Related papers: Stability of the nonlinear filter for slowly switc…
The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…
This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
In this work, we study finite-time stability of switched and hybrid systems in the presence of unstable modes. We present sufficient conditions in terms of multiple Lyapunov functions for the origin of the system to be finite time stable.…
This article deals with the stability analysis of a drilling system which is modelled as a coupled ordinary differential equation / string equation. The string is damped at the two boundaries but leading to a stable open-loop system. The…
One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…
Predictive safety filters provide a way of projecting potentially unsafe inputs, proposed, e.g. by a human or learning-based controller, onto the set of inputs that guarantee recursive state and input constraint satisfaction by leveraging…
Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…
We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…
Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…
Using a Liao-type exponent, we study the stability of a time-varying nonlinear switching system.
Turing patterns on unbounded domains have been widely studied in systems of reaction-diffusion equations. However, up to now, they have not been studied for systems of conservation laws. Here, we (i) derive conditions for Turing instability…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
We develop a self-consistent theory of temporal fluctuations of a speckle pattern resulting from the multiple scattering of a coherent wave in a weakly nonlinear disordered medium. The speckle pattern is shown to become unstable if the…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
This paper revisits the classical question of the stability of the nonlinear Wonham filter. The novel contributions of this paper are two-fold: (i) definition of the stabilizability for the (control-theoretic) dual to the nonlinear filter;…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
In this work we study the asymptotic of renewal sequences associated with certain transient renewal Markov chains and enquire about the existence of limit laws in this set up.
The intermittent on-off switching of feedback control is considered as a major mechanism of postural stabilization during human quiet standing, which can be modeled by switched-type hybrid stochastic delay differential equations with…
The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behavior. In this paper, for a higher order Markov chain, we establish some properties related to its exact limiting…