Related papers: Stability of nonlinear filters in nonmixing case
We study the problem of mean-square exponential incremental stabilization of nonlinear systems over uncertain communication channels. We show the ability to stabilize a system over such channels is fundamentally limited and the channel…
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…
Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…
We present a streamlined account of recent developments in the stability theory for planar viscous shock waves, with an emphasis on applications to physical models with ``real,'' or partial viscosity. The main result is the establishment of…
We consider the stability of a system of equations which are a singular perturbation of the incompressible rigid-plastic flow equations used to model granular flow. A linear stability analysis shows that solutions of these equations are…
It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…
For a non-linear MIMO feedback system, the robustness against uncertain time-variations in the feedback loop is investigated in an input-output framework. A general sufficient condition in terms of a bound on average rates of time-variation…
This paper investigates the stability of Kalman filtering over Gilbert-Elliott channels where random packet drop follows a time-homogeneous two-state Markov chain whose state transition is determined by a pair of failure and recovery rates.…
We study the stability of coupled impedance passive regular linear systems under power-preserving interconnections. We present new conditions for strong, exponential, and non-uniform stability of the closed-loop system. We apply the…
Stability of the zero solution plays an important role in the investigation of positive systems. In this note, we revisit the $\mu$-stability of positive nonlinear systems with unbounded time-varying delays. The system is modelled by…
This paper is devoted to the study of Lyapunov type inequalities for periodic conservative systems. The main results are derived from a previous analysis which relates the best Lyapunov constants to some especial (constrained or…
This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…
Consider the planar linear switched system $\dot x(t)=u(t)Ax(t)+(1-u(t))Bx(t),$ where $A$ and $B$ are two $2\times2$ real matrices, $x \in \R^2$, and $u(.):[0,\infty[\to\{0,1\}$ is a measurable function. In this paper we consider the…
This paper is concerned with the problem of nonlinear (stochastic) filter stability of a hidden Markov model (HMM) with white noise observations. A contribution is the variance decay property which is used to conclude filter stability. For…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
This paper investigates the stability of switched linear systems whose switching signal is modeled as a stochastic process called a regenerative process. We show that the mean stability of such a switched system is characterized by the…
In this note we prove that the parametric fundamental equation of information is stable in the sense of Hyers and Ulam provided that the parameter is nonpositive. We also prove, as a corollary, that the system of equations that defines the…
A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and $\beta$-mixing solution is established under a mild assumption on the density of the underlying independent process. We give…
The main result relates to structured robust stability analysis of an input-output model for networks with link uncertainty. It constitutes a collection of integral quadratic constraints, which together imply robust stability of the…
We show that a meaningful statistical description is possible in conservative and mixing systems with zero Lyapunov exponent in which the dynamical instability is only linear in time. More specifically, (i) the sensitivity to initial…