Related papers: Stability of the nonlinear filter for slowly switc…
This article provides a characterization of stability for switched nonlinear systems under average dwell-time constraints, in terms of necessary and sufficient conditions involving multiple Lyapunov functions. Earlier converse results focus…
We propose a stability analysis method for sampled-data switched linear systems with finite-level static quantizers. In the closed-loop system, information on the active mode of the plant is transmitted to the controller only at each…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…
In this paper, we consider the asymptotic stability for a system of linear delay differential equations. By analysing of the characteristic equation in detail, we have established the necessary and sufficient condition for the asymptotic…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
Given an infinitesimal perturbation of a discrete-time finite Markov chain, we seek the states that are stable despite the perturbation, \textit{i.e.} the states whose weights in the stationary distributions can be bounded away from $0$ as…
We formulate a new criterion of the asymptotic stability for some non-equicontinuous Markov semigroups, the so-called eventually continuous semigroups. In particular, we provide a non-equicontinuous Markov semigroup example with essential…
In most practical adaptive signal processing systems, e.g., active noise control, active vibration control, and acoustic echo cancellation, substantial nonlinearities that cannot be neglected exist. In this paper, we analyze the behaviors…
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…
Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…
We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of…
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…
In this work, we study stability of distributed filtering of Markov chains with finite state space, partially observed in conditionally Gaussian noise. We consider a nonlinear filtering scheme over a Distributed Network of Agents (DNA),…
Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…
The paper is concerned with asymptotic stability properties of linear switched systems. Under the hypothesis that all the subsystems share a non strict quadratic Lyapunov function, we provide a large class of switching signals for which a…
We report the first experimental realization of pattern formation in a spatially extended nonlinear system when the system is alternated between two states, neither of which exhibits patterning. Dynamical equations modeling the system are…
Graph-structured data arise in a variety of real-world context ranging from sensor and transportation to biological and social networks. As a ubiquitous tool to process graph-structured data, spectral graph filters have been used to solve…
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…
In this paper, we analyze the instability of continuous-time Markov jump linear systems. Although there exist several effective criteria for the stability of Markov jump linear systems, there is a lack of methodologies for verifying their…
This note studies monotone Markov chains, a subclass of Markov chains with extensive applications in operations research and economics. While the properties that ensure the global stability of these chains are well studied, their…