2 papers
eess.SY2023
Monte Carlo Grid Dynamic Programming: Almost Sure Convergence and Probability Constraints
Mohammad S. Ramadan, Ahmad Al-Tawaha, Mohamed Shouman +2
Dynamic Programming (DP) suffers from the well-known ``curse of dimensionality'', further exacerbated by the need to compute expectations over process noise in stochastic models. T…
stat.ME2021
Maximum Likelihood Recursive State Estimation using the Expectation Maximization Algorithm
Mohammad S. Ramadan, Robert R. Bitmead
A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional d…