Real-time compensation of hysteresis in piezoelectric-stack actuator tracking a stochastic reference
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Inertial sensors are increasingly being employed in different types of applications. The reduced cost and the extremely small size makes them the number-one-choice in miniature embedded devices like phones, watches, and small unmanned aerial vehicles. The ...
We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to ensure existence ...
The numerical solution of partial differential equations (PDEs) depending on para- metrized or random input data is computationally intensive. Reduced order modeling techniques, such as the reduced basis methods, have been developed to alleviate this compu ...
Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...
The problem of control synthesis to maximize the probability of satisfying automata specifications for systems with uncertainty is addressed. Two types of uncertainty are considered; stochasticity in the dynamical system and in the sets defining the specif ...
In this paper, we study the Besov regularity of Levy white noises on the d-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain regularity results for gene ...
We propose and analyze a novel Multi Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a s ...
We establish in the world of stochastic processes a theoretical relation between sparsity and wavelets. The underlying principle is to treat stochastic processes as generalized functions, which facilitates the study of their properties in a transform domai ...
We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear dynamical model. O ...
Institute of Electrical and Electronics Engineers2016
In this paper we consider the problem of navigating emergency rescuers in buildings. The objective of the rescuer is to reach several critical regions in a building endangered by a spreading hazard and leave safely. We consider stochastic finite state mode ...