Set-valued Stratonovich integral
The purpose of the paper is to introduce a set-valued Stratonovich integral driven by a one-dimensional Brownian motion. We discuss the existence of this integral and investigate its properties.
Sharp large deviations estimates for simulated annealing algorithms
Significance tests to identify regulated proteins based on a large number of small samples
Modern biology is interested in better understanding mechanisms within cells. For this purpose, products of cells like metabolites, peptides, proteins or mRNA are measured and compared under different conditions, for instance healthy cells vs. infected cells. Such experiments usually yield regulation or expression values – the abundance or absence of a cell product in one condition compared to another one – for a large number of cell products, but with only a few replicates. In order to distinguish...
Simultaneous Localization And Mapping: A feature-based probabilistic approach
This article provides an introduction to Simultaneous Localization And Mapping (SLAM), with the focus on probabilistic SLAM utilizing a feature-based description of the environment. A probabilistic formulation of the SLAM problem is introduced, and a solution based on the Extended Kalman Filter (EKF-SLAM) is shown. Important issues of convergence, consistency, observability, data association and scaling in EKF-SLAM are discussed from both theoretical and practical points of view. Major extensions...
Simultaneous state and parameter estimation based actuator fault detection and diagnosis for an unmanned helicopter
Simultaneous state and parameter estimation based actuator fault detection and diagnosis (FDD) for single-rotor unmanned helicopters (UHs) is investigated in this paper. A literature review of actuator FDD for UHs is given firstly. Based on actuator healthy coefficients (AHCs), which are introduced to represent actuator faults, a combined dynamic model is established with the augmented state containing both the flight state and AHCs. Then the actuator fault detection and diagnosis problem is transformed...
Sliding mode control of uncertain neutral stochastic systems with multiple delays.
SMAC-FDI: A single model active fault detection and isolation system for unmanned aircraft
This article presents a single model active fault detection and isolation system (SMAC-FDI) which is designed to efficiently detect and isolate a faulty actuator in a system, such as a small (unmanned) aircraft. This FDI system is based on a single and simple aerodynamic model of an aircraft in order to generate some residuals, as soon as an actuator fault occurs. These residuals are used to trigger an active strategy based on artificial exciting signals that searches within the residuals for the...
Solution of Bellman's equation by means of a system of nonlinear singular integral equations.
Solution of some problems of minimax control for a multivariate linear stochastic system
Solutions of semi-Markov control models with recursive discount rates and approximation by -optimal policies
This paper studies a class of discrete-time discounted semi-Markov control model on Borel spaces. We assume possibly unbounded costs and a non-stationary exponential form in the discount factor which depends of on a rate, called the discount rate. Given an initial discount rate the evolution in next steps depends on both the previous discount rate and the sojourn time of the system at the current state. The new results provided here are the existence and the approximation of optimal policies for...
Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials
Some algorithmic aspects of subspace identificationwith inputs
It has been experimentally verified that most commonly used subspace methods for identification of linear state-space systems with exogenous inputs may, in certain experimental conditions, run into ill-conditioning and lead to ambiguous results. An analysis of the critical situations has lead us to propose a new algorithmic structure which could be used either to test difficult cases andor to implement a suitable combination of new and old algorithms presented in the literature to help fixing the...
Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.
Some ideas for comparison of Bellman chains
In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
Some problems of system identification
Some results on Bellman equations of optimal production control in a stochastic manufacturing system.
Sous-solutions d'un problème unilatéral dégénéré
Spectral analysis of ARMA processes by Prony's method
Spectrum decomposition for stationary weakly isotropic random fields with bounded range interactions
Stability analysis for neutral stochastic systems with mixed delays
This paper is concerned with the problem of the exponential stability in mean square moment for neutral stochastic systems with mixed delays, which are composed of the retarded one and the neutral one, respectively. Based on an integral inequality, a delay-dependent stability criterion for such systems is obtained in terms of linear matrix inequality (LMI) to ensure a large upper bounds of the neutral delay and the retarded delay by dividing the neutral delay interval into multiple segments. A new...