The fundamental problem of nonlinear filtering theory is how to solve robust D-M-Z equation in real time and in memoryless manner. This paper describes a new real time algorithm which reduces the nonlinear filtering problem to off-line computations. Our algorithm gives convergent solutions in both pointwise sense and L/sup 2/ in case that the drift term and observation dynamic term have linear growths. The algorithm presented is slightly better than that given in our previous paper (2000).

Let S be a compact, orientable surface of hyperbolic type and let ψ be a mapping class of S. The present article shows that there exists a finite cover X of S and a lift ψ_X of ψ to X such that the spectral radius of ψ_X, viewed as an automorphism of H_1(X,C), is greater than one if and only if ψ has infinite order and is not a Dehn multitwist. Among the corollaries of this result is the fact that a compact, irreducible 3-manifold with toroidal or empty boundary and positive simplicial volume admits a finite cover for which the multivariable Alexander polynomial is not identically zero and has Mahler measure strictly greater than one; such a manifold also admits a finite cover whose integral first homology has nontrivial torsion. An independent proof of the main result of this paper was given by A. Hadari [Geom. Topol. 24 (2020), no. 4, 1717–1750; MR4173920]. In that paper, the surface was assumed to have at least one boundary component, but stronger control over the required finite covers was obtained.

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Consider a system of periodic pendulum lattice with analytic weak coupling: i x ̈i +sinxi =−ε 􏰀 ∂xiβα(xj,xj+1,xj+2), xi =xi+N, i∈Z, j =i−2 where N 􏰃 3 is an integer, ε > 0 is a small parameter and the function βα is an analytic function of a certain form. It is shown in this paper that for small enough ε, the system admits motions such that the energy transfers between the pendulums in any predetermined order.

We investigate Sarnak's M\"obius Disjointness Conjecture through asymptotically periodic functions. It is shown that Sarnak's conjecture for rigid dynamical systems is equivalent to the disjointness of M\"obius from asymptotically periodic functions. We give sufficient conditions and a partial answer to the later one. As an application, we show that Sarnak's conjecture holds for a class of rigid dynamical systems, which improves an earlier result of Kanigowski-Lema{\'{n}}czyk-Radziwi{\l}{\l}.