[1205.0858] Controlled Sensing for Multihypothesis Testing
24 days ago by mraginsky
"The problem of multiple hypothesis testing with observation control is considered in both fixed sample size and sequential settings. In the fixed sample size setting, for binary hypothesis testing, it is shown that the optimal exponent for the maximal error probability corresponds to the maximum Chernoff information over the choice of controls. It is also shown that a pure stationary open-loop control policy is asymptotically optimal within the larger class of all causal control policies. For multihypothesis testing in the fixed sample size setting, lower and upper bounds on the optimal error exponent are derived. It is also shown through an example with three hypotheses that the optimal causal control policy can be strictly better than the optimal open-loop control policy. In the sequential setting, a test based on earlier work by Chernoff for binary hypothesis testing, is shown to be first-order asymptotically optimal for multihypothesis testing for vanishing error probabilities. The role of past information and randomization in designing optimal control policies is discussed."
papers
to-read
information-theory
decision-making
feedback
24 days ago by mraginsky
[1103.3005] The Separation Principle in Stochastic Control, Redux
march 2011 by mraginsky
"Over the last 50 years a steady stream of accounts have been written on the separation principle of stochastic control. Even in the context of the linear-quadratic regulator in continuous time with Gaussian white noise, subtle difficulties arise, unexpected by many, that are often overlooked. In this paper we provide a conceptual framework that clarifies pitfalls and possibilities. We also provide a generalizations of the separation theorem to a wide class of feedback laws, models and stochastic noise, including semimartingales with possible jumps."
papers
to-read
control-theory
feedback
dynamical-systems
march 2011 by mraginsky
[1012.4863] Dynamical quorum-sensing and synchronization of nonlinear oscillators coupled through an external medium
january 2011 by mraginsky
"Many biological and physical systems exhibit population-density dependent transitions to synchronized oscillations in a process often termed "dynamical quorum sensing". Synchronization frequently arises through chemical communication via signaling molecules distributed through an external media. We study a simple theoretical model for dynamical quorum sensing: a heterogenous population of limit-cycle oscillators diffusively coupled through a common media. We show that this model exhibits a rich phase diagram with four qualitatively distinct mechanisms fueling population-dependent transitions to global oscillations, including a new type of transition we term "dynamic death". We derive a single pair of analytic equations that allows us to calculate all phase boundaries as a function of population density and show that the model reproduces many of the qualitative features of recent experiments of BZ catalytic particles as well as synthetically engineered bacteria."
papers
to-read
biology
dynamical-systems
cells
control-theory
feedback
january 2011 by mraginsky
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