Publications associées (35)

Local Nondeterminism and Local Times of the Stochastic Wave Equation Driven by Fractional-Colored Noise

Cheuk Yin Lee

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we establish strong l ...
SPRINGER BIRKHAUSER2022

Reference tracking stochastic model predictive control over unreliable channels and bounded control actions

Colin Neil Jones

A stochastic model predictive control framework over unreliable Bernoulli communication channels, in the presence of unbounded process noise and under bounded control inputs, is presented for tracking a reference signal. The data losses in the control chan ...
2021

Non-linear transfer function identification of pressure probes using Siren Disks

Jürg Alexander Schiffmann, Karim Magdi Zakaria Abdelrahman Shalash, Fatma Ceyhun Sahin

This article presents a Siren Disk proof of concept for the dynamic excitation of pressure probes, and a method to reconstruct distorted signals due to pneumatic channels. Constraints in sensor installation require placing a pressure transducer distant fro ...
2018

On the theory of variance reduction for stochastic gradient monte carlo

Nicolas Henri Bernard Flammarion

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for quadratic non-strongly-convex problems may be reformulated as constant parameter secondorder difference equation algorithms, where stability of the system is ...
2018

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