic discrete-time systems. The active detection problem is formulated for the jump Markov linear Gaussian model. Since the optimal solution is intractable, some simplifications and approximations are considered. Firstly, the problem of discrimination between several models and its optimal solution are obtained as a special case of the active detection problem for jump Markov linear Gaussian model. Then, two different approximations of the optimal solution are carried out to obtain feasible design techniques of the active detector and input signal generator. The first approximation is based on interchanging the minimization and expectation operators. It is shown that this approximation leads to a known approach that uses the Bayesian risk as design criterion. The second approximation is based on l-step lookahead policy and rollout algorithm. Both feasible design techniques are compared in the numerical example. (en)
Title
  • A feasible design of active detector and input signal generator
  • A feasible design of active detector and input signal generator (en)
skos:prefLabel
  • A feasible design of active detector and input signal generator
  • A feasible design of active detector and input signal generator (en)
skos:notation
  • RIV/49777513:23520/09:43898271!RIV12-GA0-23520___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572), P(GA102/08/0442)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 301260
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/09:43898271
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • active detector, signal generator (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • ES - Španělské království
http://linked.open...ontrolniKodProRIV
  • [4A2FC6EDD624]
http://linked.open...i/riv/nazevZdroje
  • IFAC-PapersOnline
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 2009
http://linked.open...iv/tvurceVysledku
  • Punčochář, Ivo
  • Šimandl, Miroslav
issn
  • 1474-6670
number of pages
http://bibframe.org/vocab/doi
  • 10.3182/20090630-4-ES-2003.00096
http://localhost/t...ganizacniJednotka
  • 23520
is http://linked.open...avai/riv/vysledek of
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