Diagnosis on a sliding window for partially observable Petri nets

Amira Chouchane; Philippe Declerck

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Displaying similar documents to “Diagnosis on a sliding window for partially observable Petri nets”

Distributed $H_{\infty}$ estimation for moving target under switching multi-agent network

Hu Chen, Qin Weiwei, He Bing, Liu Gang (2015)

Kybernetika

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In this paper, the distributed $H_{\infty}$ estimation problem is investigated for a moving target with local communication and switching topology. Based on the solution of the algebraic Riccati equation, a recursive algorithm is proposed using constant gain. The stability of the proposed algorithm is analysed by using the Lyapounov method, and a lower bound for estimation errors is obtained for the proposed common $H_{\infty}$ filter. Moreover, a bound for the $H_{\infty}$ parameter is obtained by means of the solution...

Exact l $_{1}$ penalty function for nonsmooth multiobjective interval-valued problems

Julie Khatri, Ashish Kumar Prasad (2024)

Kybernetika

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Our objective in this article is to explore the idea of an unconstrained problem using the exact l $_{1}$ penalty function for the nonsmooth multiobjective interval-valued problem (MIVP) having inequality and equality constraints. First of all, we figure out the KKT-type optimality conditions for the problem (MIVP). Next, we establish the equivalence between the set of weak LU-efficient solutions to the problem (MIVP) and the penalized problem (MIVP $_{ρ}$ ) with the exact l $_{1}$ penalty function. The...

Linearization techniques for $𝕃^{\infty}$ See PDF-control problems and dynamic programming principles in classical and $𝕃^{\infty}$ See PDF-control problems

Dan Goreac, Oana-Silvia Serea (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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The aim of the paper is to provide a linearization approach to the $𝕃^{\infty}$ See PDF-control problems. We begin by proving a semigroup-type behaviour of the set of constraints appearing in the linearized formulation of (standard) control problems. As a byproduct we obtain a linear formulation of the dynamic programming principle. Then, we use the $𝕃^{p}$ See PDF approach and the associated linear formulations. This seems to be the most appropriate tool for treating $𝕃^{\infty}$ See PDF problems in continuous and...

Estimation of the density of a determinantal process

Yannick Baraud (2013)

Confluentes Mathematici

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We consider the problem of estimating the density $Π$ of a determinantal process $N$ from the observation of $n$ independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish non-asymptotic risk bounds with respect to the Hellinger loss and deduce, when $n$ goes to infinity, uniform rates of convergence over classes of densities $Π$ of interest.

On orthogonal series estimation of bounded regression functions

Waldemar Popiński (2001)

Applicationes Mathematicae

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The problem of nonparametric estimation of a bounded regression function $f \in L ² ({[a, b]}^{d})$ , [a,b] ⊂ ℝ, d ≥ 1, using an orthonormal system of functions $e_{k}$ , k=1,2,..., is considered in the case when the observations follow the model $Y_{i} = f (X_{i}) + η_{i}$ , i=1,...,n, where $X_{i}$ and $η_{i}$ are i.i.d. copies of independent random variables X and η, respectively, the distribution of X has density ϱ, and η has mean zero and finite variance. The estimators are constructed by proper truncation of the function $f ̂ ₙ (x) = \sum_{k = 1}^{N (n)} c ̂_{k} e_{k} (x)$ , where the coefficients $c ̂ ₁, . . ., c ̂_{N (n)}$ ...

Saddle point criteria for second order $η$ -approximated vector optimization problems

Anurag Jayswal, Shalini Jha, Sarita Choudhury (2016)

Kybernetika

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The purpose of this paper is to apply second order $η$ -approximation method introduced to optimization theory by Antczak [2] to obtain a new second order $η$ -saddle point criteria for vector optimization problems involving second order invex functions. Therefore, a second order $η$ -saddle point and the second order $η$ -Lagrange function are defined for the second order $η$ -approximated vector optimization problem constructed in this approach. Then, the equivalence between an (weak) efficient solution...

On risk reserve under distribution constraints

Mariusz Michta (2000)

Discussiones Mathematicae Probability and Statistics

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The purpose of this work is a study of the following insurance reserve model: $R (t) = η + \int_{0}^{t} p (s, R (s)) d s + \int_{0}^{t} σ (s, R (s)) d W_{s} - Z (t)$ , t ∈ [0,T], P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0. Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: $i n f_{0 \leq t \leq T} P R (t) \geq c \geq γ$ is considered.

Optimization problem under two-sided (max, +)/(min, +) inequality constraints

Karel Zimmermann (2020)

Applications of Mathematics

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$(max, +)$ -linear functions are functions which can be expressed as the maximum of a finite number of linear functions of one variable having the form $f (x_{1}, \dots, x_{h}) = {max}_{j} (a_{j} + x_{j})$ , where $a_{j}$ , $j = 1, \dots, h$ , are real numbers. Similarly $(min, +)$ -linear functions are defined. We will consider optimization problems in which the set of feasible solutions is the solution set of a finite inequality system, where the inequalities have $(max, +)$ -linear functions of variables $x$ on one side and $(min, +)$ -linear functions of variables $y$ on the other side....

