James C. Spall

Proceedings of the 57th Annual Conference on Information Sciences and Systems, 2023

Performance Analysis of Model-Free Control and PID Control on a Class of Nonlinear MIMO Systems.

[BibT_eX]

[DOI]

James Cheng Peng

Proceedings of the 57th Annual Conference on Information Sciences and Systems, 2023

Quantifying the Estimation Error for a Constant-Gain Tracker.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2023

Formal Comparison of Simultaneous Perturbation Stochastic Approximation and Random Direction Stochastic Approximation <sup>∗</sup>.

[BibT_eX]

[DOI]

Ducheng Peng

Yiwen Chen

Proceedings of the American Control Conference, 2023

2022

Discrete Stochastic Optimization for Public Health Interventions with Constraints.

[BibT_eX]

[DOI]

Zewei Li

Oper. Res. Forum, November, 2022

Uncertainty Quantification for the Extended and the Deterministic-Gain Kalman Filters.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2022

2021

Improved Monte Carlo Estimation of the Fisher Information Matrix with Independent Perturbations.

[BibT_eX]

[DOI]

Xuan Wu

Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Connection of Diagonal Hessian Estimates to Natural Gradients in Stochastic Optimization.

[BibT_eX]

[DOI]

Shiqing Sun

Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Comparison between Expected and Observed Fisher Information in Interval Estimation.

[BibT_eX]

[DOI]

Sihang Jiang

Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Model-Free Optimal Control using SPSA with Complex Variables.

[BibT_eX]

[DOI]

Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Probabilistic Bounds for a Class of Filtering Algorithms in the Scalar Case.

[BibT_eX]

[DOI]

Proceedings of the 2021 American Control Conference, 2021

SQP-based Projection SPSA Algorithm for Stochastic Optimization with Inequality Constraints.

[BibT_eX]

[DOI]

Jiahao Shi

Proceedings of the 2021 American Control Conference, 2021

Improved SPSA Using Complex Variables with Applications in Optimal Control Problems.

[BibT_eX]

[DOI]

Proceedings of the 2021 American Control Conference, 2021

2020

Efficient Implementation of Second-Order Stochastic Approximation Algorithms in High-Dimensional Problems.

[BibT_eX]

[DOI]

IEEE Trans. Neural Networks Learn. Syst., 2020

Confidence Intervals with Expected and Observed Fisher Information in the Scalar Case.

[BibT_eX]

[DOI]

Xiangyu Yuan

Proceedings of the 2020 American Control Conference, 2020

Multilevel Data Integration with Application in Sensor Networks.

[BibT_eX]

[DOI]

Proceedings of the 2020 American Control Conference, 2020

2019

Generalization of a Result of Fabian on the Asymptotic Normality of Stochastic Approximation.

[BibT_eX]

[DOI]

Autom., 2019

Error Estimation for the Particle Filter.

[BibT_eX]

[DOI]

Ziyu Liu

Proceedings of the 53rd Annual Conference on Information Sciences and Systems, 2019

Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method.

[BibT_eX]

[DOI]

Shuyu Liu

Yingze Hou

Proceedings of the 53rd Annual Conference on Information Sciences and Systems, 2019

SPSA Method Using Diagonalized Hessian Estimate.

[BibT_eX]

[DOI]

Shiqing Sun

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

Error Analysis for the Particle Filter.

[BibT_eX]

[DOI]

Ziyu Liu

Proceedings of the 2019 American Control Conference, 2019

2018

Modeling Traffic Networks Using Integrated Route and Link Data.

[BibT_eX]

[DOI]

Xilei Zhao

CoRR, 2018

Probabilistic Bounds in Tracking a Discrete-Time Varying Process.

[BibT_eX]

[DOI]

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

A Markovian Framework for Modeling Dynamic Network Traffic.

[BibT_eX]

[DOI]

Xilei Zhao

Proceedings of the 2018 Annual American Control Conference, 2018

Mixed Simultaneous Perturbation Stochastic Approximation for Gradient-Free Optimization with Noisy Measurements.

[BibT_eX]

[DOI]

Proceedings of the 2018 Annual American Control Conference, 2018

Combining Subsystem and Full System Data with Application to Cold-Formed Steel Shear Wall.

[BibT_eX]

[DOI]

Proceedings of the 2018 Annual American Control Conference, 2018

2017

Efficient computation of the Fisher information matrix in the EM algorithm.

[BibT_eX]

[DOI]

Lingyao Meng

Proceedings of the 51st Annual Conference on Information Sciences and Systems, 2017

Beyond the identification of reliability for system with binary subsystems.

[BibT_eX]

[DOI]

Proceedings of the 2017 American Control Conference, 2017

2016

Efficient implementation of enhanced adaptive simultaneous perturbation algorithms.

[BibT_eX]

[DOI]

Pushpendre Rastogi

Proceedings of the 2016 Annual Conference on Information Science and Systems, 2016

Tracking capability of stochastic gradient algorithm with constant gain.

[BibT_eX]

[DOI]

Proceedings of the 55th IEEE Conference on Decision and Control, 2016

Estimating travel time in urban traffic by modeling transportation network systems with binary subsystems.

