Related papers: Stability of nonlinear filters in nonmixing case

We are interested in the optimal filter in a continuous time setting. We want to show that the optimal filter is stable with respect to its initial condition. We reduce the problem to a discrete time setting and apply truncation techniques…

In many sharing-economy applications, as well as in conventional economy applications, one wishes to regulate the behaviour of an ensemble of agents with guarantees on both the regulation of the ensemble in aggregate and the revenue or…

We study filtering of multiscale dynamical systems with model error arising from unresolved smaller scale processes. The analysis assumes continuous-time noisy observations of all components of the slow variables alone. For a linear model…

The aim of this paper is to prove that the parametric fundamental equation of information is hyperstable on its open as well as on its closed domain, assuming that the parameter is negative. As a corollary of the main result, it is also…

The nonlinear cross-polarization interaction among two intense counterpropagating beams in a span of lossless randomly birefringent telecom optical fiber may lead to the attraction an initially polarization scrambled signal towards wave…

The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…

We describe a mechanism that results in the nonlinear instability of stationary states even in the case where the stationary states are linearly stable. This instability is due to the nonlinearity-induced coupling of the linearization's…

It is known that Kalman-Bucy filter is stable with respect to initial conditions under the conditions of uniform complete controllability and uniform complete observability (Bishop et. al 2017, Ocone et. al 1996). In this paper, we prove…

This work studies remote state estimation of multiple linear time-invariant systems over shared wireless time-varying communication channels. We model the channel states by a semi-Markov process which captures both the random holding period…

We consider the stability problem for standing waves of nonlinear Dirac models. Under a suitable definition of linear stability, and under some restriction on the spectrum, we prove at the same time orbital and asymptotic stability. We are…

In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…

The information that a pattern of firing in the output layer of a feedforward network of threshold-linear neurons conveys about the network's inputs is considered. A replica-symmetric solution is found to be stable for all but small amounts…

We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…

We establish spectral, linear, and nonlinear stability of the vanishing and slow-moving travelling waves that arise as time asymptotic solutions to the Fisher-Stefan equation. Nonlinear stability is in terms of the limiting equations that…

In this paper, a backward map is introduced for the purposes of analysis of the nonlinear (stochastic) filter stability. The backward map is important because the filter-stability in the sense of $\chisq$-divergence follows from showing a…

Weak Feller property of controlled and control-free Markov chains lead to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability of numerical…

Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

The Gaussian-filtered Navier-Stokes equations are examined theoretically and a generalized theory of their numerical stability is proposed. Using the exact expansion series of subfilter-scale stresses or integration by parts, the terms…

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…