Related papers: Switching Differentiator
We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using $M$-estimators. Fourier transform enables to transform…
This paper is concerned with fault estimation in a class of nonlinear fractional order systems using a new super twisting algorithm based second order step by step sliding mode observer. Since the existing sliding mode observers are…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
We propose a new sequential monitoring scheme for changes in the parameters of a multivariate time series. In contrast to procedures proposed in the literature which compare an estimator from the training sample with an estimator calculated…
We show that detector switching profiles consisting of trains of delta couplings are a useful computational tool to efficiently approximate results involving continuous switching functions, both in setups involving a single detector and…
The discrete-time implementation of the super-twisting sliding mode controller for a plant with disturbances with bounded slope, zero-order hold actuation, and actuator constraints is considered. Motivated by restrictions of existing…
We propose an extension of the preferential attachment scheme by allowing the connecting probability to depend on time t. We estimate the parameters involved in the model by minimizing the expected squared difference between the number of…
In this paper, the convergence and noise-tolerant performance of a tracking differentiator in the presence of multiple stochastic disturbances are investigated for the first time. We consider a quite general case where the input signal is…
This paper proposes a novel method for designing finite-horizon discrete-valued switching signals in linear switched systems based on discreteness-promoting regularization. The inherent combinatorial optimization problem is reformulated as…
We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…
This paper studies switching stabilization problems for continuous-time switched linear systems. We consider four types of switching stabilizability defined under different assumptions on the switching control input. The most general…
In this paper, we explore the two-point zeroth-order gradient estimator and identify the distribution of random perturbations that minimizes the estimator's asymptotic variance as the perturbation stepsize tends to zero. We formulate it as…
This paper introduces a novel stabilization control strategy for linear time-invariant systems affected by known time-varying measurement delays and matched unknown nonlinear disturbances, which may encompass actuator faults. It is…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…
Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalisation of two scatter matrices. The asymptotic properties of this estimator are derived here and a new…
We consider a retailer running a switchback experiment for the price of a single product, with infinite supply. In each period, the seller chooses a price $p$ from a set of predefined prices that consist of a reference price and a few…
Several differentiating algorithms of the noisy signals are considered. The proposed wavelet based technique is compared with others based on the Fourier transform and the finite differences. The accuracy of the calculations for different…
We consider structure-preserving methods for conservative systems, which rigorously replicate the conservation property yielding better numerical solutions. There, corresponding to the skew-symmetry of the differential operator, that of…
This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…