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In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…

Statistics Theory · Mathematics 2009-09-29 Rainer Dahlhaus , Suhasini Subba Rao

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

We present a method for time series analysis of both, scalar and nonscalar time-delay systems. If the dynamics of the system investigated is governed by a time-delay induced instability, the method allows to determine the delay time. In a…

chao-dyn · Physics 2009-10-31 M. J. Bünner , Th. Meyer , A. Kittel , J. Parisi

This paper studies attack-resilient estimation of a class of switched nonlinear systems subject to stochastic noises. The systems are threatened by both of signal attacks and switching attacks. The problem is formulated as the joint…

Optimization and Control · Mathematics 2017-05-09 Hunmin Kim , Pinyao Guo , Minghui Zhu , Peng Liu

Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Maarten van der Hulst , Rodrigo González , Koen Classens , Nic Dirkx , Jeroen van de Wijdeven , Tom Oomen

We consider state-feedback predictor-based control of networked control systems with large time-varying communication delays. We show that even a small controller-to-actuators delay uncertainty may lead to a non-small residual error in a…

Optimization and Control · Mathematics 2016-11-07 A. Selivanov , E. Fridman

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

Dynamical Systems · Mathematics 2024-01-30 Xinyu Wu , Zidong Wang , Wenlian Lu

It is difficult to analyze the stability of systems with time-varying delays. One approach is to construct a time-transformation that converts the system into a form with a constant delay but with a time-varying scalar appearing in the…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Jungbae Chun , Sengiyumva Kisole , Matthew M. Peet , Peter Seiler

We have introduced a mechanism for synchronizing chaotic systems by one way coupling with a variable delay that is reset at finite intervals. Here we extend this method to time delay systems and suggest a new cryptosystem based on this. We…

Chaotic Dynamics · Physics 2010-07-02 G. Ambika , R. E. Amritkar

The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…

Optimization and Control · Mathematics 2025-07-31 Anton Pyrkin , Konstantin Kalinin

The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…

Classical Analysis and ODEs · Mathematics 2019-01-29 Josef Rebenda , Zdeněk Šmarda

We propose a novel feedback controller for a class of uncertain higher-order nonlinear systems, subject to delays in both state measurement and control input signals. Building on the prescribed performance control framework, a…

Optimization and Control · Mathematics 2025-09-11 Thomas Berger , Lampros N. Bikas , Jan Hachmeister , George A. Rovithakis

We propose a recursive Bayesian estimation procedure for multivariate autoregressive models with exogenous inputs based on message passing in a factor graph. Unlike recursive least-squares, our method produces full posterior distributions…

Signal Processing · Electrical Eng. & Systems 2025-06-04 T. N. Nisslbeck , Wouter M. Kouw

The stabilization of uncertain LTI/LPV time delay systems with time varying delays by state-feedback controllers is addressed. At the difference of other works in the literature, the proposed approach allows for the synthesis of resilient…

Systems and Control · Computer Science 2012-04-06 Corentin Briat , Olivier Sename , Jean-François Lafay

This paper addresses the qualitative theory of mixed-order positive linear coupled systems with bounded or unbounded delays. First, we introduce a general result on the existence and uniqueness of solutions to mixed-order linear coupled…

Classical Analysis and ODEs · Mathematics 2023-08-15 H. T. Tuan , L. V. Thinh

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Jean-Sébastien Brouillon , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

Control of systems where the information between the controller, actuator, and sensor can be lost or delayed can be challenging with respect to stability and performance. One way to overcome the resulting problems is the use of prediction…

Optimization and Control · Mathematics 2011-09-27 Rolf Findeisen , Lars Grüne , Jürgen Pannek , Paolo Varutti

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

This paper provides new summation inequalities in both single and double forms to be used in stability analysis of discrete-time systems with time-varying delays. The potential capability of the newly derived inequalities is demonstrated by…

Optimization and Control · Mathematics 2016-06-02 Le Van Hien , Hieu Trinh
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