Related papers: Stability of the nonlinear filter for slowly switc…
In this paper we consider switched nonlinear systems under average dwell time switching signals, with an otherwise arbitrary compact index set and with additional constraints in the switchings. We present invariance principles for these…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
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…
We give a sufficient condition for exponential stability of a network of lossless telegrapher's equations, coupled by linear time-varying boundary conditions. The sufficient conditions is in terms of dissipativity of the couplings, which is…
The stability and transition in the bottom boundary layer under a solitary wave are analysed in the presence of finite amplitude disturbances. First, the receptivity of the boundary layer is investigated using a linear input-output…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…
A mathematical model describing the initial stage of the capture into the parametric autoresonance in nonlinear oscillating systems with a dissipation is considered. Solutions with unboundedly growing energy in time at infinity are…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
This paper presents a simple algorithm to check whether reachability probabilities in parametric Markov chains are monotonic in (some of) the parameters. The idea is to construct - only using the graph structure of the Markov chain and…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
In many large systems, such as those encountered in biology or economics, the dynamics are nonlinear and are only known very coarsely. It is often the case, however, that the signs (excitation or inhibition) of individual interactions are…
The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov…
This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…
Linear stability analysis of speckle pattern resulting from multiple, diffuse scattering of coherent light waves in random media with intensity-dependent refractive index (noninstantaneous Kerr nonlinearity) is performed. The speckle…
This paper deals with input/output-to-state stability (IOSS) of switched nonlinear systems in the discrete-time setting. We present an algorithm to construct periodic switching signals that obey pre-specified restrictions on admissible…
We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined…
We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…