We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations. Under suitable conditions, it is shown that the considered multivalued stochastic differential equation admits at least one solution. Then we prove that the set of all solutions is closed and bounded.
A new method of optimizing decision feedback parameters for intersymbol interference equalizers is described. The coefficient existing in the decision feedback loop depends on risk qualification of the received decision. We prove that bit error probability can be decreased with this method for any channel with a single interference sample and small Gaussian noise. Experimental results are presented for selected channels. The dependences of optimal feedback parameters on channel interference samples...
A martingale problem approach is used first to analyze compactness and continuous dependence of the solution set to stochastic differential inclusions of Ito type with convex integrands on the initial distributions. Next the problem of existence of optimal weak solutions to such inclusions and their dependence on the initial distributions is investigated.
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 distribution....
The paper deals with the particle filter in state estimation of a discrete-time nonlinear non-Gaussian system. The goal of the paper is to design a sample size adaptation technique to guarantee a quality of a filtering estimate produced by the particle filter which is an approximation of the true filtering estimate. The quality is given by a difference between the approximate filtering estimate and the true filtering estimate. The estimate may be a point estimate or a probability density function...
The aim of works described in this article is to elaborate and experimentally evaluate a consistent method of Language Model (LM) construction for the sake of Polish speech recognition. In the proposed method we tried to take into account the features and specific problems experienced in practical applications of speech recognition in the Polish language, reach inflection, a loose word order and the tendency for short word deletion. The LM is created in five stages. Each successive stage takes the...
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
The method of change (or anomaly) detection in high-dimensional discrete-time processes using a multivariate Hotelling chart is presented. We use normal random projections as a method of dimensionality reduction. We indicate diagnostic properties of the Hotelling control chart applied to data projected onto a random subspace of Rn . We examine the random projection method using artificial noisy image sequences as examples.
This paper proposes a novel approach to reliability evaluation for active Fault Tolerant Control Systems (FTCSs). By introducing a reliability index based on the control performance and hard deadline, a semi-Markov process model is proposed to describe system operation for reliability evaluation. The degraded performance of FTCSs in the presence of imperfect Fault Detection and Isolation (FDI) is reflected by semi-Markov states. The semi-Markov kernel, the key parameter of the process, is determined...
In process robustness studies, it is desirable to minimize the influence of noise factors on the system and simultaneously determine the levels of controllable factors optimizing the overall response or outcome. In the cases when a random effects model is applicable and a fixed effects model is assumed instead, an increase in the variance of the coefficient vector should be expected. In this paper, the impacts of this assumption on the results of the experiment in the context of robust parameter...