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We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

This paper considers the observability of nonlinear systems from a Koopman operator theoretic perspective--and in particular--the effect of symmetry on observability. We first examine an infinite-dimensional linear system (constructed using…

Systems and Control · Computer Science 2020-02-11 Afshin Mesbahi , Jingjing Bu , Mehran Mesbahi

Conformance is defined as a measure of distance between the behaviors of two dynamical systems. The notion of conformance can accelerate system design when models of varying fidelities are available on which analysis and control design can…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Xin Qin , Navid Hashemi , Lars Lindemann , Jyotirmoy V. Deshmukh

In this paper, a new definition of observability is introduced for PDEs. It is a quantitative measure of partial observability. The quantity is proved to be consistent if approximated using well posed approximation schemes. A first order…

Dynamical Systems · Mathematics 2011-11-28 Wei Kang

The internal state of a dynamical system, a set of variables that defines its evolving configuration, is often hidden and cannot be fully measured, posing a central challenge for real-time monitoring and control. While observers are…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Yuan Zhang , Ziyuan Luo , Wenxuan Xu , Jiayu Wu , Wenqi Cao , Ranbo Cheng , Tingting Qin , Yuanqing Xia , Mohamed Darouach , Aming Li , Tyrone Fernando

Equivariance is a common and natural property of many nonlinear control systems, especially those associated with models of mechatronic and navigation systems. Such systems admit a symmetry, associated with the equivariance, that provides…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Robert Mahony , Pieter van Goor , Tarek Hamel

KKL (Kazantzis-Kravaris/Luenberger) observers are based on the idea of immersing a given nonlinear system into a target system that is a linear stable filter of the measured output. In the present paper, we extend this theory by allowing…

Optimization and Control · Mathematics 2024-07-24 Victor Pachy , Vincent Andrieu , Pauline Bernard , Lucas Brivadis , Laurent Praly

We define the empiric stochastic stability of an invariant measure in the finite-time scenario, the classical definition of stochastic stability. We prove that an invariant measure of a continuous system is empirically stochastically stable…

Dynamical Systems · Mathematics 2018-03-01 Eleonora Catsigeras

This paper is concerned with the following problem: Given a stochastic non-linear system controlled over a noisy channel, what is the largest class of channels for which there exist coding and control policies so that the closed loop system…

Probability · Mathematics 2016-08-24 Serdar Yüksel

We revisit the gradient based nonlinear attitude complementary filters (observers) on the Special Orthogonal group SO(3) and provide explicit solutions of the norm of the attitude estimation error dynamics. One smooth and two non-smooth…

Optimization and Control · Mathematics 2016-12-22 Soulaimane Berkane , Abdelhamid Tayebi

The dynamics of many open quantum systems are described by stochastic master equations. In the discrete-time case, we recall the structure of the derived quantum filter governing the evolution of the density operator conditioned to the…

Optimization and Control · Mathematics 2015-03-23 Pierre Six , Philippe Campagne-Ibarcq , Landry Bretheau , Benjamin Huard , Pierre Rouchon

Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…

Statistics Theory · Mathematics 2026-01-21 Abhinav Chakraborty , Yuetian Luo , Rina Foygel Barber

It is a known fact that not all controllable systems can be asymptotically stabilized by a continuous static feedback. Several approaches have been developed throughout the last decades, including time-varying, dynamical and even…

Optimization and Control · Mathematics 2018-06-25 Pavel Osinenko , Lukas Beckenbach , Stefan Streif

In this article, we study finite dynamical systems defined over graphs, where the functions are applied asynchronously. Our goal is to quantify and understand stability of the dynamics with respect to the update sequence, and to relate this…

Dynamical Systems · Mathematics 2009-09-10 Matthew Macauley , Henning S. Mortveit

We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…

Dynamical Systems · Mathematics 2011-11-10 Jose F. Alves , Vitor Araujo , Carlos H. Vasquez

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

Determining the reachable set for a given nonlinear control system is crucial for system control and planning. However, computing such a set is impossible if the system's dynamics are not fully known. This paper is motivated by a scenario…

Optimization and Control · Mathematics 2021-08-26 Taha Shafa , Melkior Ornik

When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…

Optimization and Control · Mathematics 2014-01-23 Kendra Lesser , Meeko Oishi