Related papers: On exponential stability of Wonham filter
Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…
We demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To…
We analyze in this paper the effect of the well known intelligent proportional controller on the stability of linear control systems. Inspired by the literature on neutral time delay systems and advanced type systems, we derive sufficient…
We prove that the existence of extremal metrics implies asymptotically relative Chow stability. An application of this is the uniqueness, up to automorphisms, of extremal metrics in any polarization.
We present examples of exponential stabilization for the damped wave equation on a compact manifold in situations where the geometric control condition is not satisfied. This follows from a dynamical argument involving a topological…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
This paper is devoted to the exponential stability for one-dimensional linear wave equations with in-domain localized damping and several types of Wentzell (or dynamic) boundary conditions. In a quite general boundary setting, we establish…
The nonlinear filter associated with the discrete time signal-observation model $(X_k,Y_k)$ is known to forget its initial condition as $k\to\infty$ regardless of the observation structure when the signal possesses sufficiently strong…
We continue the study of the AMNM property for weighted semilattices that was initiated in [Y. Choi, J. Austral. Math. Soc. 95 (2013), no. 1, 36-67; arXiv 1203.6691]. We reformulate this in terms of stability of filters with respect to a…
In this paper, we obtain results on exponential stability of second order delay differential equations, which are based on a version of the Floquet theory for delay differential equations of the second order we proposed. Our version allows…
We give stability estimates in the Cauchy problem for general partial differential equation of the elliptic type similar to the Helmholtz equation. We do not impose any (pseudo)convexity assumptions on the domain or the operator. These…
We present a stability result for a wide class doubly nonlinear equations, featuring general maximal monotone operators, and (possibly) nonconvex and nonsmooth energy functionals. The limit analysis resides on the reformulation of the…
In this paper we derive new criterion for uniform stability assessment of the linear periodic time-varying systems $\dot x=A(t)x,$ $A(t+T)=A(t).$ As a corollary, the lower and upper bounds for the Floquet characteristic exponents are…
In our manuscript, we develop a new approach for stability analysis of one-dimensional wave equation with time delay. The major contribution of our work is to develop a new method for spectral analysis. We derive sufficient and necessary…
In this paper, we obtain some stability results of (abstract) dissipative evolution equations with a nonautonomous and nonlinear damping using the exponential stability of the retrograde problem with a linear and autonomous feedback and a…
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problems with infinite horizon. Our result can be formulated as…
The paper deals with an integrodifferential operator which models numerous phenomena in superconductivity, in biology and in viscoelasticity. Initialboundary value problems with Neumann, Dirichlet and mixed boundary conditions are analyzed.…
In this article we study asymptotic properties of weighted samples produced by the auxiliary particle filter (APF) proposed by pitt and shephard (1999). Besides establishing a central limit theorem (CLT) for smoothed particle estimates, we…
We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.
In this paper, we study the stability problem of exponentially subelliptic harmonic maps from sub-Riemannian manifolds to Riemannian manifolds. We derive the rst and second variation formulas for exponentially subelliptic harmonic maps, and…