This paper deals with the asymptotic stability analysis of a discrete dynamical inclusion whose right-hand side is a convex process. We provide necessary and sufficient conditions for weak asymptotic stability, and obtain sharp estimates for the asymptotic null-controllability set. These estimates involve not only standard, but also higher-order spectral information on the convex process and it...

We study estimation problems for periodically correlated, non gaussian processes. We estimate the correlation functions and the spectral densities from continuous-time samples. From a random time sample, we construct three types of estimators for the spectral densities and we prove their consistency.

In Global Navigation Satellite System (GNSS) receivers, residual frequency estimation methods are traditionally applied in the synchronization block to reduce the transient time from acquisition to tracking, or they are used within the frequency estimator to improve its accuracy in open-loop architectures. There are several disadvantages in the current estimation methods, including sensitivity ...

We analyze several random random walks on one-dimensional lattices using spectral analysis and probabilistic methods. Through our analysis, we develop insight into the pre-asymptotic convergence of Markov chains.

Frequency estimation (also called post-stratification) is an equating method employed under the common-item nonequivalent groups design. A modified frequency estimation method is proposed here, based on altering one of the traditional assumptions in frequency estimation in order to correct for equating bias. A simulation study was carried out to compare equating errors for the modified frequenc...

A practical method is proposed for estimating the inertial parameters of robot manipulators with substantial unmodeled joint kiction and actuator dynamics. The manipulator is mounted on a six-axis forcehorque sensor. Sensor measurements and joint velocities recorded during manipulator motion are used to identify the inertial parameters. The unmodeled joint piction and actuator dynamics do not d...

We consider the data stream model where an n-dimensional vector x is updated coordinate-wise by a stream of updates. The frequency estimation problem is to process the stream in a single pass and using small memory such that an estimate for xi for any i can be retrieved. We present the first algorithms for `2-based frequency estimation that exhibit a tradeoff between the precision (additive err...

In many practical applications second order moments are used for estimation of power spectrum. This can be cast as an inverse problem where we seek a spectrum consistent with a given state-covariance matrix. Such a solution exists if and only if the covariance matrix is positive and belong to a low dimensional subspace. The sample covariance estimate of such a matrix will typically fall outside...

Using methods introduced by Scargle we derive a cumulative version of the Lomb periodogram that exhibits frequency independent statistics when applied to cumulative noise. We show how this cumulative Lomb periodogram allows us to estimate the significance of log-periodic signatures in the S&P 500 anti-bubble that started in August 2000.

6. Spectral Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 Random processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 Random variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 Random vectors . . . . . . . . . . ....