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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
01 Jun 1996
TL;DR: The task of grasping force optimization is formulated as an optimization problem on the smooth manifold of linearly constrained positive definite matrices for which there are known globally exponentially convergent solutions via gradient flows.
Abstract: A key goal in dextrous robotic hand grasping is to balance external forces and at the same time achieve grasp stability and minimum grasping energy by choosing an appropriate set of internal grasping forces. Since it appears that there is no direct algebraic optimization approach, a recursive optimization, which is adaptive for application in a dynamic environment, is required. One key observation in this paper is that friction force limit constraints and force balancing constraints are equivalent to the positive definiteness of a certain matrix subject to linear constraints. Based on this observation, we formulate the task of grasping force optimization as an optimization problem on the smooth manifold of linearly constrained positive definite matrices for which there are known globally exponentially convergent solutions via gradient flows. There are a number of versions depending on the Riemannian metric chosen, each with its advantages, Schemes involving second derivative information for quadratic convergence are also studied. Several forms of constrained gradient flows are developed for point contact and soft-finger contact friction models. The physical meaning of the cost index used for the gradient flows is discussed in the context of grasping force optimization. A discretized version for real-time applicability is presented. Numerical examples demonstrate the simplicity, the good numerical properties, and optimality of the approach.

292 citations

Journal ArticleDOI
TL;DR: The online EM schemes have significantly reduced memory requirements and improved convergence, and they can estimate HMM parameters that vary slowly with time or undergo infrequent jump changes.
Abstract: Sequential or online hidden Markov model (HMM) signal processing schemes are derived, and their performance is illustrated by simulation. The online algorithms are sequential expectation maximization (EM) schemes and are derived by using stochastic approximations to maximize the Kullback-Leibler information measure. The schemes can be implemented either as filters or fixed-lag or sawtooth-lag smoothers. They yield estimates of the HMM parameters including transition probabilities, Markov state levels, and noise variance. In contrast to the offline EM algorithm (Baum-Welch scheme), which uses the fixed-interval forward-backward scheme, the online schemes have significantly reduced memory requirements and improved convergence, and they can estimate HMM parameters that vary slowly with time or undergo infrequent jump changes. Similar techniques are used to derive online schemes for extracting finite-state Markov chains imbedded in a mixture of white Gaussian noise (WGN) and deterministic signals of known functional form with unknown parameters. >

289 citations

Journal ArticleDOI
TL;DR: In this paper, GPS and INS nonlinearities are preprocessed prior to a Kalman filter for GPS/INS integration, and the GPS pre-processed data are taken as measurement input.
Abstract: We present a novel Kalman filtering approach for GPS/INS integration. In the approach, GPS and INS nonlinearities are preprocessed prior to a Kalman filter. The GPS preprocessed data are taken as measurement input, while the INS preprocessed data are taken as additional information for the state prediction of the Kalman filter. The advantage of this approach, over the well-studied (extended) Kalman filtering approaches is that a simple and linear Kalman filter can be implemented to achieve significant computation saving with very competitive performance figures.

281 citations

Proceedings ArticleDOI
01 Dec 1980
TL;DR: It is shown that whether or not there are decentralized fixed modes in the open-loop system, periodically varying feedback gains at all but one of the control stations permit the remaining control station to observe and control the system given knowledge of theControl laws implemented at the other control stations.
Abstract: Decentralized control schemes are considered for time-invariant, finite dimensional, linear systems with known state equations. It is assumed that the systems are reachable and observable at a fictitious centralized control station, and that there is strong connectivity between the decentralized control stations via the system where necessary. It is shown that whether or not there are decentralized fixed modes in the open-loop system, periodically varying feedback gains at all but one of the control stations permit the remaining control station to observe and control the system given knowledge of the control laws implemented at the other control stations. Certain time-invariant systems which cannot be stabilized by decentralized time-invariant controllers, namely those with unstable decentralized fixed modes, can thus be stabilized by decentralized time-varying controllers.

224 citations

Journal ArticleDOI
TL;DR: Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithms.

198 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