Related papers: Flows of vector fields and the Kalman Theorem
The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…
Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…
The method of Feynman-Kac perturbation of quantum stochastic processes has a long pedigree, with the theory usually developed within the framework of processes on von Neumann algebras. In this work, the theory of operator spaces is…
Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…
Kelvin's Theorem on conservation of circulations is an essential ingredient of G. I. Taylor's theory of turbulent energy dissipation by the process of vortex-line stretching. In previous work, we have proposed a nonlinear mechanism for the…
We formulate a refined theory of linear systems, using the methods of a previous paper, "A Theory of Branches for Algebraic Curves", and use it to give a geometric interpretation of the genus of an algebraic curve. Using principles of…
We generalize some of the results of Harvey, Lawson and Latschev about transgression formulas. The focus here is on flowing forms via vertical vector fields, especially Morse-Bott-Smale vector fields. We prove a very general transgression…
The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process $x$ taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields…
We survey recent results on controlled particle systems. The control aspect introduces new challenges in the discussion of properties and suitable mean field limits. Some of the aspects are highlighted in a detailed discussion of a…
This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem. The latter provides a…
In this paper we consider output controllability for linear time-invariant systems. In a recent paper by Danhane, Loh{\'e}ac and Jungers it has been pointed out that although output controllability is a classical notion in control theory,…
Families of regimes for control systems are studied possessing the so called quasi-controllability property that is similar to the Kalman controllability property. A new approach is proposed to estimate the degree of transients overshooting…
The universality of the celebrated Kalman filtering can be found in control theory. The Kalman filter has found its striking applications in sophisticated autonomous systems and smart products, which are attributed to its realization in a…
It is well known that quantum continuous observations and nonlinear filtering can be developed within the framework of the quantum stochastic calculus of Hudson-Parthasarathy. The addition of real-time feedback control has been discussed by…
The central result about fast rotating-flow structures is the Taylor-Proudman theorem (TPT) which connects various aspects of the dynamics. Taylor's geometrical proof of TPT is reproduced and extended substantially, with Lie's theory for…
A new conformal field theory description of two-dimensional turbulence is proposed. The recently established class of rational logarithmic conformal field theories provides a unique candidate solution which resolves many of the drawbacks of…
We develop a family of simple rank one theories built over quite arbitrary sequences of finite hypergraphs. (This extends an idea from the recent proof that Keisler's order has continuum many classes, however, the construction does not…
We study the phenomenon of turbulence from the point of view of statistical physics. We discuss what makes the turbulent states different from the thermodynamic equilibrium and give the turbulent analog of the partition function. Then,…
Linear control theory provides a rich source of inspiration and motivation for development in the matrix theory. Accordingly, in this paper, a generalization of Matrix Determinant Lemma to the finite sum of outer products of column vectors…
Regressing the vector field of a dynamical system from a finite number of observed states is a natural way to learn surrogate models for such systems. We present variants of cross-validation (Kernel Flows \cite{Owhadi19} and its variants…