Related papers: On the Discretization of Robust Exact Filtering Di…
The paper introduces a novel algorithm for computing the output admissible set of linear discrete-time systems subject to input saturation. The proposed method takes advantage of the piecewise-affine dynamics to propagate the output…
This paper deals with an implicit Newton-like inertial dynamical system governed by a maximally comonotone inclusion problem in a Hilbert space. Under suitable conditions, we establish not only pointwise estimates and integral estimates for…
This paper discusses a multi-term time-fractional delay differential equation in a real Hilbert space. An iterative scheme for a multi-term time-fractional differential equation is established using Rothe's method. The method of…
Control laws for continuous-time dynamical systems are most often implemented via digital controllers using a sample-and-hold technique. Numerical discretization of the continuous system is an integral part of subsequent analysis. Feedback…
Extracting the underlying trend signal is a crucial step to facilitate time series analysis like forecasting and anomaly detection. Besides noise signal, time series can contain not only outliers but also abrupt trend changes in real-world…
Traditionally, the delay margin of a looped system is computed by considering both the controller and system representations that evolve in the same space (e.g. either continuous or discrete-time). However, as in practice the system is…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
This paper presents an adaptive causal discrete-time filter for derivative estimation, exemplified by its use in estimating relative velocity in a mechatronic application. The filter is based on a constrained least squares estimator with…
We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
Auditing differential privacy has emerged as an important area of research that supports the design of privacy-preserving mechanisms. Privacy audits help to obtain empirical estimates of the privacy parameter, to expose flawed…
Typically when designing distributed controllers it is assumed that the state-space model of the plant consists of sparse matrices. However, in the discrete-time setting, if one begins with a continuous-time model, the discretization…
We elucidate why an interval algorithm that computes the exact bounds on the amplitude and phase of the discrete Fourier transform can run in polynomial time. We address this question from a formal perspective to provide the mathematical…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
This technical report is concerned with the convergence properties of what we call the split optimal policy iteration for coupled LQR problems; see section 3.1 in the manuscript. Interestingly, the iteration shows different convergence…
We study two numerical approximations of solutions of nonlocal diffusion evolution problems which are inspired in algorithms for computing the bilateral denoising filtering of an image, and which are based on functional rearrangements and…
Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the…
State minimization of combinatorial filters is a fundamental problem that arises, for example, in building cheap, resource-efficient robots. But exact minimization is known to be NP-hard. This paper conducts a more nuanced analysis of this…
We introduce a general formulation for automatic differentiation through direct form filters, yielding a closed-form backpropagation that includes initial condition gradients. The result is a single expression that can represent both the…