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In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assum ...
The integration of observations issued from a satellite-based system (GNSS) with an inertial navigation system (INS) is usually performed through a Bayesian filter such as the extended Kalman filter (EKF). The task of designing the navigation EKF is strong ...
Institute of Electrical and Electronics Engineers2014
Recent developments in brain-machine interfaces (BMIs) have proposed the use of errorrelated potentials as cognitive signal that can provide feedback to control devices or to teach them how to solve a task. Due to the nature of these signals, all the propo ...
2014
In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we show that these conditions are not necessary to prove convergence to a deterministic system ...
Elsevier2012
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Procedural modeling allows for the generation of innumerable variations of models from a parameterized, conditional or stochastic rule set. Due to the abstractness, complexity and stochastic nature of rule sets, it is often very difficult to have an unders ...
Wiley-Blackwell2014
This thesis describes a novel digital background calibration scheme for pipelined ADCs with nonlinear interstage gain. Errors caused by the nonlinear gains are corrected in real-time by adaptively post-processing the digital stage outputs. The goal of this ...
EPFL2012
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Modeling and estimation of gyroscope and accelerometer errors is generally a very challenging task, especially for low-cost inertial MEMS sensors whose systematic errors have complex spectral structures. Consequently, identifying correct error-state parame ...
Ieee2012
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Stochastic modeling is a challenging task for low- cost inertial sensors whose errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and difficult. We are currently investigating two approa ...
Inst Navigation2011
We present the Walsh theory of stochastic integrals with respect to martingale measures, and various extensions of this theory, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes, and ...
We present an algorithm for determining the nature of stochastic processes together with its parameters based on the analysis of time series of inertial errors. The algorithm is suitable mainly (but not only) for situations when several stochastic processe ...
