Can I read Distributions and Direct Parametrization for Stable Stochastic State-Space Models on EtoBox?

Distributions and Direct Parametrization for Stable Stochastic State-Space Models by Ahdab, Mohamad Al; Tan, Zheng-Hua; Leth, John is a scholarly article available to read on EtoBox.

What is Distributions and Direct Parametrization for Stable Stochastic State-Space Models about?

We present a direct parametrization for continuous-time stochastic state-space models that ensures external stability via the stochastic bounded-real lemma. Our formulation facilitates the construction of probabilistic priors that enforce almost-sure stability which are suitable for sampling-based Bayesian inference methods. We validate our work with a simulation example and demonstrate its ability to yield stable predictions with uncertainty quantification.

Author

Ahdab, Mohamad Al; Tan, Zheng-Hua; Leth, John

Published

2025

Language

EN