Search results for "Theory"
showing 10 items of 24627 documents
Towards Robust Adaptive Least-Squares Parameter Estimation with Internal Feedback
1998
Abstract The new concepts of the ‘covariance matrix normalization’ and the ‘cascade’ structure of the adaptive least-squares estimator are shown to generalize and extend the use of internal information feedback in various robustness/alertness-oriented modifications to the standard ALS estimation algorithm. In the cascade estimation structure it is possible to ‘naturally’ stabilize, rather than maximize, the information matrix so that the covariance windup and blowup are effectively eliminated and the celebrated square root update of the covariance matrix is no longer needed Consequently, a new, ‘single-loop/cascade’ ALS MIMO estimation algorithm, enabling to effectively track both slow and …
Assessing Transfer Entropy in cardiovascular and respiratory time series: A VARFI approach
2021
In the study of complex biomedical systems represented by multivariate stochastic processes, such as the cardiovascular and respiratory systems, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. Recently, the quantification of multiscale complexity based on linear parametric models, incorporating autoregressive coefficients and fractional integration, encompassing short term dynamics and long-range correlations, was extended to multivariate time series. Within this Vector AutoRegressive Fractionally Integrated (VARFI) framework formalized for Gaussian processes, in this work we propose to estimate the Transfer Entropy, or equivalently G…
Stationary and Nontationary Response Probability Density Function of a Beam under Poisson White Noise
2011
In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac’s delta occurrences with random intensity distributed in time according to Poisson’s law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is the…
One‐magnon Raman scattering in Ni c Mg 1–c O solid solutions
2005
The one-magnon Raman scattering was studied for the first time in antiferromagnetic NicMg1–cO solid solutions as a function of temperature and composition. We found that (i) the one-magnon frequency extrapolated to T = 0 K experiences an abrupt change between c = 0.99 and c = 0.9 and (ii) the one-magnon energy for highly diluted nickel oxide vanishes significantly below the Neel temperature. The obtained dependences are compared to the theoretical predictions within the mean field approximation. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)
On the spectrum of semi-classical Witten-Laplacians and Schrödinger operators in large dimension
2005
We investigate the low-lying spectrum of Witten–Laplacians on forms of arbitrary degree in the semi-classical limit and uniformly in the space dimension. We show that under suitable assumptions implying that the phase function has a unique local minimum one obtains a number of clusters of discrete eigenvalues at the bottom of the spectrum. Moreover, we are able to count the number of eigenvalues in each cluster. We apply our results to certain sequences of Schrodinger operators having strictly convex potentials and show that some well-known results of semi-classical analysis hold also uniformly in the dimension.
Poincare Inequalities and Spectral Gap, Concentration Phenomenon for G-Measures
2002
We produce a new approach based upon inequalities of Poincare’s type for giving constructive estimates of the mixing rate for a family of mixing stationary processes continuously depending on their past called g-measures. We establish also exponential inequalities of Hoeffding’s type leading to a concentration phenomenon for a large class of observables; this last property permits in particular to give the typical behaviour of the n-orbits of a g-measure.
Saddle index properties, singular topology, and its relation to thermodynamic singularities for aϕ4mean-field model
2004
We investigate the potential energy surface of a ${\ensuremath{\phi}}^{4}$ model with infinite range interactions. All stationary points can be uniquely characterized by three real numbers ${\ensuremath{\alpha}}_{+},{\ensuremath{\alpha}}_{0},{\ensuremath{\alpha}}_{\ensuremath{-}}$ with ${\ensuremath{\alpha}}_{+}+{\ensuremath{\alpha}}_{0}+{\ensuremath{\alpha}}_{\ensuremath{-}}=1$, provided that the interaction strength $\ensuremath{\mu}$ is smaller than a critical value. The saddle index ${n}_{s}$ is equal to ${\ensuremath{\alpha}}_{0}$ and its distribution function has a maximum at ${n}_{s}^{\mathrm{max}}=1∕3$. The density $p(e)$ of stationary points with energy per particle $e$, as well as…
Special Functions for the Study of Economic Dynamics: The Case of the Lucas-Uzawa Model
2004
The special functions are intensively used in mathematical physics to solve differential systems. We argue that they should be most useful in economic dynamics, notably in the assessment of the transition dynamics of endogenous growth models. We illustrate our argument on the Lucas-Uzawa model, which we solve by the means of Gaussian hypergeometric functions. We show how the use of Gaussian hypergeometric functions allows for an explicit representation of the equilibrium dynamics of the variables in level. In contrast to the preexisting approaches, our method is global and does not rely on dimension reduction.
Robust H<inf>&#x221E;</inf> control of Markovian jump systems with mixed time delays
2010
In this paper, the problem of stability analysis and control synthesis for Markovian jump linear systems with time delays and norm-bounded uncertainties is studied. The model under consideration consists of different time-invariant discrete, neutral and distributed delays. Delay-dependent sufficient conditions for the design of a mode-dependent delayed state feedback H ∞ control are given in terms of linear matrix inequalities (LMIs). A controller which guarantees stochastic stability and a prescribed level of H ∞ performance for the closed-loop system is then developed. A Lyapunov-Krasovskii functional (LKF) method underlies the control design. A numerical example with simulation results i…
Non-Stationary Probabilistic Response of Linear Systems Under Non-Gaussian Input
1991
The probabilistic characterization of the response of linear systems subjected to non-normal input requires the evaluation of higher order moments than two. In order to obtain the equations governing these moments, in this paper the extension of the Ito’s differential rule for linear systems excited by non-normal delta correlated processes is presented. As an application the case of the delta correlated compound Poisson input process is treated.