Related papers: Phase I Distribution-Free Control Charts for Indiv…
A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…
The analysis of parametrised systems is a growing field in verification, but the analysis of parametrised probabilistic systems is still in its infancy. This is partly because it is much harder: while there are beautiful cut-off results for…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…
A scope in quality control, which has recently received a great deal of attention is profile that characterizes the quality of a product or process by a relationship between two or more variables. In this paper, we propose an EWMA chart for…
We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…
We propose a provably stabilizing and tractable approach for control of constrained linear systems under intermittent observations and unreliable transmissions of control commands. A smart sensor equipped with a Kalman filter is employed…
The scan statistic is by far the most popular method for anomaly detection, being popular in syndromic surveillance, signal and image processing, and target detection based on sensor networks, among other applications. The use of the scan…
The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
This paper proposes a control chart for monitoring percentiles of a process that follows a truncated beta distribution, utilizing a studentized parametric bootstrap method to account for the case when in-control parameters are unknown. To…
We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…
A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability based…
We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated…
We consider a Prohorov metric-based nonparametric approach to estimating the probability distribution of a random parameter vector in discrete-time abstract parabolic systems. We establish the existence and consistency of a least squares…
We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
In recent years, the monitoring of compositional data using control charts has been investigated in the Statistical Process Control field. In this study, we will design a Phase II Multivariate Exponentially Weighted Moving Average (MEWMA)…
Control charts can be applied in a wide range of areas, this paper focuses on generalisations suitable for healthcare applications. We concentrate on the effect of using mixture distributions as the possible shifts in the process mean…
The possibility of flexibly assigning spectrum resources with channels of different sizes greatly improves the spectral efficiency of optical networks, but can also lead to unwanted spectrum fragmentation.We study this problem in a scenario…
We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…
We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…