Search results for "Markov process"
showing 10 items of 147 documents
Stationary and Initial-Terminal Value Problem for Collective Decision Making via Mean-Field Games
2017
Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, following some optimality criteria. The optimal transition rates are based on the players' knowledge of their current state and of the distribution of all the other players, thus introducing mean-field terms in the running and the terminal cost. The first contribution is a mean-field model that takes into account the macroscopic and the microscopic dynamics. The second contribution is the study of the mean-field equilibrium resulting from solving the initial-terminal value problem, involving the Kolmogorov equat…
Stability analysis and controller design for a class of T-S fuzzy Markov jump system with uncertain expectation of packet dropouts
2013
This paper is concerned with an H∞ control for a class of Takagi-Sugeno (T-S) fuzzy Markov jump system under unreliable communication links. It is assumed that the transition probabilities determining the dynamical behavior of the underlying system are partially unknown and the communication links between the plant and the controller are imperfect (the packet dropouts occur intermittently). In this paper, a more practical scenario is considered in the setting, i.e., the expectation of packet losses represented as a description of Bernoulli-distributed stochastic process is uncertain. Attention is focused on the design of H∞ controllers such that the closed-loop system is stochastically stab…
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
2013
This paper tests for nonlinear effects of asset prices on the US fiscal policy. By modeling government spending and taxes as time-varying transition probability Markovian processes (TVPMS), we find that taxes significantly adjust in a nonlinear fashion to asset prices. In particular, taxes respond to housing and (to a smaller extent) to stock price changes during normal times. However, at periods characterized by high financial volatility, government taxation only counteracts stock market developments (and not the dynamics of the housing sector). As for government spending, it is neutral vis-a-vis the asset market cycles. We conclude that, correcting the fiscal balance and, notably, the rev…
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
2015
"Available online 1 August 2014"
New approach to delay-dependent H∞ control for continuous-time Markovian jump systems with time-varying delay and deficient transition descriptions
2015
Abstract This paper proposes an input–output (IO) approach to the delay-dependent stability analysis and H ∞ controller synthesis for a class of continuous-time Markovian jump linear systems (MJLSs). The concerned systems are with a time-varying delay in the state and deficient mode information in the Markov stochastic process, which simultaneously involves the exactly known, partially unknown and uncertain transition rates. It is first shown that the original system with time-varying delay can be reformulated by a new IO model through a process of two-term approximation and the stability problem of the original system can be transformed into the scaled small gain (SSG) problem of the IO mo…
A Single radio based channel datarate-aware parallel rendezvous MAC protocol for cognitive radio networks
2009
Channel hopping based parallel rendezvous multichannel MAC protocols have several advantages since they do not need a control channel, require only one transceiver, and produce higher system capacity. However, channel hopping sequences in existing parallel rendezvous MAC protocols have been designed as irrelevant to channel datarates, leading to under-utilization of channel resources in multi-rate multi-channel networks. Considering that datarates among channels may be different, we propose a dynamic parallel rendezvous multichannel MAC protocol for synchronized cognitive radio networks in which the secondary users adjust their own distinct hopping sequences according to the datarates of th…
Frame Based Equipment Medium Access in LTE-U: Mechanism Enhancements and DTMC Modeling
2017
To address the challenge of ever-growing data rate demand and benefit from the popularity of WiFi capability in mobile phones, 3GPP is studying techniques which enable the coexistence of WiFi and LTE in the unlicensed band, known as LTEU. Two flavors of the listen before talk (LBT) principle, referred to as load based equipment (LBE) and frame based equipment (FBE), are recommended by 3GPP. In this paper, we investigate two enhanced FBE mechanisms, i.e., 1) enhanced FBE (E-FBE); and 2) backoff and idle time reduction FBE (BITR-FBE) for the purpose of improving FBE. After presenting the idea of E-FBE, we propose BITR-FBE which can further improve throughput, shorten delay and reduce energy c…
Collision Avoidance in Wake-Up Radio Enabled WSNs: Protocol and Performance Evaluation
2018
In wake-up radio (WuR) enabled wireless sensor networks (WSNs), the envisaged application scenarios are primarily targeted at low traffic load conditions. When applying WuR to medium or heavy traffic load scenarios, however, collisions among wake-up calls (WuCs) may happen, resulting in a lower packet delivery ratio (PDR). In this paper, we propose a media access control protocol for WuR- enabled WSN that is capable of avoiding WuC collisions by activating a contention-based collision avoidance mechanism for WuC transmissions. The performance of the proposed protocol is evaluated by a Markov chain based mathematical model and is compared with a WuR protocol that performs only clear channel as…
A new design of H ∞ filtering for continuous-time Markovian jump systems with time-varying delay and partially accessible mode information
2013
In this paper, the delay-dependent H"~ filtering problem for a class of continuous-time Markovian jump linear systems with time-varying delay and partially accessible mode information is investigated by an indirect approach. The generality lies in that the systems under consideration are subject to a Markov stochastic process with exactly known and partially unknown transition rates. By utilizing the model transformation idea, an input-output approach is employed to transform the time-delayed filtering error system into a feedback interconnection formulation. Invoking the results from the scaled small gain theorem, an improved version of bounded real lemma is obtained based on a Markovian L…
Regularity of Spike Trains and Harmony Perception in a Model of the Auditory System
2011
Spike train regularity of the noisy neural auditory system model under the influence of two sinusoidal signals with different frequencies is investigated. For the increasing ratio m/n of the input signal frequencies (m, n are natural numbers) the linear growth of the regularity is found at the fixed difference (m - n). It is shown that the spike train regularity in the model is high for harmonious chords of input tones and low for dissonant ones.