Related papers: The Identification of Thresholds and Time Delay in…
This paper develops a threshold model with a time-varying threshold, represented using a wavelet series expansion. The model adequately captures irregular and abrupt variations, as well as smooth changes in the threshold parameter, allowing…
This paper studies the threshold estimation of a TAR model when the underlying threshold parameter is a random variable. It is shown that the Bayesian estimator is consistent and its limit distribution is expressed in terms of a limit…
This paper presents a system identification technique for systems whose output is asymptotically periodic under constant inputs. The model used for system identification is a discrete-time Lur'e model consisting of asymptotically stable…
An experimental study of the delayed threshold phenomenon in a Vertical Extended Cavity Semiconductor Emitting Laser is carried out. Under modulation of the pump power, the laser intensity exhibits a hysteresis behavior in the vicinity of…
This study defines a multivariate Self--Exciting Threshold Autoregressive with eXogenous input (MSETARX) models and present an estimation procedure for the parameters. The conditions for stationarity of the nonlinear MSETARX models is…
Distinguishing between the instantaneous and delayed scatterers in synthetic aperture radar (SAR) images is important for target identification and characterization. To perform this task, one can use the autocorrelation analysis of…
Self-excited systems arise in many applications, such as biochemical systems, mechanical systems with fluid-structure interaction, and fuel-driven systems with combustion dynamics. This paper presents a Lur'e model that exhibits biased…
Reducing prediction delay for streaming end-to-end ASR models with minimal performance regression is a challenging problem. Constrained alignment is a well-known existing approach that penalizes predicted word boundaries using external…
Delayed target response in synthetic aperture radar (SAR) imaging can be obscured by the range-delay ambiguity and speckle. To analyze the range-delay ambiguity, one extends the standard SAR formulation and allows both the target…
This paper is a comprehensive study of a long observed phenomenon of increase in the stability margin and so the rate of convergence of a class of linear systems due to time delay. We use Lambert W function to determine (a) in what systems…
Accurately calculating time delays between signals is pivotal in many modern physics applications. One approach to estimating these delays is computing the cross-spectrum in the time-frequency domain. Linear time-frequency representations,…
In this paper we study the identification of a time-varying linear system from its response to a known input signal. More specifically, we consider systems whose response to the input signal is given by a weighted superposition of delayed…
A new method for solving optimal tracking control of linear quadratic time-varying systems with multiple time delays in state and input variables and with combined constraints is presented in this paper. By using the relations of Chebyshev…
Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…
This work addresses fundamental issues related to the structure and conditioning of linear time-delayed models of non-linear dynamics on an attractor. While this approach has been well-studied in the asymptotic sense (e.g. for infinite…
The Wigner-Smith (WS) time delay matrix relates a lossless system's scattering matrix to its frequency derivative. First proposed in the realm of quantum mechanics to characterize time delays experienced by particles during a collision,…
We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…
In this article, we investigate theoretical and numerical properties of the first-order Lighthill-Whitham-Richards (LWR) traffic flow model with time delay. Since standard results from the literature are not directly applicable to the…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
We use the results of a pedestrian tracking experiment to identify a follow-the-leader model for pedestrians walking-in-line. We demonstrate the existence of a time-delay between a subject's response and the predecessor's corresponding…