451 research outputs found
Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain
This work is devoted to the almost sure stabilization of adaptive control
systems that involve an unknown Markov chain. The control system displays
continuous dynamics represented by differential equations and discrete events
given by a hidden Markov chain. Different from previous work on stabilization
of adaptive controlled systems with a hidden Markov chain, where average
criteria were considered, this work focuses on the almost sure stabilization or
sample path stabilization of the underlying processes. Under simple conditions,
it is shown that as long as the feedback controls have linear growth in the
continuous component, the resulting process is regular. Moreover, by
appropriate choice of the Lyapunov functions, it is shown that the adaptive
system is stabilizable almost surely. As a by-product, it is also established
that the controlled process is positive recurrent
Almost Sure Asymptotic Stabilization of Differential Equations with Time-Varying Delay by LĂ©vy Noise
This paper aims to determine that the LĂ©vy noise can stabilize the given differential equations with time-varying delay, which has generalized the Brownian motion case. An analysis is developed and sufficient conditions on the stabilization for stochastic differential equations with time-varying delay are presented. Our stabilization criteria is in terms of linear matrix inequalities (LMIs), whence the feedback controls can be designed more easily in practice
The History of the Quantitative Methods in Finance Conference Series. 1992-2007
This report charts the history of the Quantitative Methods in Finance (QMF) conference from its beginning in 1993 to the 15th conference in 2007. It lists alphabetically the 1037 speakers who presented at all 15 conferences and the titles of their papers.
Models and Feedback Stabilization of Open Quantum Systems
At the quantum level, feedback-loops have to take into account measurement
back-action. We present here the structure of the Markovian models including
such back-action and sketch two stabilization methods: measurement-based
feedback where an open quantum system is stabilized by a classical controller;
coherent or autonomous feedback where a quantum system is stabilized by a
quantum controller with decoherence (reservoir engineering). We begin to
explain these models and methods for the photon box experiments realized in the
group of Serge Haroche (Nobel Prize 2012). We present then these models and
methods for general open quantum systems.Comment: Extended version of the paper attached to an invited conference for
the International Congress of Mathematicians in Seoul, August 13 - 21, 201
Stability analysis for continuous-time switched systems with stochastic switching signals
This paper is concerned with the stability problem of randomly switched systems. By using the probability analysis method, the almost surely globally asymptotical stability and almost surely exponential stability are investigated for switched systems with semi-Markovian switching, Markovian switching and renewal process switching signals, respectively. Two examples are presented to demonstrate the effectiveness of the proposed results, in which an example of consensus of multi-agent systems with nonlinear dynamics is taken into account
Regular and stochastic behavior of Parkinsonian pathological tremor signals
Regular and stochastic behavior in the time series of Parkinsonian
pathological tremor velocity is studied on the basis of the statistical theory
of discrete non-Markov stochastic processes and flicker-noise spectroscopy. We
have developed a new method of analyzing and diagnosing Parkinson's disease
(PD) by taking into consideration discreteness, fluctuations, long- and
short-range correlations, regular and stochastic behavior, Markov and
non-Markov effects and dynamic alternation of relaxation modes in the initial
time signals. The spectrum of the statistical non-Markovity parameter reflects
Markovity and non-Markovity in the initial time series of tremor. The
relaxation and kinetic parameters used in the method allow us to estimate the
relaxation scales of diverse scenarios of the time signals produced by the
patient in various dynamic states. The local time behavior of the initial time
correlation function and the first point of the non-Markovity parameter give
detailed information about the variation of pathological tremor in the local
regions of the time series. The obtained results can be used to find the most
effective method of reducing or suppressing pathological tremor in each
individual case of a PD patient. Generally, the method allows one to assess the
efficacy of the medical treatment for a group of PD patients.Comment: 39 pages, 10 figures, 1 table Physica A, in pres
The dressed atom as binary phase modulator: towards attojoule/edge optical phase-shift keying
Nanophotonic technologies offer great promise for ultra-low power optical
signal processing, but relatively few nonlinear-optical phenomena have yet been
explored as bases for robust digital
modulation/switching~\cite{Yang07,Fara08,Liu10,Noza10}. Here we show that a
single two-level system (TLS) coupled strongly to an optical resonator can
impart binary phase modulation on a saturating probe beam. Our experiment
relies on spontaneous emission to induce occasional transitions between
positive and negative phase shifts---with each such edge corresponding to a
dissipated energy of just one photon ( aJ)---but an optical
control beam could be used to trigger additional phase switching at signalling
rates above this background. Although our ability to demonstrate controlled
switching in our atom-based experiment is limited, we discuss prospects for
exploiting analogous physics in a nanophotonic device incorporating a quantum
dot as the TLS to realize deterministic binary phase modulation with control
power in the aJ/edge regime.Comment: 7 pages, 4 figure
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