Related papers: On the almost sure central limit theorem for ARX p…
We develop a numerical algorithm for identifying approximately conserved quantities in models perturbed away from integrability. In the long-time regime, these quantities fully determine correlation functions of local observables. Applying…
We prove a fiberwise almost sure invariance principle for random piecewise expanding transformations in one and higher dimensions using recent developments on martingale techniques.
We prove a central limit theorem with speed $n^{-1/2}$ for stationary processes satisfying a strong decorrelation hypothesis. The proof is a modification of the proof of a theorem of Rio. It is elementary but quite long and technical.
In this paper we give sufficient conditions for the almost sure central limit theorem started at a point, known under the name of quenched central limit theorem. This is achieved by using a new idea of conditioning with respect to both the…
In this work, we consider a group of robots working together to manipulate a rigid object to track a desired trajectory in $SE(3)$. The robots do not know the mass or friction properties of the object, or where they are attached to the…
In this note, we study a condition introduced by Gordin and Lif{\v s}ic in 1981 to establish the Central Limit Theorem for additive functionals of stationary Markov chains with normal transition operator. In the more general setting of…
An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of…
We discuss a complementary asymptotic analysis of the so called minimal random walk. More precisely, we present a version of the almost sure central limit theorem as well as a generalization of the recently proposed quadratic strong laws.…
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…
This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure…
Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
We analyse the closed-loop performance of a model predictive control (MPC) for tracking formulation with artificial references. It has been shown that such a scheme guarantees closed-loop stability and recursive feasibility for any…
The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…
Driven by the flexible manufacturing trend in the process control industry and the uncertain nature of chemical process models, this article aims to achieve offset-free tracking for a family of uncertain nonlinear systems (e.g., using…
We study the almost sure convergence of the Stochastic Approximation algorithm to the fixed point $x^\star$ of a nonlinear operator under a negative drift condition and a general noise sequence with finite $p$-th moment for some $p > 1$.…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…
Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…