Search results for "Markov"
showing 10 items of 628 documents
Finite-time boundedness for uncertain discrete neural networks with time-delays and Markovian jumps
2014
This paper is concerned with stochastic finite-time boundedness analysis for a class of uncertain discrete-time neural networks with Markovian jump parameters and time-delays. The concepts of stochastic finite-time stability and stochastic finite-time boundedness are first given for neural networks. Then, applying the Lyapunov approach and the linear matrix inequality technique, sufficient criteria on stochastic finite-time boundedness are provided for the class of nominal or uncertain discrete-time neural networks with Markovian jump parameters and time-delays. It is shown that the derived conditions are characterized in terms of the solution to these linear matrix inequalities. Finally, n…
Stability analysis for stochastic hybrid systems: A survey
2014
This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical systems that combine continuous change and instantaneous change and that also include random effects. We re-emphasize the common features found in most of the models that have appeared in the literature, which include stochastic switched systems, Markov jump systems, impulsive stochastic systems, switching diffusions, stochastic impulsive systems driven by renewal processes, diffusions driven by Lévy processes, piecewise-deterministic Markov processes, general stochastic hybrid systems, and stochastic hybrid inclusions. Then we review many of the stability concepts that have been studied, inclu…
Global stability of coupled Markovian switching reaction–diffusion systems on networks
2014
Abstract In this paper, we investigate the stability problem for some Markovian switching reaction–diffusion coupled systems on networks (MSRDCSNs). By using the Lyapunov function, we establish some novel stability principles for stochastic stability, asymptotically stochastic stability, globally asymptotically stochastic stability and almost surely exponential stability of the MSRDCSNs. These stability principles have a close relation to the topology property of the network. We also provide a systematic method for constructing global Lyapunov function for these MSRDCSNs by using graph theory. The new method can help analyze the dynamics of complex networks.
Stability analysis and controller design for a class of T-S fuzzy Markov jump system with uncertain expectation of packet dropouts
2013
This paper is concerned with an H∞ control for a class of Takagi-Sugeno (T-S) fuzzy Markov jump system under unreliable communication links. It is assumed that the transition probabilities determining the dynamical behavior of the underlying system are partially unknown and the communication links between the plant and the controller are imperfect (the packet dropouts occur intermittently). In this paper, a more practical scenario is considered in the setting, i.e., the expectation of packet losses represented as a description of Bernoulli-distributed stochastic process is uncertain. Attention is focused on the design of H∞ controllers such that the closed-loop system is stochastically stab…
An Automatic Sleep Scoring Toolbox : Multi-modality of Polysomnography Signals’ Processing
2019
Sleep scoring is a fundamental but time-consuming process in any sleep laboratory. To speed up the process of sleep scoring without compromising accuracy, this paper develops an automatic sleep scoring toolbox with the capability of multi-signal processing. It allows the user to choose signal types and the number of target classes. Then, an automatic process containing signal pre-processing, feature extraction, classifier training (or prediction) and result correction will be performed. Finally, the application interface displays predicted sleep structure, related sleep parameters and the sleep quality index for reference. To improve the identification accuracy of minority stages, a layer-w…
Variable length Markov chains and dynamical sources
2010
Infinite random sequences of letters can be viewed as stochastic chains or as strings produced by a source, in the sense of information theory. The relationship between Variable Length Markov Chains (VLMC) and probabilistic dynamical sources is studied. We establish a probabilistic frame for context trees and VLMC and we prove that any VLMC is a dynamical source for which we explicitly build the mapping. On two examples, the ``comb'' and the ``bamboo blossom'', we find a necessary and sufficient condition for the existence and the unicity of a stationary probability measure for the VLMC. These two examples are detailed in order to provide the associated Dirichlet series as well as the gener…
The HOMFLY-PT polynomials of sublinks and the Yokonuma–Hecke algebras
2016
We describe completely the link invariants constructed using Markov traces on the Yokonuma-Hecke algebras in terms of the linking matrix and the HOMFLYPT polynomials of sublinks.
A case study on feature sensitivity for audio event classification using support vector machines
2016
Automatic recognition of multiple acoustic events is an interesting problem in machine listening that generalizes the classical speech/non-speech or speech/music classification problem. Typical audio streams contain a diversity of sound events that carry important and useful information on the acoustic environment and context. Classification is usually performed by means of hidden Markov models (HMMs) or support vector machines (SVMs) considering traditional sets of features based on Mel-frequency cepstral coefficients (MFCCs) and their temporal derivatives, as well as the energy from auditory-inspired filterbanks. However, while these features are routinely used by many systems, it is not …
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
2013
This paper tests for nonlinear effects of asset prices on the US fiscal policy. By modeling government spending and taxes as time-varying transition probability Markovian processes (TVPMS), we find that taxes significantly adjust in a nonlinear fashion to asset prices. In particular, taxes respond to housing and (to a smaller extent) to stock price changes during normal times. However, at periods characterized by high financial volatility, government taxation only counteracts stock market developments (and not the dynamics of the housing sector). As for government spending, it is neutral vis-a-vis the asset market cycles. We conclude that, correcting the fiscal balance and, notably, the rev…
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
2015
"Available online 1 August 2014"