Related papers: Stability of Non-linear Filter for Deterministic D…
In this paper the linear and stationary Discrete-time systems with state variables and dynamic coefficients represented by fuzzy numbers are studied, providing some stability criteria, and characterizing the bounds of the set of solutions…
We derive sufficient conditions for the solvability of the observer design problem for a wide class of nonlinear time-varying systems, including those having triangular structure. We establish that, under weaker assumptions than those…
We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The case of a nominal linear quantum system is considered with non-quadratic…
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…
Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…
In many scenarios, a state-space model depends on a parameter which needs to be inferred from data. Using stochastic gradient search and the optimal filter (first-order) derivative, the parameter can be estimated online. To analyze the…
In this paper, we are interested in obtaining answers to the following questions for particle flow filters: Can we provide a theoretical guarantee that particle flow filters give correct results such as unbiased estimates? Are particle…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
A hidden Markov model is called observable if distinct initial laws give rise to distinct laws of the observation process. Observability implies stability of the nonlinear filter when the signal process is tight, but this need not be the…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable and the set of admissible switching signals obeys pre-specified restrictions on switches between the subsystems and dwell times on…
This paper shows nonlinear stability of homogeneous states in second-order hyperbolic systems of partial differential equations that model the dynamics of dissipative relativistic fluids, by checking a dissipativity criterion formulated…
This work is a theoretical investigation of the stability of the non-linear behavior of an oscillating tip-cantilever system used in dynamic force microscopy. Stability criterions are derived that may help to a better understanding of the…
This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…
We describe a mechanism that results in the nonlinear instability of stationary states even in the case where the stationary states are linearly stable. This instability is due to the nonlinearity-induced coupling of the linearization's…
In this paper we consider the continuous--time nonlinear filtering problem, which has an infinite--dimensional solution in general, as proved by Chaleyat--Maurel and Michel. There are few examples of nonlinear systems for which the optimal…
This paper presents a novel framework for stabilizing nonlinear systems represented in state-dependent form. We first reformulate the nonlinear dynamics as a state-dependent parameter-varying model and synthesize a stabilizing controller…