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The scope of this research is the identification of unknown piecewise constant parameters of linear regression equation under the finite excitation condition. Compared to the known methods, to make the computational burden lower, only one…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Anton Glushchenko , Konstantin Lastochkin

Suppose a process yields independent observations whose distributions belong to a family parameterized by \theta\in\Theta. When the process is in control, the observations are i.i.d. with a known parameter value \theta_0. When the process…

Statistics Theory · Mathematics 2007-06-13 Gary Lorden , Moshe Pollak

This paper concerns the problem of adaptive output regulation for multivariable nonlinear systems in normal form. We present a regulator employing an adaptive internal model of the exogenous signals based on the theory of nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-09-16 Michelangelo Bin , Pauline Bernard , Lorenzo Marconi

Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…

Analysis of PDEs · Mathematics 2024-11-04 Thi Lien Nguyen , Bao Quoc Tang

We analyze a reaction coefficient identification problem for the spectral fractional powers of a symmetric, coercive, linear, elliptic, second-order operator in a bounded domain $\Omega$. We realize fractional diffusion as the…

Numerical Analysis · Mathematics 2019-05-01 Enrique Otarola , Tran Nhan Tam Quyen

This paper presents a new parameter estimation method for It\^{o} diffusions such that the resulting model predicts the equilibrium statistics as well as the sensitivities of the underlying system to external disturbances. Our formulation…

Numerical Analysis · Mathematics 2017-05-24 John Harlim , Xiantao Li , He Zhang

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

In this note, the problem of simultaneous leader-following consensus and parameter estimation is studied for a class of multi-agent systems subject to an uncertain leader system. The leader system is described by a sum of sinusoids with…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Shimin Wang , Xiangyu Meng

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

Analysis of PDEs · Mathematics 2026-04-01 Hideki Murakawa , Florian Salin

In this work, we consider a differential description of the evolution of the state of a reaction-diffusion system under environmental fluctuations. We are interested in estimating the state of the system when only partial observations are…

Optimization and Control · Mathematics 2023-04-13 Augusto Magalhães , Otacílio B. L. Neto , Francesco Corona

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We estimate the distribution of random parameters in a distributed parameter model with unbounded input and output for the transdermal transport of ethanol in humans. The model takes the form of a diffusion equation with the input being the…

Optimization and Control · Mathematics 2018-08-14 Melike Sirlanci , Susan E. Luczak , Catharine E. Fairbairn , Dahyeon Kang , Ruoxi Pan , Xin Yu , I. G. Rosen

We present a new method of estimating the dispersion of a distribution which is based on the surprising property of a function that measures information processing intensity. It turns out that this function has a maximum at its fixed point.…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Rober Jankowski , Marcin Makowski , Edward W. Piotrowski

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…

Systems and Control · Electrical Eng. & Systems 2021-10-12 Guitao Yang , Angelo Barboni , Hamed Rezaee , Thomas Parisini

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Methodology · Statistics 2025-09-26 Miguel Alvarez , Ajay Jasra

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…

Probability · Mathematics 2009-01-27 Carl Mueller , Roger Tribe

We consider evolutionary reaction-diffusion problem with mixed Dirichlet--Robin boundary conditions. For this class of problems, we derive two-sided estimates of the distance between any function in the admissible energy space and exact…

Numerical Analysis · Mathematics 2013-12-17 Svetlana Matculevich , Pekka Neittaanmäki , Sergey Repin

This paper is concerned with the state estimation problem for genetic regulatory networks with time-varying delays and reaction-diffusion terms under Dirichlet boundary conditions. It is assumed that the nonlinear regulation function is of…

Optimization and Control · Mathematics 2015-09-15 Y. Y. Han , X. Zhang , L. G. Wu , Y. T. Wang