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作者：Lehmann, Frederic; Pieczynski, Wojciech
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom SudParis
摘要：This article presents an optimal reduced-dimension Kalman filter for a family of triplet Markov models (TMMs). The problem is to estimate the state vector in the case when the auxiliary process in the TMM can be eliminated. Sufficient conditions for this elimination to be feasible are established and we give a selection of illustrative real-life TMM examples, where these conditions are satisfied. We subsequently show that the original TMM boils down to a pairwise Markov model (PMM) of second o...
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作者：Tian, Ye; Jia, Peng; MirTabatabaei, Anahita; Wang, Long; Friedkin, Noah E.; Bullo, Francesco
作者单位：Xidian University; University of California System; University of California Santa Barbara; University of California System; University of California Santa Barbara; Peking University; University of California System; University of California Santa Barbara
摘要：This article studies the evolution of social power in influence networks with stubborn individuals. We formulate two models grounded on the Friedkin-Johnsen opinion dynamics and the reflected appraisal mechanism; the models are defined over issue sequences and over a single issue, respectively. The key advance over the original DeGroot-Friedkin dynamics is that the proposed models include the empirically observed phenomenon of stubbornness and are, therefore, more realistic. We obtain various ...
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作者：Chen, Shixiang; Garcia, Alfredo; Shahrampour, Shahin
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：The stochastic subgradient method is a widely used algorithm for solving large-scale optimization problems arising in machine learning. Often, these problems are neither smooth nor convex. Recently, Davis et al., 2018 characterized the convergence of the stochastic subgradient method for the weakly convex case, which encompasses many important applications (e.g., robust phase retrieval, blind deconvolution, biconvex compressive sensing, and dictionary learning). In practice, distributed implem...
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作者：Sun, Liang; Jiang, Jingjing
作者单位：University of Science & Technology Beijing; University of Science & Technology Beijing; Loughborough University
摘要：This work develops two kinds of adaptive state feedback shared-control algorithms for a class of nonlinear mechanical systems in the presence of output constraints described by a set of linear inequalities. The parametric uncertainties and unknown external disturbances in the dynamical model are compensated by the proposed adaptive control laws for the feedback controller. In particular, an adaptive fixed-time state-feedback control law is also developed after the classical robust adaptive sta...
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作者：Zhao, Dan; Lv, Yuezu; Yu, Xinghuo; Wen, Guanghui; Chen, Guanrong
作者单位：Southeast University - China; Southeast University - China; Royal Melbourne Institute of Technology (RMIT); City University of Hong Kong
摘要：Current resilient consensus algorithms deal with multiagent networks with lower order nodal dynamics where each agent excludes certain extreme values from its neighbors. This does not scale well in general networks. In this article, a new type of resilient consensus algorithm based on distributed attack isolation (DAI-RC) is proposed for general higher order networks. In the DAI-RC algorithm, the evolution of each normal agent can avoid the influence from those neighbors which are isolated as ...
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作者：Scarciotti, Giordano; Teel, Andrew R.
作者单位：Imperial College London; University of California System; University of California Santa Barbara
摘要：In this article, we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object that generalizes the notion of moment to stochastic differential equations, and find a class of models that achieve moment matching. However, differently from the deterministic case, these reduced-order models cannot be considered simpler because of the high computational cost paid to determine the moment. To overcome this difficulty, we relax the moment m...
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作者：Barmish, B. Ross; Primbs, James A.; Warnick, Sean
作者单位：Boston University; University of Wisconsin System; University of Wisconsin Madison; California State University System; California State University Fullerton; Brigham Young University
摘要：In this article, we provide a new Markovian-type model for stock price trend analysis at the transaction level, and illustrate its use for trading in conjunction with a controller, which makes buy and sell decisions. Central to our formulation is a sequence of i.i.d. random variables T-k, which corresponds to the number of transactions between reversals in price direction. For a trader, this is an important indicator of the duration of a trend. For processes with large T-k, there is an incenti...
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作者：Xue, Bai; Zhan, Naijun
作者单位：Chinese Academy of Sciences; Institute of Software, CAS; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS
摘要：In this article, we study the maximal robust invariant set estimation problem for discrete-time perturbed nonlinear systems within the optimal control framework. The maximal robust invariant set of interest is a set of all states such that every possible trajectory starting from it never violates a specified state constraint, regardless of actual disturbances. The maximal robust invariant set is shown to be the zero level set of the unique bounded solution to a Bellman type equation, which is ...
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作者：Benner, Peter; Goyal, Pawan; Duff, Igor Pontes
作者单位：Max Planck Society; Otto von Guericke University
摘要：In this article, we investigate a balancing-based model order reduction method for dynamical systems with a linear dynamical equation and a quadratic output function. With this aim, we propose a new algebraic observability Gramian for the system based on the Hilbert space adjoint theory. We then show that the proposed Gramian satisfies a particular type of generalized Lyapunov equation and we investigate its connection to energy functionals. It allows one to find states that are hard to contro...
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作者：Moulay, Emmanuel; Lechappe, Vincent; Bernuau, Emmanuel; Plestan, Franck
作者单位：Universite de Poitiers; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Centre National de la Recherche Scientifique (CNRS); Universite Claude Bernard Lyon 1; Universite Paris Saclay; AgroParisTech; INRAE; Nantes Universite; Ecole Centrale de Nantes
摘要：This article deals with robust fixed-time stability and stabilization. First, new global robust fixed-time stability results are proposed for scalar systems by using constant and variable exponent coefficients. Then, they are applied to global robust fixed-time stabilization of a class of uncertain nonlinear second-order systems by using sliding-mode control. All the results are illustrated in simulation.
