On combining linear stochastic estimation and proper orthogonal decomposition for flow reconstruction
Sign Up to like & getrecommendations! Published in 2018 at "Experiments in Fluids"
DOI: 10.1007/s00348-018-2513-4
Abstract: We present an estimation method combining Proper Orthogonal Decomposition (POD) and Linear Stochastic Estimation (LSE). The method is based on a direct mapping of the POD amplitudes from the measurement space to the state space.… read more here.
Keywords: estimation; orthogonal decomposition; proper orthogonal; stochastic estimation ... See more keywords
Output Feedback Stabilization for MIMO Semi-linear Stochastic Systems with Transient Optimisation
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Automation and Computing"
DOI: 10.1007/s11633-019-1193-8
Abstract: This paper investigates the stabilisation problem and consider transient optimisation for a class of the multi-input-multi-output (MIMO) semi-linear stochastic systems. A control algorithm is presented via an m -block backstepping controller design where the closed-loop… read more here.
Keywords: mimo semi; semi linear; output; linear stochastic ... See more keywords
A non-linear stochastic approach of ligaments and tendons fractional-order hereditariness
Sign Up to like & getrecommendations! Published in 2020 at "Probabilistic Engineering Mechanics"
DOI: 10.1016/j.probengmech.2020.103034
Abstract: Abstract In this study the non-linear hereditariness of knee tendons and ligaments is framed in the context of stochastic mechanics. Without losing the possibility of generalization, this work was focused on knee Anterior Cruciate Ligament… read more here.
Keywords: hereditariness; non linear; material parameters; linear stochastic ... See more keywords
Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Computer Mathematics"
DOI: 10.1080/00207160.2020.1792452
Abstract: ABSTRACT In this paper, the numerical method for semi-linear stochastic variable delay integro-differential equations is studied. The stability of analytic solutions of semi-linear stochastic variable delay integro-differential equations are studied first, some suitable conditions for… read more here.
Keywords: variable delay; semi linear; delay integro; linear stochastic ... See more keywords
Optimal and Suboptimal Estimation of Quadratic Functionals of the State Vector in Linear Stochastic Systems
Sign Up to like & getrecommendations! Published in 2017 at "IETE Journal of Research"
DOI: 10.1080/03772063.2016.1274238
Abstract: ABSTRACT This paper focuses on estimation of a quadratic functional (QF) of a random signal in dynamic systems described by a linear stochastic differential equations. The QF represents a quadratic form of state variables, which… read more here.
Keywords: stochastic systems; estimation quadratic; optimal suboptimal; mean square ... See more keywords
A posteriori error estimation and space-time adaptivity for a linear stochastic PDE with additive noise
Sign Up to like & getrecommendations! Published in 2021 at "Ima Journal of Numerical Analysis"
DOI: 10.1093/imanum/drab013
Abstract: We present a strong residual-based a posteriori error estimate for a finite element based space-time discretization of the linear stochastic convected heat equation with additive noise. This error estimate is used for an adaptive algorithm… read more here.
Keywords: linear stochastic; time; posteriori error; space time ... See more keywords
Exact Detectability of Discrete-Time and Continuous-Time Linear Stochastic Systems: A Unified Approach
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2021.3134633
Abstract: This article is devoted to the problem of detectability of a large class of linear stochastic systems with time varying coefficients simultaneously affected by state multiplicative white noise perturbations and Markovian switching. The main contribution… read more here.
Keywords: stochastic systems; time; continuous time; detectability ... See more keywords
Homogenization and correctors for linear stochastic equations via the periodic unfolding methods
Sign Up to like & getrecommendations! Published in 2019 at "Stochastics and Dynamics"
DOI: 10.1142/s0219493719500400
Abstract: In this paper, we use the periodic unfolding method and Prokhorov’s and Skorokhod’s probabilistic compactness results to obtain homogenization and corrector results for stochastic partial differential equations (PDEs) with periodically oscillating coefficients. We show the… read more here.
Keywords: homogenization correctors; correctors linear; linear stochastic; equations via ... See more keywords
Non-linear stochastic dynamics of a cable-mass system with finite bending stiffness via an equivalent linearization technique
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Theoretical and Applied Mechanics"
DOI: 10.15632/jtam-pl/118825
Abstract: The non-linear stochastic dynamic behaviour of a high-rise vertical transportation system modelled as a concentrated mass and a cable with finite bending stiffness is considered. The slow time scale is defined and lateral cable displacements… read more here.
Keywords: finite bending; system; cable; non linear ... See more keywords
Linear Stochastic Models in Discrete and Continuous Time
Sign Up to like & getrecommendations! Published in 2020 at "Econometrics"
DOI: 10.3390/econometrics8030035
Abstract: The econometric data to which autoregressive moving-average models are commonly applied are liable to contain elements from a limited range of frequencies. If the data do not cover the full Nyquist frequency range of [0,π]… read more here.
Keywords: discrete continuous; continuous time; stochastic models; model ... See more keywords
Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations
Sign Up to like & getrecommendations! Published in 2022 at "Symmetry"
DOI: 10.3390/sym14122500
Abstract: We consider parameter estimation for linear stochastic differential equations with independent experiments observed at infrequent and irregularly spaced follow-up times. The maximum likelihood method is used to obtain an asymptotically consistent estimator. A kernel-weighted score… read more here.
Keywords: stochastic differential; linear stochastic; parameter estimation; differential equations ... See more keywords