Related papers: Backward Map for Filter Stability Analysis
When three types of noise are introduced to the area-preserving Harper map, the Poincar\'e recurrence statistic (PRS) exhibits an extended tail, corresponding to an increased probability of longer recurrence times. For a deterministic case…
This paper introduces an innovative method for ensuring global stability in a broad array of nonlinear systems. The novel approach enhances the traditional analysis based on Jacobian matrices by incorporating the Taylor series boundary…
Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…
A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…
When computing the eigenstructure of matrix pencils associated with the passivity analysis of perturbed port-Hamiltonian descriptor system using a structured generalized eigenvalue method, one should make sure that the computed spectrum…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…
Consider the one-dimensional stochastic Helmholtz equation where the source is assumed to be driven by the white noise. This paper concerns the stability analysis of the inverse random source problem which is to reconstruct the statistical…
We improve the preceding results obtained by the first and the second authors in [3]. They concern the stability issue of the inverse problem that consists in determining the potential and the damping coefficient in a wave equation from an…
We present significant improvements to our previous work on noise reduction in {\sl Herschel} observation maps by defining sparse filtering tools capable of handling, in a unified formalism, a significantly improved noise reduction as well…
The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own right, as a rather prototypical model of a matrix-valued…
This paper is concerned with the stability estimates for inverse source problems of the stochastic Helmholtz equation driven by white noise. The well-posedness is established for the direct source problems, which ensures the existence and…
In the present paper, we show the backward stability of the Schur decomposition for a given matrix under small perturbation.
We present stability estimates for the inverse source problem of the stochastic Helmholtz equation in two and three dimensions by either near-field or far-field data. The random source is assumed to be a microlocally isotropic generalized…
We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…
Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…
A thorough backward stability analysis of Hotelling's deflation, an explicit external deflation procedure through low-rank updates for computing many eigenpairs of a symmetric matrix, is presented. Computable upper bounds of the loss of the…
To our knowledge, the analysis of convergence rates for persistence diagrams estimation from noisy signals has predominantly relied on lifting signal estimation results through sup-norm (or other functional norm) stability theorems. We…
The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic…
Positive definiteness of a Hamiltonian expanded about an equilibrium point provides only a necessary condition for stability, a criterion known as Dirichlet's theorem. The reason that this criterion is not necessary for stability is because…