Igor G. Vladimirov

TL;DR: This work employs a diffusion tracer as a reference scalar field that makes the conditional averaging sensitive to the proximity of a point to the interface, and considers a hitting time stochastic interpretation of the tracer.

TL;DR: A Lie algebraic connection is discussed between these two classes of cost functionals for open quantum harmonic oscillators using an apparatus of complex Hamiltonian kernels and symplectic factorizations to extend useful properties from one of the classes of risk-sensitive costs to the other.

TL;DR: In this paper, a probability theoretical approach is developed which is based on equipping the grid with an algebra of frequency-measurable quasiperiodic subsets characterized by frequency functions.

TL;DR: In this article, the authors consider a finite horizon linear discrete time varying system whose input is a random noise with an imprecisely known probability law, and the statistical uncertainty is described by a nonnegative parameter a which constrains the anisotropy of the noise as an entropy theoretic measure of deviation of the actual noise distribution from Gaussian white noise laws with scalar covariance matrices.

TL;DR: An anisotropic estimator is constructed which minimizes the worst-case error-to-noise RMS ratio of the root-mean-square value of the estimation error of the disturbance over stationary Gaussian disturbances whose mean anisotropy is bounded from above by a given parameter.