A Bayes estimator of parameters of nonlinear dynamic systems.
A Galerkin strategy with Proper Orthogonal Decomposition for parameter-dependent problems – Analysis, assessments and applications to parameter estimation
We address the issue of parameter variations in POD approximations of time-dependent problems, without any specific restriction on the form of parameter dependence. Considering a parabolic model problem, we propose a POD construction strategy allowing us to obtain some a priori error estimates controlled by the POD remainder – in the construction procedure – and some parameter-wise interpolation errors for the model solutions. We provide a thorough numerical assessment of this strategy with the...
A mathematical correction problem
A new OSS design based on parameter sensitivity to changes in measurements
A note on estimation in controlled diffusion processes
A note on the Poisson disorder problem
A real-time identification of continuous linear systems
A review of the matrix Riccati equation
A sample-time adjusted feedback for robust bounded output stabilization
This paper deals with a bounded control design for a class of nonlinear systems where the mathematical model may be not explicitly given. This class of uncertain nonlinear systems governed by a system of ODE with quasi-Lipschitz right-hand side and containing external perturbations as well. The Attractive Ellipsoid Method (AEM) application permits to describe the class of nonlinear feedbacks (containing a nonlinear projection operator, a linear state estimator and a feedback matrix-gain) guaranteeing...
A spectral characterization of the behavior of discrete time AR–representations over a finite time interval
In this paper we investigate the behavior of the discrete time AR (Auto Regressive) representations over a finite time interval, in terms of the finite and infinite spectral structure of the polynomial matrix involved in the AR-equation. A boundary mapping equation and a closed formula for the determination of the solution, in terms of the boundary conditions, are also gived.
A square root filter for real time multivariate regression
A unified approach to multivariable discrete-time filtering based on the Wiener theory
Active fault diagnosis based on stochastic tests
The focus of this paper is on stochastic change detection applied in connection with active fault diagnosis (AFD). An auxiliary input signal is applied in AFD. This signal injection in the system will in general allow us to obtain a fast change detection/isolation by considering the output or an error output from the system. The classical cumulative sum (CUSUM) test will be modified with respect to the AFD approach applied. The CUSUM method will be altered such that it will be able to detect a change...
Adaptive algorithm for noisy autoregressive signals.
Adaptive control of discrete time Markov processes by the large deviations method
Some discrete time controlled Markov processes in a locally compact metric space whose transition operators depend on an unknown parameter are described. The adaptive controls are constructed using the large deviations of empirical distributions which are uniform in the parameter that takes values in a compact set. The adaptive procedure uses a finite family of continuous, almost optimal controls. Using the large deviations property it is shown that an adaptive control which is a fixed almost optimal...
Adaptive estimation in linear regression model. II. Asymptotic normality
Adaptive modeling of reliability properties for control and supervision purposes
Modeling of reliability characteristics typically assumes that components and systems fail if a certain individual damage level is exceeded. Every (mechanical) system damage increases irreversibly due to employed loading and (mechanical) stress, respectively. The main issue of damage estimation is adequate determination of the actual state-of-damage. Several mathematical modeling approaches are known in the literature, focusing on the task of how loading effects damage progression (e.g., Wöhler,...
Algebraic approach to discrete stochastic control
Algebraic methods in discrete linear estimation
An adaptive change detection scheme for a nonlinear beam model