Related papers: Discrete time nonlinear filters with informative o…
We are interested in the optimal filter in a continuous time setting. We want to show that the optimal filter is stable with respect to its initial condition. We reduce the problem to a discrete time setting and apply truncation techniques…
We establish spectral, linear, and nonlinear stability of the vanishing and slow-moving travelling waves that arise as time asymptotic solutions to the Fisher-Stefan equation. Nonlinear stability is in terms of the limiting equations that…
This paper proposes a procedure to control an uncertain discrete-time networked control system through a limited stabilizing input information. The system is primarily affected by the time-varying, norm bounded, mismatched parametric…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that…
In practical applications, the efficacy of a control algorithm relies critically on the accurate knowledge of the parameters and states of the underlying system. However, obtaining these quantities in practice is often challenging. Adaptive…
Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), the random variables (yn) are independent and the conditional…
Prevalent in many real-world settings such as healthcare, irregular time series are challenging to formulate predictions from. It is difficult to infer the value of a feature at any given time when observations are sporadic, as it could…
Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…
In this paper, we study the problem of stabilizing switched linear systems when only limited information about the state and the mode of the system is available, which occurs in many applications involving networked switched systems (such…
A class of discrete-time nonlinear positive time-delay switched systems with sector-type nonlinearities is studied. Sufficient conditions for the existence of common and switched diagonal Lyapunov--Krasovskii functionals for this system…
The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…
Extensive numerical evidence shows that the assimilation of observations has a stabilizing effect on unstable dynamics, in numerical weather prediction and elsewhere. In this paper, we apply mathematically rigorous methods to showing why…
This paper proposes a simple interval observer which can generate tighter interval estimates of variables in transient states than the standard interval observer. The simple nonlinear dynamics shrinks the estimated intervals to true state…
While port-Hamiltonian descriptor systems are known to be stable and passive, they may not be asymptotically stable or strictly passive. Necessary and sufficient conditions are presented when these properties as well as the regularity and…
We study the properties of optical pulse in cubic-quintic nonlinear media using information theoretic approach. The system can support regular (sharp top) and flat top pulse depending on the type of quintic interaction and the frequency of…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…
We study one way in which stable phenomena can exist in an NIP theory. We start by defining a notion of 'pure instability' that we call 'distality' in which no such phenomenon occurs. O-minimal theories and the p-adics for example are…