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John B. Moore

Bio: John B. Moore is an academic researcher from Australian National University. The author has contributed to research in topics: Adaptive control & Linear-quadratic-Gaussian control. The author has an hindex of 50, co-authored 352 publications receiving 18573 citations. Previous affiliations of John B. Moore include Akita University & University of Hong Kong.


Papers
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Journal ArticleDOI
TL;DR: In this article, the task of finding the singular value decomposition (SVD) of a finite-dimensional complex linear operator is addressed via gradient flows evolving on groups of complex unitary matrices and associated self-equivalent flows.

38 citations

Journal ArticleDOI
TL;DR: In this article, a numerical discretization scheme of the gradient flow is presented that converges to the set of critical points of the cost function in the C-numerical range.
Abstract: In this paper gradient flows on unitary matrices are studied that maximize the real part of the C-numerical range of an arbitrary complex n×n-matrix A. The geometry of the C-numerical range can be quite complicated and is only partially understood. A numerical discretization scheme of the gradient flow is presented that converges to the set of critical points of the cost function. Special emphasis is taken on a situation arising in NMR spectroscopy where the matrices C,A are nilpotent and the C-numerical range is a circular disk in the complex plane around the origin.

36 citations

Journal ArticleDOI
TL;DR: In this article, the convergence properties of a general class of adaptive recursive algorithms for the identification of discrete-time linear signal models are studied for the stochastic case using martingale convergence theorems.
Abstract: The convergence properties of a very general class of adaptive recursive algorithms for the identification of discrete-time linear signal models are studied for the stochastic case using martingale convergence theorems. The class of algorithms specializes to a number of known output error algorithms (also called model reference adaptive schemes) and equation error schemes including extended (and standard) least squares schemes, They also specialize to novel adaptive Ka]man filters, adaptive predictors and adaptive regulator algorithms. An algorithm is derived for identification of uniquely parametrized multivariabie linear systems. A passivity condition (positive real condition in the time invariant model case) emerges as the crucial condition ensuring convergence in the noise-free cases. The passivity condition and persistently exciting conditions on the noise and state estimates are then shown to guarantee almost sure convergence results for the more general adaptive schemes. Of significance is that, apart from [he stability assumptions inherent in the passivity condition, there are no stability assumptions required as in an alternative theory using convergence of ordinary differential equations.

36 citations

Proceedings ArticleDOI
24 Jun 1992
TL;DR: In this article, the authors derived right coprime factorizations for a general class of nonlinear plants and stabilizing feedback controllers using both input-output descriptions and state space realizations of the plant and controller.
Abstract: In this paper right coprime factorization results are derived for a general class of nonlinear plants and stabilizing feedback controllers. Both input-output descriptions and state space realizations of the plant and controller are used. It is first shown that if there exist stable right coprime factorizations for the plant and controller, and if a certain matrix of nonlinear operators has a stable inverse then the feedback system is well-posed and internally stable. The links between the right and left coprime factorizations for a stable plant controller pair will be explored for this purpose. A generalization of the notion of linear fractional maps is explored as a means of characterizing the class of plants stabilized by this controller, and dually classes of controllers which stabilize the plant. A state-space approach is then taken to show that such factorizations exist for some nonlinear plants. It is shown that if there exists a stabilizing state feedback for a plant in the class of interest, then there exists a right coprime factorization for the plant. Additionally if there exists a stabilizing output injection, then there will exist a stabilizing controller with a right coprime factorization. An important assumption in this work is to assume that the plant and controller have the same initial conditions.

36 citations

Proceedings ArticleDOI
05 Dec 1990
TL;DR: In this paper, the authors developed a robust stabilization theory for nonlinear plants using the left coprime factorizations of the plant and controller under certain differential boundedness assumptions, and showed that a necessary and sufficient condition for K/sub Q/ to stabilize G/sub S/ with Q, S not necessarily stable, is that S stabilizes Q.
Abstract: The authors describe steps toward the development of a robust stabilization theory for nonlinear plants. An approach using the left coprime factorizations of the plant and controller under certain differential boundedness assumptions is used. Attention is focused on a characterization of the class of all stabilizing nonlinear controllers K/sub Q/ for a nonlinear plant G, parameterized in terms of an arbitrary stable (nonlinear) operator Q. Also considered is the dual class of all plants G/sub S/ stabilized by a given nonlinear controller K and parameterized in terms of an arbitrary stable (nonlinear) operator S. It is shown that a necessary and sufficient condition for K/sub Q/ to stabilize G/sub S/ with Q, S not necessarily stable, is that S stabilizes Q. This robust stabilization result is of interest for the solution of problems in the areas of nonlinear adaptive control and simultaneous stabilization. >

35 citations


Cited by
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Book
01 Jan 1994
TL;DR: In this paper, the authors present a brief history of LMIs in control theory and discuss some of the standard problems involved in LMIs, such as linear matrix inequalities, linear differential inequalities, and matrix problems with analytic solutions.
Abstract: Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.

