On random boundary value problems for ordinary differential equations
On solutions set of a multivalued stochastic differential equation
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.
On the consistency of a least squares identification procedure
On the Distribution of the Present Value of Interest in Continuous Compounding
On the exact controllability of a nonlinear stochastic heat equation.
On the reliability of a renewable multiple cold standby system.
On weak solutions of random differential inclusions.
Optimal erasures in decision-feedback equalization for the Gaussian noise
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...
Optimal solutions to stochastic differential inclusions
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.
Optimized state estimation for nonlinear dynamical networks subject to fading measurements and stochastic coupling strength: An event-triggered communication mechanism
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....
Ordonnancement de tâches sur un système multiprocesseur - modèles déterministes et modèles stochastiques
Particle filter with adaptive sample size
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...
Pipelined language model construction for Polish speech recognition
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...
Predicting access to materialized methods by means of hidden Markov model
Probabilistic and fuzzy arithmetic approaches for the treatment of uncertainties in the installation of torpedo piles.
Properties of set-valued stochastic integrals
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Properties of solution set of stochastic inclusions.
Random projections and hotelling's T² statistics for change detection in high-dimensional data streams
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.
Reliability modeling of fault tolerant control systems
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...
Robust filtering of time-delay jump systems with respect to the finite-time interval.