Related papers: Exponential Filter Stability via Dobrushin's Coeff…
In this paper, we prove the exponential stability property of a class of mechanical systems represented in the port-Hamiltonian framework. To this end, we propose a Lyapunov candidate function different from the Hamiltonian of the system.…
We theoretically and experimentally investigate conditional enhancement of overall coherence of quantum states by probabilistic quantum operations that apply to the input state a quantum filter diagonal in the basis of incoherent states. We…
We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions…
It is nontrivial to achieve exponential stability even for time-invariant nonlinear systems with matched uncertainties and persistent excitation (PE) condition. In this paper, without the need for PE condition, we address the problem of…
Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
This paper studies exponential stability properties of a class of two-dimensional (2D) systems called differential repetitive processes (DRPs). Since a distinguishing feature of DRPs is that the problem domain is bounded in the "time"…
Several newly developing hybrid imaging methods (e.g., those combining electrical impedance or optical imaging with acoustics) enable one to obtain some auxiliary interior information (usually some combination of the electrical conductivity…
The present article considers stability of the solutions to nonlinear and nonautonomous compartmental systems governed by ordinary differential equations (ODEs). In particular, compartmental systems with a right-hand side that can be…
In this technical note, we consider the stability properties of a viscously damped Timoshenko beam equation with spatially varying parameters. With the help of the port-Hamiltonian framework, we first prove the existence of solutions and…
In this work, we present a positivity-preserving entropy-based adaptive filtering method for shock capturing in discontinuous spectral element methods. By adapting the filter strength to enforce positivity and a local discrete minimum…
In this paper we study posterior consistency for different topologies on the parameters for hidden Markov models with finite state space. We first obtain weak and strong posterior consistency for the marginal density function of finitely…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
A thermodynamic stability criterion for the spontaneous breaking of the translation invariance of many particle systems is derived. It simply requires the positive character of the wavevector dependent dielectric function as generalising…
We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More…
We study the inverse problem in Optical Tomography of determining the optical properties of a medium $\Omega\subset\mathbb{R}^n$, with $n\geq 3$, under the so-called diffusion approximation. We consider the time-harmonic case where $\Omega$…
Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…
In this paper we propose a new method to detect and classify coexisting solutions in nonlinear systems. We focus on mechanical and structural systems where we usually avoid multistability for safety and reliability. We want to be sure that…
In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…
The self-consistent quantum-electrostatic (also known as Poisson-Schr\"odinger) problem is notoriously difficult in situations where the density of states varies rapidly with energy. At low temperatures, these fluctuations make the problem…