11,085 citations

Christopher M. Bishop1
01 Jan 2006
TL;DR: Probability distributions of linear models for regression and classification are given in this article, along with a discussion of combining models and combining models in the context of machine learning and classification.
Abstract: Probability Distributions.- Linear Models for Regression.- Linear Models for Classification.- Neural Networks.- Kernel Methods.- Sparse Kernel Machines.- Graphical Models.- Mixture Models and EM.- Approximate Inference.- Sampling Methods.- Continuous Latent Variables.- Sequential Data.- Combining Models.

10,141 citations

Journal ArticleDOI
TL;DR: A generic message-passing algorithm, the sum-product algorithm, that operates in a factor graph, that computes-either exactly or approximately-various marginal functions derived from the global function.
Abstract: Algorithms that must deal with complicated global functions of many variables often exploit the manner in which the given functions factor as a product of "local" functions, each of which depends on a subset of the variables. Such a factorization can be visualized with a bipartite graph that we call a factor graph, In this tutorial paper, we present a generic message-passing algorithm, the sum-product algorithm, that operates in a factor graph. Following a single, simple computational rule, the sum-product algorithm computes-either exactly or approximately-various marginal functions derived from the global function. A wide variety of algorithms developed in artificial intelligence, signal processing, and digital communications can be derived as specific instances of the sum-product algorithm, including the forward/backward algorithm, the Viterbi algorithm, the iterative "turbo" decoding algorithm, Pearl's (1988) belief propagation algorithm for Bayesian networks, the Kalman filter, and certain fast Fourier transform (FFT) algorithms.

6,637 citations

BookDOI
01 Jan 2001
TL;DR: This book presents the first comprehensive treatment of Monte Carlo techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modeling, neural networks, optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection.
Abstract: Monte Carlo methods are revolutionizing the on-line analysis of data in fields as diverse as financial modeling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survival of the fittest, have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modeling, neural networks, optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection, computer vision, semiconductor design, population biology, dynamic Bayesian networks, and time series analysis. This will be of great value to students, researchers and practitioners, who have some basic knowledge of probability. Arnaud Doucet received the Ph. D. degree from the University of Paris-XI Orsay in 1997. From 1998 to 2000, he conducted research at the Signal Processing Group of Cambridge University, UK. He is currently an assistant professor at the Department of Electrical Engineering of Melbourne University, Australia. His research interests include Bayesian statistics, dynamic models and Monte Carlo methods. Nando de Freitas obtained a Ph.D. degree in information engineering from Cambridge University in 1999. He is presently a research associate with the artificial intelligence group of the University of California at Berkeley. His main research interests are in Bayesian statistics and the application of on-line and batch Monte Carlo methods to machine learning. Neil Gordon obtained a Ph.D. in Statistics from Imperial College, University of London in 1993. He is with the Pattern and Information Processing group at the Defence Evaluation and Research Agency in the United Kingdom. His research interests are in time series, statistical data analysis, and pattern recognition with a particular emphasis on target tracking and missile guidance.

6,574 citations

MonographDOI
01 Jan 2006
TL;DR: This coherent and comprehensive book unifies material from several sources, including robotics, control theory, artificial intelligence, and algorithms, into planning under differential constraints that arise when automating the motions of virtually any mechanical system.
Abstract: Planning algorithms are impacting technical disciplines and industries around the world, including robotics, computer-aided design, manufacturing, computer graphics, aerospace applications, drug design, and protein folding. This coherent and comprehensive book unifies material from several sources, including robotics, control theory, artificial intelligence, and algorithms. The treatment is centered on robot motion planning but integrates material on planning in discrete spaces. A major part of the book is devoted to planning under uncertainty, including decision theory, Markov decision processes, and information spaces, which are the “configuration spaces” of all sensor-based planning problems. The last part of the book delves into planning under differential constraints that arise when automating the motions of virtually any mechanical system. Developed from courses taught by the author, the book is intended for students, engineers, and researchers in robotics, artificial intelligence, and control theory as well as computer graphics, algorithms, and computational biology.

6,340 citations