Federico Ramponi

Tobias Sutter, Debasish Chatterjee, Federico Ramponi et al.

We present a new matrix-valued isospectral ordinary differential equation that asymptotically block-diagonalizes $n\times n$ zero-diagonal Jacobi matrices employed as its initial condition. This o.d.e.\ features a right-hand side with a nested commutator of matrices, and structurally resembles the double-bracket o.d.e.\ studied by R.W.\ Brockett in 1991. We prove that its solutions converge asymptotically, that the limit is block-diagonal, and above all, that the limit matrix is defined uniquely as follows: For $n$ even, a block-diagonal matrix containing $2\times 2$ blocks, such that the super-diagonal entries are sorted by strictly increasing absolute value. Furthermore, the off-diagonal entries in these $2\times 2$ blocks have the same sign as the respective entries in the matrix employed as initial condition. For $n$ odd, there is one additional $1\times 1$ block containing a zero that is the top left entry of the limit matrix. The results presented here extend some early work of Kac and van Moerbeke.

Debasish Chatterjee, Peter Hokayem, Federico Ramponi et al.

We propose a procedure to design a state-quantizer with finitely many bins for a marginally stable stochastic linear system evolving in $\R^d$, and a bounded policy based on the resulting quantized state measurements to ensure bounded second moment in closed-loop.

Federico Ramponi, Debasish Chatterjee, Sean Summers et al.

Probabilistic Computation Tree Logic (PCTL) is a well-known modal logic which has become a standard for expressing temporal properties of finite-state Markov chains in the context of automated model checking. In this paper, we give a definition of PCTL for noncountable-space Markov chains, and we show that there is a substantial affinity between certain of its operators and problems of Dynamic Programming. After proving some uniqueness properties of the solutions to the latter, we conclude the paper with two examples to show that some recovery strategies in practical applications, which are naturally stated as reach-avoid problems, can be actually viewed as particular cases of PCTL formulas.