The project deals with the development of active fault diagnosis (AFD) algorithms for stochastic discrete-time large-scale systems. To achieve the feasibility of the algorithms, tensor decompositions (TDs) will be employed in several components of the AFD algorithm design. In particular, the TDs will be applied for the dynamic programming responsible for the active aspect of the diagnosis, for...

In interacting stochastic models, simple rules on the local level can give rise to complex behaviour on large scales. A natural way to study this phenomenon is through scaling limits and examination of the corresponding asymptomatic behaviour. Sometimes, randomness is present even at the macroscopic level, motivating the study of random continuum models. In other cases, the fluctuations live on a...