The Experts below are selected from a list of 282 Experts worldwide ranked by ideXlab platform
Tarek Raissi - One of the best experts on this subject based on the ideXlab platform.
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On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
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ACC - On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020 American Control Conference (ACC), 2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
Thach Ngoc Dinh - One of the best experts on this subject based on the ideXlab platform.
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On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
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ACC - On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020 American Control Conference (ACC), 2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
Frédéric Mazenc - One of the best experts on this subject based on the ideXlab platform.
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On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
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ACC - On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020 American Control Conference (ACC), 2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
Zhenhua Wang - One of the best experts on this subject based on the ideXlab platform.
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On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
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ACC - On Fixed-Time Interval Estimation of Discrete-Time Nonlinear Time-Varying Systems With Disturbances
2020 American Control Conference (ACC), 2020Co-Authors: Thach Ngoc Dinh, Frédéric Mazenc, Zhenhua Wang, Tarek RaissiAbstract:The aim of this paper is to cope with estimation issues of discrete-Time nonlinear Time-varying systems with input and output. Inspired by [12], a new design technique of Fixed-Time observers is proposed. It relies on the use of past values of the output and the theory of the monotone systems to construct dead bit observer or Fixed-Time Interval estimator depending on the absence or the presence of uncertainties. Finally, simulations are conducted to verify the effectiveness of the proposed schemes.
Arnaud Gloter - One of the best experts on this subject based on the ideXlab platform.
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Lamn property for the drift and volatility parameters of a SDE driven by a stable LEVY process
ESAIM: Probability and Statistics, 2019Co-Authors: Emmanuelle Clément, Arnaud Gloter, Huong NguyenAbstract:This work focuses on the Local Asymptotic Mixed Normality (LAMN) property from high frequency observations, of a continuous Time process solution of a stochastic differential equation driven by a truncated α -stable process with index α ∈ (0,2). The process is observed on the Fixed Time Interval [0,1] and the parameters appear in both the drift coefficient and scale coefficient. This extends the results of [5] where the index α ∈ (1,2) and the parameter appears only in the drift coefficient. We compute the asymptotic Fisher information and find that the rate in the LAMN property depends on the behavior of the L ́evy measure near zero. The proof relies on the small Time asymptotic behavior of the transition density of the process obtained in [6].
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LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy Process
2017Co-Authors: Emmanuelle Clément, Arnaud Gloter, Huong NguyenAbstract:This work focuses on the Local Asymptotic Mixed Normality (LAMN) property from high frequency observations, of a continuous Time process solution of a stochastic differential equation driven by a pure jump Lévy process with index α ∈ (0, 2). The process is observed on the Fixed Time Interval [0,1] and the parameters appear in both the drift coefficient and scale coefficient. This extends the results of [5] where the index α ∈ (1, 2) and the parameter appears only in the drift coefficient. We compute the asymptotic Fisher information and find that the rate in the LAMN property depends on the behavior of the Lévy measure near zero. The proof relies on the small Time asymptotic behavior of the transition density of the process obtained in [6].
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Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable L\'evy processes
Stochastic Processes and their Applications, 2015Co-Authors: Emmanuelle Clément, Arnaud GloterAbstract:We prove the Local Asymptotic Mixed Normality property from high frequency observations, of a continuous Time process solution of a stochastic differential equation driven by a pure jump L´evy process. The process is observed on the Fixed Time Interval [0, 1] and the parameter appears in the drift coefficient only. We compute the asymptotic Fisher information and find that the rate in the LAMN property depends on the behavior of the Levy measure near zero. The proof of this result contains a sharp study of the asymptotic behavior, in small Time, of the transition probability density of the process and of its logarithm derivative.
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Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes
2013Co-Authors: Emmanuelle Clément, Arnaud GloterAbstract:We prove the Local Asymptotic Mixed Normality property from high frequency observations, of a continuous Time process solution of a stochastic differential equation driven by a pure jump Lévy process. The process is observed on the Fixed Time Interval [0,1] and the parameter appears in the drift coefficient only. We compute the asymptotic Fisher information and find that the rate in the LAMN property depends on the behavior of the Lévy measure near zero. The proof of this result contains a sharp study of the asymptotic behavior, in small Time, of the transition probability density of the process and of its logarithm derivative.