Cart (Loading....) | Create Account
Close category search window
 

A Linear Programming Approach to Parameter Fitting for the Master Equation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Martins, N.C. ; Electr. & Comput. Eng. Dept., Univ. of Maryland, College Park, MD, USA ; Goncalves, J.M.

This technical note proposes a new framework for the design of continuous time, finite state space Markov processes. In particular, we propose a paradigm for selecting an optimal matrix within a pre-specified pencil of transition rate matrices. Given any transition rate matrix specifying the time-evolution of the Markov process, we propose a class of figures of merit that upper-bounds the long-term evolution of any statistical moment. We show that optimization with respect to the aforementioned class of cost functions is tractable via dualization and linear programming methods. In addition, we suggest how this approach can be used as a tool for the sub-optimal design of the master equation, with performance guarantees. Our results are applied to illustrative examples.

Published in:

Automatic Control, IEEE Transactions on  (Volume:54 ,  Issue: 10 )

Date of Publication:

Oct. 2009

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.