A 2-dimensional SDE whose solutions are not unique.
A general synchronization method of chaotic communication systems via Kalman filtering
A mixed active and passive GLR test for a fault tolerant control system
This paper presents an adaptive Generalized Likelihood Ratio (GLR) test for multiple Faults Detection and Isolation (FDI) in stochastic linear dynamic systems. Based on the work of Willsky and Jones (1976), we propose a modified generalized likelihood ratio test, allowing detection, isolation and estimation of multiple sequential faults. Our contribution aims to maximise the good decision rate of fault detection using another updating strategy. This is based on a reference model updated on-line...
A note on the exponential stability of a matrix Riccati equation of stochastic control
A stochastic control problem.
A stochastic functional equation. (Short Communication).
Almost sure properties of controlled diffusions and worst case properties of deterministic systems
We compare a general controlled diffusion process with a deterministic system where a second controller drives the disturbance against the first controller. We show that the two models are equivalent with respect to two properties: the viability (or controlled invariance, or weak invariance) of closed smooth sets, and the existence of a smooth control Lyapunov function ensuring the stabilizability of the system at an equilibrium.
An application of -condition in the theory of stochastic differential equations
An averaging principle for stochastic evolution equations. II.
In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.
Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter
Asymptotical mean square stability of Cohen-Grossberg neural networks with random delay.
Attainability analysis in the problem of stochastic equilibria synthesis for nonlinear discrete systems
A nonlinear discrete-time control system forced by stochastic disturbances is considered. We study the problem of synthesis of the regulator which stabilizes an equilibrium of the deterministic system and provides required scattering of random states near this equilibrium for the corresponding stochastic system. Our approach is based on the stochastic sensitivity functions technique. The necessary and important part of the examined control problem is an analysis of attainability. For 2D systems,...