Addendum to "Necessary condition for Kostyuchenko type systems to be a basis in Lebesgue spaces" (Colloq. Math. 127 (2012), 105-109)

Aydin Sh. Shukurov (2014)

Colloquium Mathematicae

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It is well known that if φ(t) ≡ t, then the system ${φ ⁿ (t)}_{n = 0}^{\infty}$ is not a Schauder basis in L₂[0,1]. It is natural to ask whether there is a function φ for which the power system ${φ ⁿ (t)}_{n = 0}^{\infty}$ is a basis in some Lebesgue space $L_{p}$ . The aim of this short note is to show that the answer to this question is negative.

Necessary condition for Kostyuchenko type systems to be a basis in Lebesgue spaces

Aydin Sh. Shukurov (2012)

Colloquium Mathematicae

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A necessary condition for Kostyuchenko type systems and system of powers to be a basis in $L_{p}$ (1 ≤ p < +∞) spaces is obtained. In particular, we find a necessary condition for a Kostyuchenko system to be a basis in $L_{p}$ (1 ≤ p < +∞).

Three-space problems and bounded approximation properties

Wolfgang Lusky (2003)

Studia Mathematica

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Let ${R ₙ}_{n = 1}^{\infty}$ be a commuting approximating sequence of the Banach space X leaving the closed subspace A ⊂ X invariant. Then we prove three-space results of the following kind: If the operators Rₙ induce basis projections on X/A, and X or A is an $ℒ_{p}$ -space, then both X and A have bases. We apply these results to show that the spaces $C_{Λ} = \bar{s p a n} z^{k} : k \in Λ \subset C ()$ and $L_{Λ} = \bar{s p a n} z^{k} : k \in Λ \subset L ₁ ()$ have bases whenever Λ ⊂ ℤ and ℤ∖Λ is a Sidon set.

Density estimation via best $L^{2}$ -approximation on classes of step functions

Dietmar Ferger, John Venz (2017)

Kybernetika

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We establish consistent estimators of jump positions and jump altitudes of a multi-level step function that is the best $L^{2}$ -approximation of a probability density function $f$ . If $f$ itself is a step-function the number of jumps may be unknown.

The universal Banach space with a $K$ -suppression unconditional basis

Taras O. Banakh, Joanna Garbulińska-Wegrzyn (2018)

Commentationes Mathematicae Universitatis Carolinae

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Using the technique of Fraïssé theory, for every constant $K \geq 1$ , we construct a universal object $𝕌_{K}$ in the class of Banach spaces possessing a normalized $K$ -suppression unconditional Schauder basis.

Continuity of halo functions associated to homothecy invariant density bases

Oleksandra Beznosova, Paul Hagelstein (2014)

Colloquium Mathematicae

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Let be a collection of bounded open sets in ℝⁿ such that, for any x ∈ ℝⁿ, there exists a set U ∈ of arbitrarily small diameter containing x. The collection is said to be a density basis provided that, given a measurable set A ⊂ ℝⁿ, for a.e. x ∈ ℝⁿ we have $l i m_{k \to \infty} 1 / | R_{k} | \int_{R_{k}} χ_{A} = χ_{A} (x)$ for any sequence $R_{k}$ of sets in containing x whose diameters tend to 0. The geometric maximal operator $M_{}$ associated to is defined on L¹(ℝⁿ) by $M_{} f (x) = s u p_{x \in R \in} 1 / | R | \int_{R} | f |$ . The halo function ϕ of is defined on (1,∞) by $ϕ (u) = s u p 1 / | A | | x \in ℝ ⁿ : M_{} χ_{A} (x) > 1 / u | : 0 < | A | < \infty$ and on [0,1] by ϕ(u) = u. It is shown...

Seismic inversion for a crak opening

Michele Caputo, Rodolfo Console (1988)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti

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The displacement field caused by the classic earthquake mechanism model consisting of a slip along the fault is extended to the case when besides the slip, also an opening occurs caused by tensional forces. The tensor matrix describing the moment tensor does not necessarily have a nil trace. The direct problem is solved finding the radiation pattern for $P$ and $S$ waves. A method to solve the inverse problem of the determination of the four parameters describing the source is presented...

Coprimality of integers in Piatetski-Shapiro sequences

Watcharapon Pimsert, Teerapat Srichan, Pinthira Tangsupphathawat (2023)

Czechoslovak Mathematical Journal

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We use the estimation of the number of integers $n$ such that $⌊ n^{c} ⌋$ belongs to an arithmetic progression to study the coprimality of integers in $ℕ^{c} = {⌊ n^{c} ⌋}_{n \in ℕ}$ , $c > 1$ , $c \notin ℕ$ .