Mobile robot localization under stochastic communication protocol

Yanyang Lu; Bo Shen

Displaying similar documents to “Mobile robot localization under stochastic communication protocol”

Variance-Constrained $H_{\infty}$ finite-horizon filtering for multi-rate time-varying networked systems based on stochastic protocols

Ming Lyu, Jie Zhang, YuMing Bo (2020)

Kybernetika

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In this paper, the variance-constrained $H_{\infty}$ finite-horizon filtering problem is investigated for a class of time-varying nonlinear system under muti-rate communication network and stochastic protocol (SP). The stochastic protocol is employed to determine which sensor obtains access to the muti-rate communication network in order to relieve communication burden. A novel mapping technology is applied to characterize the randomly switching behavior of the data transmission resulting from...

Event-based multi-objective filtering for multi-rate time-varying systems with random sensor saturation

Hui Li, Ming Lyu, Baozhu Du (2020)

Kybernetika

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This paper focuses on the multi-objective filtering of multirate time-varying systems with random sensor saturations, where both the variance-constrained index and the $H_{\infty}$ index are employed to evaluate the filtering performance. According to address issues, the high-frequency period of the internal state of the system is nondestructively converted to the low-frequency period, which determined by the measurement devices. Then the saturated output of multiple sensors is modeled as a sector...

Limit theorems for stochastic recursions with Markov dependent coefficients

Dariusz Buraczewski, Małgorzata Letachowicz (2012)

Colloquium Mathematicae

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We consider the stochastic recursion $X ₙ = A ₙ X_{n - 1} + B ₙ$ for Markov dependent coefficients (Aₙ,Bₙ) ∈ ℝ⁺ × ℝ. We prove the central limit theorem, the local limit theorem and the renewal theorem for the partial sums Sₙ = X₁+ ⋯ + Xₙ.

Viability theorems for stochastic inclusions

Michał Kisielewicz (1995)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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Sufficient conditions for the existence of solutions to stochastic inclusions $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{I R ⁿ} H_{τ, z} (x_{τ}) ν ̃ (d τ, d z)$ beloning to a given set K of n-dimensional cádlág processes are given.

Some observations on filters with properties defined by open covers

Rodrigo Hernández-Gutiérrez, Paul J. Szeptycki (2015)

Commentationes Mathematicae Universitatis Carolinae

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We study the relation between the Hurewicz and Menger properties of filters considered topologically as subspaces of $𝒫 (ω)$ with the Cantor set topology.

Some Results on Stochastic Porous Media Equations

Viorel Barbu, Giuseppe Da Prato, Michael Röckner (2008)

Bollettino dell'Unione Matematica Italiana

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Some recent results about nonnegative solutions of stochastic porous media equations in bounded open subsets of $\mathbb{R}^{3}$ are considered. The existence of an invariant measure is proved.

Extending the Wong-Zakai theorem to reversible Markov processes

Richard F. Bass, B. Hambly, Terry Lyons (2002)

Journal of the European Mathematical Society

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We show how to construct a canonical choice of stochastic area for paths of reversible Markov processes satisfying a weak Hölder condition, and hence demonstrate that the sample paths of such processes are rough paths in the sense of Lyons. We further prove that certain polygonal approximations to these paths and their areas converge in $p$ -variation norm. As a corollary of this result and standard properties of rough paths, we are able to provide a significant generalization of the classical...

Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric

Vlasta Kaňková, Vadim Omelčenko (2018)

Kybernetika

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Optimization problems with stochastic dominance constraints are helpful to many real-life applications. We can recall e. g., problems of portfolio selection or problems connected with energy production. The above mentioned constraints are very suitable because they guarantee a solution fulfilling partial order between utility functions in a given subsystem $𝒰$ of the utility functions. Especially, considering $𝒰 : = 𝒰_{1}$ (where $𝒰_{1}$ is a system of non decreasing concave nonnegative utility functions)...

