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A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…

Methodology · Statistics 2013-02-01 Georgios Fellouris

We perform the a posteriori error analysis of residual type of a transmission problem with sign changing coefficients. According to [6] if the contrast is large enough, the continuous problem can be transformed into a coercive one. We…

Numerical Analysis · Mathematics 2010-09-17 Serge Nicaise , Juliette Venel

A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the multiple testing problem by bounding the error probability…

Statistics Theory · Mathematics 2025-02-26 Florian Heinrichs , Patrick Bastian , Holger Dette

We have presented a new and alternative algorithm for noise reduction using the methods of discrete wavelet transform and numerical differentiation of the data. In our method the threshold for reducing noise comes out automatically. The…

Problems with artificial neural networks originate from their deterministic nature and inevitable prior learnings, resulting in inadequate adaptability against unpredictable, abrupt environmental change. Here we show that a stochastically…

Disordered Systems and Neural Networks · Physics 2009-11-13 Naoki Asakawa , Yasushi Hotta , Teruo Kanki , Hitoshi Tabata , Tomoji Kawai

We present a new approach for deriving sampled-data observers from continuous-time observers that feature an Input-to-Output Stability property with respect to the output measurement noise and exponential convergence in the noiseless case.…

Optimization and Control · Mathematics 2019-11-19 Iasson Karafyllis , Tarek Ahmed-Ali , Fouad Giri

Conventional sliding mode controllers are based on the assumption of switching control but a well-known drawback of this approach is the chattering phenomenon. To overcome the undesirable chattering effects, the discontinuity in the control…

Optimization and Control · Mathematics 2008-06-05 Wallace Moreira Bessa

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

Statistics Theory · Mathematics 2019-07-23 Holger Drees , Miran Knezevic

In this paper we establish local estimates for the first passage time of a subordinator under the assumption that it belongs to the Feller class, either at zero or infinity, having as a particular case the subordinators which are in the…

Probability · Mathematics 2014-10-20 Ronald A. Doney , Victor Rivero

In this report it is shown that the implicit Euler time-discretization of some classes of switching systems with sliding modes, yields a very good stabilization of the trajectory and of its derivative on the sliding surface. Therefore the…

Numerical Analysis · Mathematics 2009-04-13 Vincent Acary , Bernard Brogliato

We study a switching synchronization phenomenon taking place in one-dimensional memristive networks when the memristors switch from the high to low resistance state. It is assumed that the distributions of threshold voltages and switching…

Adaptation and Self-Organizing Systems · Physics 2017-12-27 V. A. Slipko , Y. V. Pershin

We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…

Systems and Control · Computer Science 2017-02-03 Nikolaos Athanasopoulos , Konstantinos Smpoukis , Raphael M. Jungers

Frequency response optimized integrators considering second order derivative are proposed in this paper. Based on the proposed numerical integrators, and others which also consider second order derivative, this paper puts forward a novel…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Sheng Lei , Alexander Flueck

Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical techniques based on maximum likelihood and related methods. Recently Ghosh et al. (2013) proposed a general class…

Methodology · Statistics 2016-07-04 Abhik Ghosh

For the identification of switched systems with a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data for identification is assumed to be collected from globally…

Systems and Control · Electrical Eng. & Systems 2022-07-26 Shengling Shi , Othmane Mazhar , Bart De Schutter

Covariate shift arises when covariate distributions differ between source and target populations while the conditional distribution of the response remains invariant, and it underlies problems in missing data and causal inference. We…

Methodology · Statistics 2026-01-13 Junjun Lang , Qiong Zhang , Yukun Liu

We derive a nearly optimal upper bound on the running time in the adiabatic theorem for a switching family of Hamiltonians. We assume the switching Hamiltonian is in the Gevrey class $G^\alpha$ as a function of time, and we show that the…

Mathematical Physics · Physics 2015-06-04 Alexander Elgart , George A. Hagedorn

Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult…

Data Analysis, Statistics and Probability · Physics 2017-09-13 D. M. Mateos , L. Riveaud , P. W. Lamberti

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

After introducing the concept of commutativity for continuous-time linear time-varying systems, the related literature and the results obtained so far are presented. For a simple introduction of the commutativity of discrete-time linear…

Systems and Control · Computer Science 2020-08-13 Mehmet Emir Koksal
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