G George Yin: 2 books
Continuous-Time Markov Chains and Applications
A Two-Time-Scale Approach
Language: English
Release Date: November 14, 2012
This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties...
System Identification Using Regular and Quantized Observations
Applications of Large Deviations Principles
Language: English
Release Date: February 11, 2013
This brief presents characterizations of identification errors under a probabilistic framework when output sensors are binary, quantized, or regular. By considering both space complexity in terms of signal quantization and time complexity with respect to data window sizes, this study provides...