On meager function spaces, network character and meager convergence in topological spaces

Taras O. Banakh, Volodymyr Mykhaylyuk, Lubomyr Zdomsky (2011)

Commentationes Mathematicae Universitatis Carolinae

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For a non-isolated point $x$ of a topological space $X$ let ${nw}_{χ} (x)$ be the smallest cardinality of a family $𝒩$ of infinite subsets of $X$ such that each neighborhood $O (x) \subset X$ of $x$ contains a set $N \in 𝒩$ . We prove that (a) each infinite compact Hausdorff space $X$ contains a non-isolated point $x$ with ${nw}_{χ} (x) = ℵ_{0}$ ; (b) for each point $x \in X$ with ${nw}_{χ} (x) = ℵ_{0}$ there is an injective sequence ${(x_{n})}_{n \in ω}$ in $X$ that $ℱ$ -converges to $x$ for some meager filter $ℱ$ on $ω$ ; (c) if a functionally Hausdorff space $X$ contains an $ℱ$ -convergent injective sequence for some...

A stochastic mirror-descent algorithm for solving $A X B = C$ over an multi-agent system

Yinghui Wang, Songsong Cheng (2021)

Kybernetika

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In this paper, we consider a distributed stochastic computation of $A X B = C$ with local set constraints over an multi-agent system, where each agent over the network only knows a few rows or columns of matrixes. Through formulating an equivalent distributed optimization problem for seeking least-squares solutions of $A X B = C$ , we propose a distributed stochastic mirror-descent algorithm for solving the equivalent distributed problem. Then, we provide the sublinear convergence of the proposed algorithm....

On Stochastic Differential Equations with Reflecting Boundary Condition in Convex Domains

Weronika Łaukajtys (2004)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let D be an open convex set in $ℝ^{d}$ and let F be a Lipschitz operator defined on the space of adapted càdlàg processes. We show that for any adapted process H and any semimartingale Z there exists a unique strong solution of the following stochastic differential equation (SDE) with reflection on the boundary of D: $X_{t} = H_{t} + \int_{0}^{t} ⟨ F {(X)}_{s -}, d Z_{s} ⟩ + K_{t}$ , t ∈ ℝ⁺. Our proofs are based on new a priori estimates for solutions of the deterministic Skorokhod problem.

Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity

Marc Peigné, Wolfgang Woess (2011)

Colloquium Mathematicae

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Consider a proper metric space and a sequence ${(F ₙ)}_{n \geq 0}$ of i.i.d. random continuous mappings → . It induces the stochastic dynamical system (SDS) $X ₙ^{x} = F ₙ \circ . . . \circ F ₁ (x)$ starting at x ∈ . In this and the subsequent paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the present first part, we elaborate, improve and complete the unpublished work of Martin Benda on local contractivity, which merits publicity and provides an important tool for studying...

Stochastic performance measurement in two-stage network processes: A data envelopment analysis approach

Alireza Amirteimoori, Saber Mehdizadeh, Sohrab Kordrostami (2022)

Kybernetika

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In classic data envelopment analysis models, two-stage network structures are studied in cases in which the input/output data set are deterministic. In many real applications, however, we face uncertainty. This paper proposes a two-stage network DEA model when the input/output data are stochastic. A stochastic two-stage network DEA model is formulated based on the chance-constrained programming. Linearization techniques and the assumption of single underlying factor of the data are used...

Optimized state estimation for nonlinear dynamical networks subject to fading measurements and stochastic coupling strength: An event-triggered communication mechanism

Chaoqing Jia, Jun Hu, Chongyang Lv, Yujing Shi (2020)

Kybernetika

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This paper is concerned with the design of event-based state estimation algorithm for nonlinear complex networks with fading measurements and stochastic coupling strength. The event-based communication protocol is employed to save energy and enhance the network transmission efficiency, where the changeable event-triggered threshold is adopted to adjust the data transmission frequency. The phenomenon of fading measurements is described by a series of random variables obeying certain probability...

Uniform Lipschitz estimates in stochastic homogenization

Scott Armstrong (2014)

Journées Équations aux dérivées partielles

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We review some recent results in quantitative stochastic homogenization for divergence-form, quasilinear elliptic equations. In particular, we are interested in obtaining $L^{\infty}$ -type bounds on the gradient of solutions and thus giving a demonstration of the principle that solutions of equations with random coefficients have much better regularity (with overwhelming probability) than a general equation with non-constant coefficients.