Related papers: Uniform observability of hidden Markov models and …
In this paper, we consider an anticipative nonlinear filtering problem, in which the observation noise is correlated with the past of the signal. This new signal-observation model has its applications in both finance models with insider…
This paper considers the problem of robust stability for a class of uncertain quantum systems subject to unknown perturbations in the system coupling operator. A general stability result is given for a class of perturbations to the system…
This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…
Ergodic properties of the signal-filtering pair are studied for continuous time finite Markov chains, observed in white noise. The obtained law of large numbers is applied to the stability problem of the nonlinear filter with respect to…
Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…
This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The nominal system is a linear quantum system defined by a linear vector of…
Multistability, the coexistence of multiple stable states, is a cornerstone of nonlinear dynamical systems, governing their equilibrium, tunability, and emergent complexity. Recently, the concept of hidden multistability, where certain…
The Koopman operator approach to the state estimation problem for nonlinear systems is a promising research area. The main goal of this paper is an attempt to provide a rigorous theoretical framework for this approach. In particular, the…
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
We develop a generalization of unobserved components models that allows for a wide range of long-run dynamics by modelling the permanent component as a fractionally integrated process. The model does not require stationarity and can be cast…
Exact inference for hidden Markov models requires the evaluation of all distributions of interest - filtering, prediction, smoothing and likelihood - with a finite computational effort. This article provides sufficient conditions for exact…
This paper revisits the classical question of the stability of the nonlinear Wonham filter. The novel contributions of this paper are two-fold: (i) definition of the stabilizability for the (control-theoretic) dual to the nonlinear filter;…
We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…
A fixed-order set-valued observer is presented for linear parameter-varying systems with bounded-norm noise and under completely unknown attack signals, which simultaneously finds bounded sets of states and unknown inputs that include the…
This paper considers the stabilization of unknown switched linear systems using data. Instead of a full system model, we have access to a finite number of trajectories of each of the different modes prior to the online operation of the…
A hidden Markov model (HMM) solved recursively by the Viterbi algorithm can be configured to search for persistent, quasimonochromatic gravitational radiation from an isolated or accreting neutron star, whose rotational frequency is unknown…
We discuss control techniques for noisy self-sustained oscillators with a focus on reliability, stability of the response to noisy driving, and oscillation coherence understood in the sense of constancy of oscillation frequency. For any…
Recently a characterization of uniformly continuous POVMs and a necessary condition for a uniformly continuous POVM $F$ to have the norm-1 property have been provided. Moreover it was proved that in the commutative case, uniform continuity…
Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…
This work highlights the duality between state estimation methods and model predictive control. A predictive controller, observed control, is presented that uses this duality to efficiently compute control actions with linear time-horizon…