LEARNING COMPLEXITY DIMENSIONS FOR A CONTINUOUS-TIME CONTROL SYSTEM (2008)
Pirkko Kuusela, Daniel Ocone, D. Sontag
Abstract. This paper takes a computational learning theory approach to a problem of linear systems identification. It is assumed that inputs are generated randomly from a known class consisting of...
LEARNING COMPLEXITY DIMENSIONS FOR A CONTINUOUS-TIME CONTROL SYSTEM ∗ (2008)
Pirkko Kuusela, Daniel Ocone, D. Sontag
Abstract. This paper takes a computational learning theory approach to a problem of linear systems identification. It is assumed that inputs are generated randomly from a known class consisting of...
Finite Dimensional Nonlinear Estimation in Continuous and Discrete Time. (2002)
Marcus,Steven I., Mitter,Sanjoy K., Ocone,Daniel
It has been shown that, for certain classes of nonlinear stochastic systems in both continuous and discrete time, the optimal conditional mean estimator of the system state given the past...
A leavable bounded-velocity stochastic control problem (2002)
Ioannis Karatzas, Daniel Ocone
This paper studies bounded-velocity control of a Brownian motion when discretionary stopping, or `leaving', is allowed. The goal is to choose a control law and a stopping time in order to...
Learning Complexity Dimensions for a Continuous-Time Control System (2000)
Kuusela, Pirkko, Ocone, Daniel, Sontag, Eduardo D.
This paper takes a computational learning theory approach to a problem of linear systems identification. It is assumed that input signals have only a finite number k of frequency components, and...
Topics in nonlinear filtering theory (1980)
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1980.
Topics in nonlinear filtering theory /--by Daniel Ocone. (1980)
Supervised by Sanjoy K. Mitter.
Topics in nonlinear filtering theory /--by Daniel Ocone. (1980)
Thesis (Ph. D.)--M.I.T. Dept. of Mathematics, 1980.
Topics in nonlinear filtering theory (1980)
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1980.