[BibT_eX]

[DOI]

Xilei Zhao

Proceedings of the 2016 American Control Conference, 2016

Asymptotic normality and efficiency analysis of the cyclic seesaw stochastic optimization algorithm.

[BibT_eX]

[DOI]

Proceedings of the 2016 American Control Conference, 2016

Multi-agent surveillance and tracking using cyclic stochastic gradient.

[BibT_eX]

[DOI]

Carsten H. Botts

Andrew J. Newman

Proceedings of the 2016 American Control Conference, 2016

2015

Integrated stochastic optimization and statistical experimental design for multi-robot target tracking.

[BibT_eX]

[DOI]

Timothy H. Chung

Proceedings of the 2015 Winter Simulation Conference, 2015

Error bound analysis of the least-mean-squares algorithm in linear models.

[BibT_eX]

[DOI]

Proceedings of the 49th Annual Conference on Information Sciences and Systems, 2015

System identification for multi-sensor data fusion.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2015

2014

Identification for Systems With Binary Subsystems.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2014

Discrete simultaneous perturbation stochastic approximation for resource allocation in public health.

[BibT_eX]

[DOI]

Qi Wang

Proceedings of the American Control Conference, 2014

Cyclic stochastic optimization with noisy function measurements.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2014

2013

Maximum likelihood-based estimation of parameters in systems with binary subsystems.

[BibT_eX]

[DOI]

Proceedings of the 47th Annual Conference on Information Sciences and Systems, 2013

Rate of convergence analysis of discrete simultaneous perturbation stochastic approximation algorithm.

[BibT_eX]

[DOI]

Qi Wang

Proceedings of the American Control Conference, 2013

Parameter estimation for systems with binary subsystems.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2013

2012

Cyclic Seesaw Process for Optimization and Identification.

[BibT_eX]

[DOI]

J. Optim. Theory Appl., 2012

Asymptotic normality and uncertainty bounds for reliability estimates from subsystem and full system tests.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2012

Relative performance of expected and observed fisher information in covariance estimation for maximum likelihood estimates.

[BibT_eX]

[DOI]

Xumeng Cao

Proceedings of the American Control Conference, 2012

2011

Cyclic seesaw optimization with applications to state-space model identification.

[BibT_eX]

[DOI]

Proceedings of the 45st Annual Conference on Information Sciences and Systems, 2011

Cyclic seesaw optimization and identification.

[BibT_eX]

[DOI]

Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

Framework for estimating system reliability from full system and subsystem tests with dependence on dynamic inputs.

[BibT_eX]

[DOI]

Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

Discrete simultaneous perturbation stochastic approximation on loss function with noisy measurements.

[BibT_eX]

[DOI]

Qi Wang

Proceedings of the American Control Conference, 2011

Inequality-based reliability estimates for complex systems.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2011

2010

Efficient Monte Carlo computation of Fisher information matrix using prior information.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2010

Implementation and application of maximum likelihood reliability estimation from subsystem and full system tests.

[BibT_eX]

[DOI]

Proceedings of the 10th Performance Metrics for Intelligent Systems Workshop, 2010

Convergence analysis for maximum likelihood-based reliability estimation from subsystem and full system tests.

[BibT_eX]

[DOI]

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Robust test design for reliability estimation with modeling error when combining full system and subsystem tests.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2010

2009

Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2009

Optimum combination of full system and subsystem tests for estimating the reliability of a system.

[BibT_eX]

[DOI]

Proceedings of the 9th Workshop on Performance Metrics for Intelligent Systems, 2009

On Monte Carlo methods for estimating the fisher information matrix in difficult problems.

[BibT_eX]

[DOI]

Proceedings of the 43rd Annual Conference on Information Sciences and Systems, 2009

Preliminary results in comparing the expected and observed Fisher information for maximum likelihood estimates.

[BibT_eX]

[DOI]

Xumeng Cao

Proceedings of the 43rd Annual Conference on Information Sciences and Systems, 2009

Preliminary results on relative performance of expected and observed fisher information.

[BibT_eX]

[DOI]

Xumeng Cao

Proceedings of the 48th IEEE Conference on Decision and Control, 2009

System reliability estimation and confidence regions from subsystem and full system tests.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2009

Stopping small-sample stochastic approximation.

[BibT_eX]

[DOI]

David W. Hutchison

Proceedings of the American Control Conference, 2009

2008

Robust Neural Network Tracking Controller Using Simultaneous Perturbation Stochastic Approximation.

[BibT_eX]

[DOI]

IEEE Trans. Neural Networks, 2008

Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2008

Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions.

[BibT_eX]

[DOI]

I-Jeng Wang

Int. J. Control, 2008

Reliability estimation and confidence regions from subsystem and full system tests via maximum likelihood.

[BibT_eX]

[DOI]

Proceedings of the 8th Workshop on Performance Metrics for Intelligent Systems, 2008

Improved methods for Monte Carlo estimation of the fisher information matrix.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2008

2007

An efficient calculation of Fisher information matrix: Monte Carlo approach using prior information.

