Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime

We study shot noise processes with cluster arrivals, in which entities in each cluster may experience random delays (possibly correlated), and noises within each cluster may be correlated. We prove functional limit theorems for the process in the large-intensity asymptotic regime, where the arrival rate gets large while the shot shape function, cluster sizes, delays, and noises are unscaled. In the functional central limit theorem, the limit process is a continuous Gaussian process (assuming the arrival process satisfies a functional central limit theorem with a Brownian motion limit). We discuss the impact of the dependence among the random delays and among the noises within each cluster using several examples of dependent structures. We also study infinite-server queues with cluster/batch arrivals where customers in each batch may experience random delays before receiving service, with similar dependence structures.

Optimal input filters for iterative learning control systems with additive noises, random delays and data dropouts in both channels

In wireless networked iterative learning control systems, the controller is separated from the plant, and additive noises, random delays and data dropouts arise in both sensor-to-controller and controller-to-actuator channels. In order to guarantee the convergence performance of such systems with the effect of these uncertainties, an input filter is designed based on a proportional iterative learning controller, so that updated inputs can be filtered at the actuator side. Specifically, two data transmission processes are first developed to describe the mix of those uncertainties in both channels by Bernoulli and Gaussian distributed variables with known distributions. Based on state augmentation, the two data transmission processes are further combined with the iterative learning process of controllers to build a unified filtering model. According to this unified model, an optimal filter is designed via the projection theory and implemented at the actuator side to filter the updated inputs in iteration domain. Moreover, the convergence performance of the filtering error covariance matrix is proved theoretically. Finally, some numerical results are given to illustrate the effectiveness of the proposed method.