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This paper develops methodology for local sensitivity analysis based on directional derivatives associated with spatial processes. Formal gradient analysis for spatial processes was elaborated in previous papers, focusing on distribution…

Statistics Theory · Mathematics 2015-03-31 Maria A. Terres , Alan E. Gelfand

This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…

Statistics Theory · Mathematics 2020-07-27 Emil S. Jørgensen , Michael Sørensen

In this paper the asymptotic distribution of estimators is derived in a general regression setting where rank restrictions on a submatrix of the coefficient matrix are imposed and the regressors can include stationary or I(1) processes.…

Statistics Theory · Mathematics 2012-11-08 Dietmar Bauer

Despite the great success of using gradient-based controllers to stabilize rigid formations of autonomous agents in the past years, surprising yet intriguing undesirable collective motions have been reported recently when inconsistent…

Robotics · Computer Science 2016-09-22 Hector Garcia de Marina , Ming Cao , Bayu Jayawardhana

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

We consider parametric estimation and tests for multi-dimensional diffusion processes with a small dispersion parameter $\varepsilon$ from discrete observations. For parametric estimation of diffusion processes, the main target is to…

Statistics Theory · Mathematics 2022-01-20 Tetsuya Kawai , Masayuki Uchida

Can evolving networks be inferred and modeled without directly observing their nodes and edges? In many applications, the edges of a dynamic network might not be observed, but one can observe the dynamics of stochastic cascading processes…

Machine Learning · Computer Science 2019-02-26 Elahe Ghalebi , Baharan Mirzasoleiman , Radu Grosu , Jure Leskovec

Algorithms for multi-agent systems to locate a source or to follow a desired level curve of spatially distributed scalar fields generally require sharing field measurements among the agents for gradient estimation. Yet, in this paper, we…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Said Al-Abri , Fumin Zhang

This paper is concerned with investigating the asymptotic behavior of the gradients of solutions to a class of elliptic systems with general boundary data, especially covering the Lam\'{e} systems, in a narrow region. The novelty of this…

Analysis of PDEs · Mathematics 2022-04-15 Zhiwen Zhao

In various applications in the field of control engineering the estimation of the state variables of dynamic systems in the presence of unknown inputs plays an important role. Existing methods require the so-called observer matching…

Systems and Control · Electrical Eng. & Systems 2022-04-08 Helmut Niederwieser , Markus Tranninger , Richard Seeber , Markus Reichhartinger

This article extends the Generalized Asypmtotic Equipartition Property of Networked Data Structures to cover the Wireless Sensor Network modelled as coloured geometric random graph (CGRG). The main techniques used to prove this result…

Information Theory · Computer Science 2019-10-15 Kwabena Doku-Amponsah

In this paper, a concurrent learning based adaptive observer is developed for a class of second-order nonlinear time-invariant systems with uncertain dynamics. The developed technique results in simultaneous online state and parameter…

Systems and Control · Electrical Eng. & Systems 2024-12-06 Rushikesh Kamalapurkar

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

The internal state of a dynamical system, a set of variables that defines its evolving configuration, is often hidden and cannot be fully measured, posing a central challenge for real-time monitoring and control. While observers are…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Yuan Zhang , Ziyuan Luo , Wenxuan Xu , Jiayu Wu , Wenqi Cao , Ranbo Cheng , Tingting Qin , Yuanqing Xia , Mohamed Darouach , Aming Li , Tyrone Fernando

The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…

Information Theory · Computer Science 2022-05-12 Emanuele Grossi , Marco Lops

This is a review of Glauber's asymptotic diffraction theory, in which diffractive scattering is described in terms of interference between semiclassical amplitudes, resulting from a stationary-phase approximation. Typically two such…

Nuclear Theory · Physics 2019-10-17 Per Osland

This paper studies observability for non-uniform hypergraphs with inputs and outputs. To capture higher-order interactions, we define a canonical non-homogeneous dynamical system with nonlinear outputs on hypergraphs. We then construct…

Systems and Control · Electrical Eng. & Systems 2025-11-14 Chencheng Zhang , Hao Yang , Shaoxuan Cui , Bin Jiang , Ming Cao

We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…

Statistics Theory · Mathematics 2022-08-11 Aishwarya Bhaskaran , Matt P. Wand

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Statistics Theory · Mathematics 2024-03-12 Sara Mazzonetto , Paolo Pigato

This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mathbb{R}^d$. We adopt a stochastic sampling design that can…

Statistics Theory · Mathematics 2023-12-27 Daisuke Kurisu , Yasumasa Matsuda