Related papers: Backward Map for Filter Stability Analysis
We show cocycle stability for linear maps with a weak irreducibility condition and their jointly integrable perturbations.
Predictive safety filters enable the integration of potentially unsafe learning-based control approaches and humans into safety-critical systems. In addition to simple constraint satisfaction, many control problems involve additional…
Furthering the development of Da Lio-Gianocca-Rivi\`ere's Morse stability theory (arXiv:2212.03124) that was first applied to harmonic maps between manifolds and later extended to the case of Willmore immersions (arXiv:2306.04608-04609), we…
In this paper we discuss backward stochastic differential equations with Markov chain noise, having continuous drivers. We obtain the existence of a solution which is possibly not unique. Moreover, we show there is a minimal solution for…
This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…
Theoretical studies of nonequilibrium systems are complicated by the lack of a general framework. In this work we first show that a transformation introduced by Ao recently (J. Phys. A {\bf 37}, L25 (2004)) is related to previous works of…
The method of location and spectral estimation of weak signals on a noise background is being considered. The method is based on the optimized on order and noise dispersion autoregressive model of a sought signal. A new approach of model…
The study of shear layer instability in compressible flows is key to understanding phenomena from aerodynamics to astrophysical jets. Blumen's seminal paper [``Shear layer instability of an inviscid compressible fluid," J. Fluid Mech. {\bf…
This paper presents the analysis of the stability properties of PID controllers for dynamical systems with multiple state delays, focusing on the mathematical characterization of the potential sensitivity of stability with respect to…
We study blind deconvolution of signals defined on the nodes of an undirected graph. Although observations are bilinear functions of both unknowns, namely the forward convolutional filter coefficients and the graph signal input, a filter…
The rapid rise in inverter-based renewable resources has heightened concerns over subsynchronous resonance and oscillations, thereby challenging grid stability. This paper reviews approaches to identify and mitigate these issues, focusing…
In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for…
When is a nonlinear filter stable with respect to its initial condition? In spite of the recent progress, this question still lacks a complete answer in general. Currently available results indicate that stability of the filter depends on…
In unconstrained maximum a posteriori (MAP) and maximum likelihood estimation, the inverse of minus the merit-function Hessian matrix is an approximation of the estimate covariance matrix. In the Bayesian context of MAP estimation, it is…
Weak Feller property of controlled and control-free Markov chains lead to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability of numerical…
We analyze stability of a system which contains an harmonic oscillator non-linearly coupled to its second harmonic, in the presence of a driving force. It is found that there always exists a critical amplitude of the driving force above…
Several works have shown that perturbation stable instances of the MAP inference problem in Potts models can be solved exactly using a natural linear programming (LP) relaxation. However, most of these works give few (or no) guarantees for…
The possible methodologies to handle the uncertain parameter are reviewed. The core idea of the desensitized Kalman filter is introduced. A new cost function consisting of a posterior covariance trace and trace of a weighted norm of the…
Higher-order time integration methods that unconditionally preserve the positivity and linear invariants of the underlying differential equation system cannot belong to the class of general linear methods. This poses a major challenge for…
This paper concerns piecewise-smooth maps on $\mathbb{R}^d$ that are continuous but not differentiable on switching manifolds (where the functional form of the map changes). The stability of fixed points on switching manifolds is…