CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

Strong and weak Allee effects and chaotic dynamics in Richards' growths

In this paper we define and investigate generalized Richards' growth models with strong and weak Allee effects and no Allee effect. We prove the transition from strong Allee effect to no Allee effect, passing through the weak Allee effect, depending on the implicit conditions, which involve the several parameters considered in the models. New classes of functions describing the existence or not of Allee effect are introduced, a new dynamical approach to Richards' populational growth equation is established. These families of generalized Richards' functions are proportional to the right hand side of the generalized Richards' growth models proposed. Subclasses of strong and weak Allee functions and functions with no Allee effect are characterized. The study of their bifurcation structure is presented in detail, this analysis is done based on the configurations of bifurcation curves and symbolic dynamics techniques. Generically, the dynamics of these functions are classified in the following types: extinction, semi-stability, stability, period doubling, chaos, chaotic semistability and essential extinction. We obtain conditions on the parameter plane for the existence of a weak Allee effect region related to the appearance of cusp points. To support our results, we present fold and flip bifurcations curves and numerical simulations of several bifurcation diagrams.

Generalized models from Beta(p,2) densities with strong allee effect: dynamical approach

A dynamical approach to study the behaviour of generalized populational growth models from Bets(p, 2) densities, with strong Allee effect, is presented. The dynamical analysis of the respective unimodal maps is performed using symbolic dynamics techniques. The complexity of the correspondent discrete dynamical systems is measured in terms of topological entropy. Different populational dynamics regimes are obtained when the intrinsic growth rates are modified: extinction, bistability, chaotic semistability and essential extinction.

Mixed Hodge structures and vector bundles on the projective Plane I

We describe an equivalence of categories between the category of mixed Hodge structures and a category of vector bundles on the toric complex projective plane which verify some semistability condition. We then apply this correspondence to define an invariant which generalises the notion of R-split mixed Hodge structure and compute extensions in the category of mixed Hodge structures in terms of extensions of the corresponding vector bundles. We also give a relative version of this correspondence and apply it to define stratifications of the bases of the variations of mixed Hodge structure.

On a Second Order Condition for Max-Semistable Laws

2000 Mathematics Subject Classification: 62G32, 62G20.

Big bang bifurcations in von Bertalanffy’s dynamics with strong and weak Allee effects

The main purpose of this work was to study population dynamic discrete models in which the growth of the population is described by generalized von Bertalanffy's functions, with an adjustment or correction factor of polynomial type. The consideration of this correction factor is made with the aim to introduce the Allee effect. To the class of generalized von Bertalanffy's functions is identified and characterized subclasses of strong and weak Allee's functions and functions with no Allee effect. This classification is founded on the concepts of strong and weak Allee's effects to population growth rates associated. A complete description of the dynamic behavior is given, where we provide necessary conditions for the occurrence of unconditional and essential extinction types. The bifurcation structures of the parameter plane are analyzed regarding the evolution of the Allee limit with the aim to understand how the transition from strong Allee effect to no Allee effect, passing through the weak Allee effect, is realized. To generalized von Bertalanffy's functions with strong and weak Allee effects is identified an Allee's effect region, to which is associated the concepts of chaotic semistability curve and Allee's bifurcation point. We verified that under some sufficient conditions, generalized von Bertalanffy's functions have a particular bifurcation structure: the big bang bifurcations of the so-called box-within-a-box type. To this family of maps, the Allee bifurcation points and the big bang bifurcation points are characterized by the symmetric of Allee's limit and by a null intrinsic growth rate. The present paper is also a significant contribution in the framework of the big bang bifurcation analysis for continuous 1D maps and unveil their relationship with the explosion birth and the extinction phenomena.