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This study introduces the design of a state-feedback controller for Linear Parameter Varying (LPV) systems in scenarios where exogenous parameters are not directly accessible, and the state vector is to be estimated. Instead of considering a static feedback gain, it proposes a method for estimating these parameters and synthesizing a parameter-dependent state-feedback gain that is robust against uncertainties in parameter estimation. The state vector used by the state-feedback controller, and some quantities required by the estimation law, are both obtained by a robust filter synthesized by LMI (Linear Matrix Inequalities). This paper outlines the estimation, filtering, and control laws, detailing the conditions necessary for ensuring convergence and stability. A numerical experiment and a 2 DoF torsional system application show the enhanced dynamic performance of the method when applied to uncertain dynamic systems. The findings highlight the effectiveness of the proposed approach in maintaining system stability and improving performance despite the inherent uncertainties in parameter estimation, offering a significant contribution to the field of robust control for LPV systems. [ABSTRACT FROM AUTHOR]

This paper compares two statistical methods for parameter reconstruction (random drift and diffusion coefficients of the Itô stochastic differential equation, SDE) in the problem of stochastic modeling of air–sea heat flux increment evolution. The first method relates to a nonparametric estimation of the transition probabilities (wherein consistency is proven). The second approach is a semiparametric reconstruction based on the approximation of the SDE solution (in terms of distributions) by finite normal mixtures using the maximum likelihood estimates of the unknown parameters. This approach does not require any additional assumptions for the coefficients, with the exception of those guaranteeing the existence of the solution to the SDE itself. It is demonstrated that the corresponding conditions hold for the analyzed data. The comparison is carried out on the simulated samples, modeling the case where the SDE random coefficients are represented in trigonometric form, which is related to common climatic models, as well as on the ERA5 reanalysis data of the sensible and latent heat fluxes in the North Atlantic for 1979–2022. It is shown that the results of these two methods are close to each other in a quantitative sense, but differ somewhat in temporal variability and spatial localization. The differences during the observed period are analyzed, and their geophysical interpretations are presented. The semiparametric approach seems promising for physics-informed machine learning models. [ABSTRACT FROM AUTHOR]

The human microbiome has been recently shown to be associated with disease risks and has important implications in risk stratification and precision medicine. Due to abundant taxa in the human body, microbiome data are high-dimensional and compositional. Dirichlet distributions and their generalization are used to characterize the dependence structures of microbial data. Another existing method for fitting microbiome data employed Gaussian graphical model using the centered log-transformation (CLR). However, Dirichlet distributions are not able to infer networks or to estimate some extremely rare probabilities. On the other hand, it is hard to interpret the network analysis results using CLR. Furthermore, the data analysis showed that there is a lack of efficient multivariate distributions for fitting microbiome data, which results in inadequate statistical inferences. In this paper, we propose new multivariate distributions for modeling the dependence structures of the high dimensional and compositional microbiome data using inverse gamma distributions and copula techniques. The data analysis in the American gut project shows our proposed methods perform well. [ABSTRACT FROM AUTHOR]

This paper provides an in-depth review about parametric estimation methods for stationary stochastic differential equations (SDEs) driven by Wiener noise with discrete time observations. The short-term interest rate dynamics are commonly described by continuous-time diffusion processes, whose parameters are subject to estimation bias, as data are highly persistent, and discretization bias, as data are discretely sampled despite the continuous-time nature of the model. To assess the role of persistence and the impact of sampling frequency on the estimation, we conducted a simulation study under different settings to compare the performance of the procedures and illustrate the finite sample behavior. To complete the survey, an application of the procedures to real data is provided. [ABSTRACT FROM AUTHOR]