Related papers: Backward Map for Filter Stability Analysis
Primarily motivated by the stability analysis of nonlinear waves in second-order in time Hamiltonian systems, in this paper we develop an instability index theory for quadratic operator pencils acting on a Hilbert space. In an extension of…
A novel approximate Bayesian filter based on backward stochastic differential equations is introduced. It uses a nonlinear Feynman--Kac representation of the filtering problem and the approximation of an unnormalized filtering density using…
Stability is a key property of both forward models and inverse problems, and depends on the norms considered in the relevant function spaces. For instance, stability estimates for hyperbolic partial differential equations are often based on…
We propose a general technique for extracting a larger set of stable information from persistent homology computations than is currently done. The persistent homology algorithm is usually viewed as a procedure which starts with a filtered…
Since the innovation of the ubiquitous Kalman filter more than five decades back it is well known that to obtain the best possible estimates the tuning of its statistics $X_0$, $P_0$, $\Theta$, $R$ and $Q$ namely initial state and…
We consider the filtering of continuous-time finite-state hidden Markov models, where the rate and observation matrices depend on unknown time-dependent parameters, for which no prior or stochastic model is available. We quantify and…
Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…
In this paper we prove two results regarding reconstruction from magnitudes of frame coefficients (the so called "phase retrieval problem"). First we show that phase retrievability as an algebraic property implies that nonlinear maps are…
We deal with the problem of determining the shape of an inclusion embedded in a homogenous background medium. The multifre-quency electrical impedance tomography is used to image the inclusion. For different frequencies, a current is…
In this work we study the theoretical Lipschitz stability and propose a low-rank-assisted numerical method for the inverse medium scattering beyond the Born region. The proposed low-rank structure is based on the disk prolate spheroidal…
We propose an abstract approach to prove local uniqueness and conditional H\"older stability to non-linear inverse problems by linearization. The main condition is that, in addition to the injectivity of the linearization $A$, we need a…
We study the exponential stability in the $H^{2}$ norm of the nonlinear Saint-Venant (or shallow water) equations with arbitrary friction and slope using a single Proportional-Integral (PI) control at one end of the channel. Using a good…
This paper deals with existence and robust stability of hybrid limit cycles for a class of hybrid systems given by the combination of continuous dynamics on a flow set and discrete dynamics on a jump set. For this purpose, the notion of…
We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist asymptotic evaluation of Bayesian analysis methods. Our main result gives…
The stability of iterations of affine linear maps $\Psi_{n}(x)=A_{n}x+B_{n}$, $n=1,2,\ldots$, is studied in the presence of a Markovian environment, more precisely, for the situation when $(A_{n},B_{n})_{n\ge 1}$ is modulated by an ergodic…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
The harmonic oscillator is a powerful model that can appear as a limit case when examining a nonlinear system. A well known fact is, that without driving, the inclusion of a friction term makes the origin of the phase space -- which is a…
This paper deals with problem of blind identification of a graph filter and its sparse input signal, thus broadening the scope of classical blind deconvolution of temporal and spatial signals to irregular graph domains. While the…
This paper examines the stability of the \`a trous algorithm under arbitrary iteration in the context of a more general study of shift-invariant filter banks. The main results describe sufficient conditions on the associated filters under…
The hidden Markov model (HMM) provides a powerful framework for inference in time-varying environments, where the underlying state evolves according to a Markov chain. To address the optimal filtering problem in general dynamic settings, we…