Related papers: A Dual Characterization of Observability for Stoch…
This work addresses the exact characterization of the covariance dynamics related to linear discrete-time systems subject to both additive and parametric stochastic uncertainties that are potentially unbounded. Using this characterization,…
Stochastic differential equations and the associated partial differential equations are the cornerstone formalism in stochastic control problems. The universality of bilinear stochastic systems can be found in autonomous systems, non-linear…
Qualitative opacity of a secret is a security property, which means that a system trajectory satisfying the secret is observation-equivalent to a trajectory violating the secret. In this paper, we study how to synthesize a control policy…
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process $\nu$ whose components have paths of bounded variation. The presence of the process $\nu$ prevents from…
A joint characterisation of the controllability and observability of a particular kind of discrete system has been developed. The key idea of the procedure can be reduced to a correct choice of the sampling sequence. This freedom, owing to…
While the design of optimal peak-to-peak controllers/observers for linear systems is known to be a difficult problem, this problem becomes interestingly much easier in the context of interval observers because of the positive nature of the…
The task of state estimation in active distribution systems faces a major challenge due to the integration of different measurements with multiple reporting rates. As a result, distribution systems are essentially unobservable in real time,…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…
We consider the problem of determining the state of a quantum system given one or more readings of the expectation value of an observable. The system is assumed to be a finite dimensional quantum control system for which we can influence…
In previous work the notion of input to state stability (ISS) has been generalized to systems with outputs, yielding a number of useful concepts. When considering a system whose output is to be kept small (i.e. an error output), the notion…
Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…
Policies for Partially Observable Markov Decision Processes (POMDPs) are often designed using a nominal system model. In practice, this model can deviate from the true system during deployment due to factors such as calibration drift or…
We consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing, the height of the two barriers, one for each path,…
In the present paper we consider controllability and observability of second order linear time invariant systems in matrix form. Without reducing into first order systems we show how the classical conditions for first order linear systems…
The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…
This paper investigates an important class of information-flow security property called opacity for stochastic control systems. Opacity captures whether a system's secret behavior (a subset of the system's behavior that is considered to be…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…