Related papers: Stability of the nonlinear filter for slowly switc…
Stability problem of the Wonham filter with respect to initial conditions is addressed. The case of ergodic signals is revisited in view of a gap in the classic work of H. Kunita (1971). We give new bounds for the exponential stability…
In this paper we consider the problem of determining the stability properties, and in particular assessing the exponential stability, of a singularly perturbed linear switching system. One of the challenges of this problem arises from the…
We consider a hidden Markov model with multiplicative noise emerging from studies of software reliability. We show the stability of the optimal filter with respect to general initial conditions in the total variation- and $L^p$-norm and…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
This paper is concerned with the problem of nonlinear filter stability of ergodic Markov processes. The main contribution is the conditional Poincar\'e inequality (PI), which is shown to yield filter stability. The proof is based upon a…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
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…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…
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…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…
We establish conditions for an exponential rate of forgetting of the initial distribution of nonlinear filters in $V$-norm, path-wise along almost all observation sequences. In contrast to previous works, our results allow for unbounded…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
When are quantum filters asymptotically independent of the initial state? We show that this is the case for absolutely continuous initial states when the quantum stochastic model satisfies an observability condition. When the initial system…
We give sufficient conditions such that the exponential stability of the linearization of a non-linear system implies that the non-linear system is (locally) exponentially stable. One of these conditions is that the non-linear system is…
Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…