2 papers
stat.ME2025
Distributions and Direct Parametrization for Stable Stochastic State-Space Models
Mohamad Al Ahdab, Zheng-Hua Tan, John Leth
We present a direct parametrization for continuous-time stochastic state-space models that ensures external stability via the stochastic bounded-real lemma. Our formulation facilit…
eess.SY2025
Optimal Sensor Scheduling and Selection for Continuous-Discrete Kalman Filtering with Auxiliary Dynamics
Mohamad Al Ahdab, John Leth, Zheng-Hua Tan
We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly tim…