Related papers: Vector-valued Almost Sure Invariance Principle For…

Using any nonnegative function with a nonpositive derivative along trajectories to define a virtual output, the classic LaSalle invariance principle can be extended to switched nonlinear time-varying (NLTV) systems, by considering the weak…

A new method for the optimal solutions is proposed. Originating from the continuous-time dynamics stability theory in the control field, the optimal solution is anticipated to be obtained in an asymptotically evolving way. By introducing a…

We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence, variance of the sum of which is a regularly varying function. We study the Gaussian…

In this paper it is showed that if a time-varying uncertain system is robustly completely detectable then there exists an estimator for this system, i.e. we can estimate asymptotically the state vector of the system. Moreover, if a…

In this paper, we consider a general form of noisy compressive sensing (CS) where the sensing matrix is not precisely known. Such cases exist when there are imperfections or unknown calibration parameters during the measurement process.…

We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which…

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

We introduce a 2-dimensional stochastic dominance (2DSD) index to characterize both strict and almost stochastic dominance. Based on this index, we derive an estimator for the minimum violation ratio (MVR), also known as the critical…

We show that invariant states of C*-dynamical systems can be approximated in the weak*-topology by invariant pure states, or almost invariant pure states, under various circumstances.

Nonlinear Model Predictive Control (NMPC) offers a powerful approach for controlling complex nonlinear systems, yet faces two key challenges. First, accurately modeling nonlinear dynamics remains difficult. Second, variables directly…

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

In this paper, we first prove the global well-posedness of 3-D anisotropic Navier-Stokes system provided that the vertical viscous coefficient of the system is sufficiently large compared to some critical norm of the initial data. Then we…

We show that the virial theorem provides a useful simple tool for approximating nonlinear problems. In particular we consider conservative nonlinear oscillators and a bifurcation problem. In the former case we obtain the same main result…

Based on It\^o semimartingale models, several studies have proposed methods for forecasting intraday volatility using high-frequency financial data. These approaches typically rely on restrictive parametric assumptions and are often…

Variational principles play a fundamental role in deriving evolution equations of physics. They are working well in case of nondissipative evolution but for dissipative systems they are not unique, not predictive and not constructive. With…

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

This paper develops a flexible and computationally efficient multivariate volatility model, which allows for dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties…

We prove the existence of solutions for an evolution quasi-variational inequality with a first order quasilinear operator and a variable convex set, which is characterized by a constraint on the absolute value of the gradient that depends…

A fixed-time stable dynamical system for solving the extended vertical linear complementarity problem (EVLCP) is developed. The system is based on the reformulation of EVLCP as a special case of a new kind of generalized absolute value…

For time-invariant (nonimpulsive) systems, it is already well-known that the input-to-state stability (ISS) property is strictly stronger than integral input-to-state stability (iISS). Very recently, we have shown that under suitable…