TY - GEN
T1 - Belief propagation in feedback systems
T2 - 2008 American Control Conference, ACC
AU - Yu, Sun
AU - Mehta, Prashant G.
AU - Meyn, Sean
PY - 2008
Y1 - 2008
N2 - This paper is concerned with uncertainty based characterizations of fundamental performance limitations (Bode formula) and input-output properties (observability) in feedback systems. A hidden Markov model (HMM) formulation is introduced, based on which a belief process (conditional pdf) is defined. The belief process expresses uncertainty in the state conditioned on history of noisy observations. Both the Bode formula and observability are related to the asymptotic dynamics of the belief process. These results are described for the case of Gaussian linear systems and for open-loop nonlinear systems with negative Lyapunov exponents.
AB - This paper is concerned with uncertainty based characterizations of fundamental performance limitations (Bode formula) and input-output properties (observability) in feedback systems. A hidden Markov model (HMM) formulation is introduced, based on which a belief process (conditional pdf) is defined. The belief process expresses uncertainty in the state conditioned on history of noisy observations. Both the Bode formula and observability are related to the asymptotic dynamics of the belief process. These results are described for the case of Gaussian linear systems and for open-loop nonlinear systems with negative Lyapunov exponents.
UR - http://www.scopus.com/inward/record.url?scp=52449103916&partnerID=8YFLogxK
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U2 - 10.1109/ACC.2008.4586667
DO - 10.1109/ACC.2008.4586667
M3 - Conference contribution
AN - SCOPUS:52449103916
SN - 9781424420797
T3 - Proceedings of the American Control Conference
SP - 1268
EP - 1273
BT - 2008 American Control Conference, ACC
Y2 - 11 June 2008 through 13 June 2008
ER -