[BibT_eX]

[DOI]

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Variance of Bounds in Inequality-Based Reliability Estimates.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2007

2006

Convergence Analysis for Feedback-and Weighting-Based Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm.

[BibT_eX]

[DOI]

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Asymptotic Sampling Distribution for Polynomial Chaos Representation of Data: A Maximum Entropy and Fisher information approach.

[BibT_eX]

[DOI]

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Seesaw method for combining parameter estimates.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2006

Feedback and weighting mechanisms for improving Jacobian (Hessian) estimates in the adaptive simultaneous perturbation algorithm.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2006

2005

A Method for Stopping Nonconvergent Stochastic Approximation Processes.

[BibT_eX]

[DOI]

David W. Hutchison

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Formal basis for algorithm comparisons in stochastic optimization.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2005

2004

Use of the Kalman filter for inference in state-space models with unknown noise distributions.

[BibT_eX]

[DOI]

John L. Maryak

Bryan D. Heydon

IEEE Trans. Autom. Control., 2004

Stochastic approximation in finite samples using surrogate processes.

[BibT_eX]

[DOI]

David W. Hutchison

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Cramer-Rao bounds and Monte Carlo calculation of the Fisher information matrix in difficult problems.

[BibT_eX]

[DOI]

Proceedings of the 2004 American Control Conference, 2004

Inequality-based estimates of systems reliability.

[BibT_eX]

[DOI]

Proceedings of the 2004 American Control Conference, 2004

2003

Stochastic optimization with inequality constraints using simultaneous perturbations and penalty functions.

[BibT_eX]

[DOI]

I-Jeng Wang

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Robust neural network tracking controller using simultaneous perturbation stochastic approximation.

[BibT_eX]

[DOI]

Qing Song

Yeng Chai Soh

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Rate of convergence in evolutionary computation.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2003

Monte Carlo-based computation of the Fisher information matrix in nonstandard settings.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2003

Introduction to stochastic search and optimization - estimation, simulation, and control.

[BibT_eX]

[DOI]

Wiley-Interscience series in discrete mathematics and optimization, Wiley, ISBN: 978-0-471-72213-7, 2003

2002

Theoretical framework for comparing several popular stochastic optimization approaches.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2002

Estimation via Markov chain Monte Carlo.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2002

2001

Computable bounds on the rate of convergence in evolutionary computation.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2001

2000

Adaptive stochastic approximation by the simultaneous perturbation method.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2000

First Results on Formal Comparison of Several Stochastic Optimization Algorithms.

[BibT_eX]

[DOI]

Proceedings of the Proceedings 33th Annual Simulation Symposium (SS 2000), 2000

Some theoretical comparisons of stochastic optimization approaches.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2000

Inequality-based reliability estimates for complex systems.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2000

1999

Correction to "Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation".

[BibT_eX]

[DOI]

Payman Sadegh

IEEE Trans. Autom. Control., 1999

Review Of Stochastic Approximation Algorithms And Applications [Book Reviews].

[BibT_eX]

[DOI]

Proc. IEEE, 1999

Stochastic optimization and the simultaneous perturbation method.

[BibT_eX]

[DOI]

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Theoretical comparisons of evolutionary computation and other optimization approaches.

[BibT_eX]

[DOI]

Proceedings of the 1999 Congress on Evolutionary Computation, 1999

1998

Model-free control of nonlinear stochastic systems with discrete-time measurements.

[BibT_eX]

[DOI]

John A. Cristion

IEEE Trans. Autom. Control., 1998

Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation.

[BibT_eX]

[DOI]

Payman Sadegh

IEEE Trans. Autom. Control., 1998

1997

A neural network controller for systems with unmodeled dynamics with applications to wastewater treatment.

[BibT_eX]

[DOI]

John A. Cristion

IEEE Trans. Syst. Man Cybern. Part B, 1997

A one-measurement form of simultaneous perturbation stochastic approximation.

[BibT_eX]

[DOI]

Autom., 1997

1996

Model-free control of nonlinear stochastic systems in discrete time.

[BibT_eX]

[DOI]

John A. Cristion

Proceedings of International Conference on Neural Networks (ICNN'96), 1996

A neural network approach to nondestructive evaluation of complex structures, with application to highway bridges.

[BibT_eX]

[DOI]

Mark S. Asher

John L. Maryak

Proceedings of International Conference on Neural Networks (ICNN'96), 1996

1995

The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions.

[BibT_eX]

[DOI]

Autom., 1995

Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology.

[BibT_eX]

[DOI]

John L. Maryak

Geoffrey L. Silberman

Autom., 1995

Stochastic Version of Second-Order (Newton-Raphson) Optimization Using only Function Measurements.

[BibT_eX]

[DOI]

Proceedings of the 27th conference on Winter simulation, 1995

1994

Sensitivity of a Bayesian Analysis to the Prior Distribution.

[BibT_eX]

[DOI]

IEEE Trans. Syst. Man Cybern. Syst., 1994

Developments in stochastic optimization algorithms with gradient approximations based on function measurements.

[BibT_eX]

[DOI]