The asymptotic behavior of linear periodic discrete-time H∞ a posteriori filters is discussed in this paper. We extend existing results for time-invariant H∞ filters to Editor: (1) Please provide dates. (2) We left ‘a posteriori’ as italic. OK? study the problems arising from periodic discrete-time systems. Based on quasi-lifting techniques, a sufficient condition for ensuring feasibility and c...

In this article, an adaptive least-squares mixed finite element method is studied for pseudo-parabolic integro-differential equations. The solutions of least-squares mixed weak formulation and mixed finite element are proved. A posteriori error estimator is constructed based on the least-squares functional and the posteriori errors are obtained. Keywords—Pseudo-parabolic integro-differential eq...

These lecture notes comprise the talks of the author on “A posteriori error estimates for modelling errors” and on “A posteriori error estimates for highly indefinite problems” given at the Zürich Summerschool 2012. 1 Lecture 1: Combined A Posteriori Modeling Discretization Error Estimate for Elliptic Problems with Complicated Interfaces Remark. This part of the lecture notes is a slightly exte...

the problems of sequential change-point have several important applications in quality control, signal processing, and failure detection in industry and finance. we discuss a bayesian approach in the context of statistical process control: at an unknown time $tau$, the process behavior changes and the distribution of the data changes from p0 to p1. two cases are considered: (i) p0 and p1 are fu...

We present an efficient method for the reduction of model equations in the linearized diffuse optical tomography (DOT) problem. We first implement the maximum a posteriori (MAP) estimator and Tikhonov regularization, which are based on applying preconditioners to linear perturbation equations. For model reduction, the precondition is split into two parts: the principal components are consid...