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A novel experimental paradigm and a novel modelling approach are presented to investigate oscillatory human motor performance by means of a key concept from condensed matter physics, namely, thermodynamic state variables. To this end, in…
In porous media physics, calibrating model parameters through experiments is a challenge. This process is plagued with errors that come from modelling, measurement and computation of the macroscopic observables through random homogenization…
We consider the problem of parameter estimation, based on noisy chaotic signals, from the viewpoint of twisted modulation for waveform communication. In particular, we study communication systems where the parameter to be estimated is…
In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…
We consider $d$-dimensional chains of (an)harmonic oscillators we perturb by a noise conserving energy or energy and momentum. We review the thermal conduction properties we obtained for these systems and conclude by several open questions.
The phase transition in a 3D array of classical anharmonic oscillators with harmonic nearest-neighbour coupling (discrete $\phi^4$ model) is studied by Monte Carlo (MC) simulations and by analytical methods. The model allows to choose a…
We consider a quantum two-level system perturbed by classical noise. The noise is implemented as a stationary diffusion process in the off-diagonal matrix elements of the Hamiltonian, representing a transverse magnetic field. We determine…
We study the noise effects in a driven system of globally coupled oscillators, with particular attention to the interplay between driving and noise. The self-consistency equation for the order parameter, which measures the collective…
We study synchronization properties of general uncoupled limit-cycle oscillators driven by common and independent Gaussian white noises. Using phase reduction and averaging methods, we analytically derive the stationary distribution of the…
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process $\nu$ whose components have paths of bounded variation. The presence of the process $\nu$ prevents from…
The Duffing oscillator is a paradigm of bistable oscillatory motion in physics, engineering, and biology. Time series of such oscillations are often observed experimentally in a nonlinear system excited by a spontaneously fluctuating force.…
The electronic model of Van der Pol oscillator with piecewise linear V-I--characteristics of nonlinear element is proposed. It is carried out the experimental investigations of behaviour of the Van der Pol oscillator under external periodic…
A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and…
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
In this paper, a quantum filter for estimating the states of a non-Markovian qubit system is presented in an augmented Markovian system framework including both the qubit system of interest and multi-ancillary systems for representing the…
This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…
A method to describe unresolved processes in meteorological models by physically based stochastic processes (SP) is proposed by the example of an energy budget model (EBM). Contrary to the common approach using additive white noise, a…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
The input-parameter-state estimation capabilities of a novel unscented Kalman filter is examined herein on both linear and nonlinear systems. The unknown input is estimated in two stages within each time step. Firstly, the predicted dynamic…
Spatial pattern formation in excitable fluctuating media was researched analytically from the point of view of the order parameters concept. The reaction-diffusion system in external noise is considered as a model of such medium. Stochastic…