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We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
We present the complete set of stochastic Verlet-type algorithms that can provide correct statistical measures for both configurational and kinetic sampling in discrete-time Langevin systems. The approach is a brute-force general…
We present an efficient method for evaluating random phase errors in phase shifters within photonic integrated circuits, avoiding the computational cost of traditional Monte Carlo simulations. By modeling spatially correlated manufacturing…
A data-driven model identification strategy is developed for dynamical systems near a supercritical Hopf bifurcation with nonautonomous inputs. This strategy draws on phase-amplitude reduction techniques, leveraging an analytical…
Accurate performance estimation of future many-node machines is challenging because it requires detailed simulation models of both node and network. However, simulating the full system in detail is unfeasible in terms of compute and memory…
This paper addresses the problem of static output feedback (SOF) stabilization for discrete-time LTI systems. We approach this problem using the recently developed periodically time-varying memory state-feedback controller (PTVMSFC) design…
Temporal dependence and the resulting autocovariances in time series data can introduce bias into ANOVA test statistics, thereby affecting their size and power. This manuscript accounts for temporal dependence in ANOVA and develops a test…
This paper proposes a distributed prescribed-time observer for nonlinear systems representable in a block-triangular observable canonical form. Using a weighted average of neighbor estimates exchanged over a strongly connected digraph, each…
Non-stationary forced oscillations (FOs) have been observed in power system operations. However, most detection methods assume that the frequency of FOs is stationary. In this paper, we present a methodology for the analysis of…
This paper studies the problem of stabilizing a self-triggered control system with quantized output. Employing a standard observer-based state feedback control law, a self-triggering mechanism that dictates the next sampling time based on…
In this article, we present a new methodology to identify if forced oscillation sources are generated in excitation systems or in turbine governors. In this context, we propose to harness the information that the dynamic state estimation…
Grid-forming voltage source converter (GF-VSC) has been identified as the key technology for the operation of future converter-dominated power systems. Among many other issues, transient stability of this type of power systems remains an…
Lithium-ion batteries exhibit nonlinear voltage dynamics across varying operating conditions and aging states, making accurate modeling essential for estimation, control, and health monitoring. This work compares two data-driven frameworks…
The paper documents the implementation of a novel phase-noise analysis module within the open-source QUCS circuit simulator environment. The underlying algorithm is based on a rigorous, unified time-domain methodology of (coupled)…
We study the modeling and forecasting of high-dimensional functional time series (HDFTS), which can be cross-sectionally correlated and temporally dependent. We introduce a decomposition of the HDFTS into two distinct components: a…
Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…
In the context of studying periodic processes, this paper investigates first under which conditions switching affine systems in the plane generate stable limit cycles. Based on these conditions, a design methodology is proposed by which the…
With the increased complexity of power systems due to the integration of smart grid technologies and renewable energy resources, more frequent changes have been introduced to system status, and the traditional serial mode of state…
In Volt/Var control (VVC) of active distribution networks(ADNs), both slow timescale discrete devices (STDDs) and fast timescale continuous devices (FTCDs) are involved. The STDDs such as on-load tap changers (OLTC) and FTCDs such as…
Modular multilevel converters are wellknown in the energy sector and have significant potential in others, such as electromobility. Generally, their stable operation is at the expense of numerous sensors, communication burdens, and…