Related papers: Guaranteed methods based on constrained zonotopes …
Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate…
We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…
Recently, a new family of integrators (Hamiltonian Boundary ValueMethods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy…
This paper investigates the second order asymptotic expansion for tail probabilities of discounted aggregate claims in continuous-time renewal risk models with constant interest force. Concretely, two types of continuous-time renewal risk…
We propose a homotopy continuation method called FLUX for approximating complicated probability density functions. It is based on progressive processing for smoothly morphing a given density into the desired one. Distributed ordinary…
This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…
A new approach to design of nonlinear observers (state estimators) is proposed. The main idea is to (i) construct a convex set of dynamical systems which are contracting observers for a particular system, and (ii) optimize over this set for…
The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…
In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable…
With the advancement of IoT technologies and the rapid expansion of cyber-physical systems, there is increasing interest in distributed state estimation, where multiple sensors collaboratively monitor large-scale dynamic systems. Compared…
In this work, we investigate a model order reduction scheme for high-fidelity nonlinear structured parametric dynamical systems. More specifically, we consider a class of nonlinear dynamical systems whose nonlinear terms are polynomial…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
General nonlinear continuous-time systems are considered for which its state is estimated via a packet-based communication network. We assume that the system has multiple sensor nodes, affected by measurement noise, which can transmit at…
In this work we determine and discuss the entropic uncertainty measures of Shannon type for all the discrete stationary states of the multidimensional harmonic systems directly in terms of the states' hyperquantum numbers, the…
A method of estimating the joint probability mass function of a pair of discrete random variables is described. This estimator is used to construct the conditional Shannon-R\'eyni-Tsallis entropies estimates. From there almost sure rates of…
This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…
This paper is aimed at extending the H-infinity Bounded Real Lemma to stochastic systems under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in entropy theoretic terms using…
Aerocapture is particularly challenging for semi-analytical propagation because the dynamics are dominated by nonconservative forces whose magnitudes vary significantly throughout the trajectory. State transition tensors (STTs),…
To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…
We define and study a new abstract domain which is a fine-grained combination of zonotopes with polyhedric domains such as the interval, octagon, linear templates or polyhedron domain. While abstract transfer functions are still rather…