| Born: 1953, Israel |
Academic Qualifications:D.Sc. , 1992, Technion, Electrical Engineering
M.Sc. , 1988, Technion, Aerospace Engineering
B.Sc. , 1985, Technion, Aerospace Engineering
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Academic Positions:
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Research Interests:
Stochastic Adaptive Control; Adaptive Filtering; System Identification; Stability and Performance of Recursive Algorithms; Large Deviations Techniques and Applications; Stochastic Analysis |
Research Projects:
Adaptive performance optimization of stochastic systems in the presence of parametric and structural uncertainties; Filtering and control problems. |
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Abstracts of Current Research:- Stochastic LQ Adaptive Control (with P. E. Caines, McGill University, Canada): A novel constrained optimization approach is developed to overcomethe well known problem of suboptimal performance in standard LQ(linear quadratic) adaptive control which results due to insufficient excitation. Optimal (long run) performance is obtained via a recursivesolution of a (time dependent) constrained optimization problem, producinga ML (maximum likelihood) type estimate which is biased towards lower control costs.
- Large Deviation Laws in Recursive Estimation: This work is designed to extend partial LD (large deviations) results (see above), into complete LD laws for martingale LLNs. Those would provide a powerful tool for the evaluation of convergence rates of stochastic processes exhibiting a LLN type behavior, most notably, some widely used recursive parameter estimation algorithms. Unlike earlier results which where obtained by using Gaussian methods, a derivation of complete LD laws would require a different approach based on the general LD theory. It is worth noting that, unlike standard LD results, conditional LD laws are sought-after here. Such conditional laws would enable to infer the performance to go from past observations. This in turn would lead to efficient stopping rules.
- Linear Adaptive Filtering: Optimal adaptive (linear) filtering under system parametric uncertaintiesis sought-after.First, the geometric structure of ML limit parameter sets is characterized.Then, based on the geometric study, a recursive adaptive filtering scheme is to be derivedto obtain (asymptotically) optimal state estimates. An applicationstudy in GPS-aided Inertial Navigation is planned.
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Publications:- D.Levanony. On the Reproducing Kernel Hilbert Space Associated with the Fractional and
Bi-Fractional Brownian Motions Potential Analysis 28: 163-184 (2008)
- D.Alpay, H.Attia, D.Levanony. A generalization of the Wick-Ito ˆ stochastic integral C.R. Math. (France) 346: 261 - 5 (2008)
- D.Levanony, N.Berman. Recursive nonlinear system identification by a stochastic gradient algorithm: Stability, performance, and model nonlinearity considerations IEEE Transactions on Signal Processing 52: 2540-2550 (2004)
- D.Levanony, P.Caines. On persistent excitation for linear systems with stochastic coefficients SIAM Journal on Control and Optimization 40: 882-897 (2001)
- D.Levanony. Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions Stochastic Processes and their Applications 51: 117-134 (1994)
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Phones:
- Phone: 972-8-6461528, 972-4-9931370
- Fax: 972-8-6472949
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