Related papers: Stability of the nonlinear filter for slowly switc…

A right continuous Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equation, and we call such stochastic system as stochastic Navier-Stokes equation with Markov switching. In the present…

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…

In this paper, we study the problem of state observation of nonlinear systems over an erasure channel. The notion of mean square exponential stability is used to analyze the stability property of observer error dynamics. The main results of…

We study a class of singularly perturbed impulsive linear switched systems exhibiting switching between slow and fast dynamics. To analyze their behavior, we construct auxiliary switched systems evolving in a single time scale. We prove…

The thermomagnetic instability of the critical state in superconductors is analysed with account of the dissipation and dispersion. The possibility is demonstrated of the existance of a nonlinear shok wave describing the final stage of the…

In this paper, we characterize the stability of matrix-valued Markovian chains by periodic data.

We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…

Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

The problem of nonlinear filtering has engendered a surprising number of mathematical techniques for its treatment. A notable example is the change-of--probability-measure method originally introduced by Kallianpur and Striebel to derive…

For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…

A spectral method for identifying lumping in large Markov chains is presented. Identification of meta stable states is treated as a special case. The method is based on spectral analysis of a self-adjoint matrix that is a function of the…

In this paper, we study the problem of stabilizing switched linear systems when only limited information about the state and the mode of the system is available, which occurs in many applications involving networked switched systems (such…

In this paper, we consider a stabilization problem of an uncertain system in a networked control setting. Due to the network, the measurements are quantized to finite-bit signals and may be randomly lost in the communication. We study…

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…

We study controlled filter stability and its effects on the robustness properties of optimal control policies designed for systems with incorrect priors applied to a true system. Filter stability refers to the correction of an incorrectly…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…