Related papers: Output-only parameter identification of a colored-…
In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-driven methods that extract dynamic and stochastic…
By working in the small persistence time limit, we determine the steady-state distribution of an Active Ornstein Uhlenbeck Particle (AOUP) experiencing, in addition to self-propulsion, a Gaussian white noise modelling a bath at temperature…
A central challenge in computational modeling of dynamic biological systems is parameter inference from experimental time course measurements. However, one would not only like to infer kinetic parameters but also study their variability…
A new systematic approach to the construction of approximate solutions to a class of nonlinear singularly perturbed feedback control systems using the boundary layer functions especially with regard to the possible occurrence of the…
Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be…
An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase…
During the last decades active particles have attracted an incipient attention as they have been observed in a broad class of scenarios, ranging from bacterial suspension in living systems to artificial swimmers in nonequilibirum systems.…
Onsager's phenomenological equations successfully describe irreversible thermodynamic processes. They assume a symmetric coupling matrix between thermodynamic fluxes and forces. It is easily shown that the antisymmetric part of a coupling…
This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…
A stochastic variational inequality is proposed to model an elasto-plastic oscillator excited by a filtered white noise. We prove the ergodic properties of the process and characterize the corresponding invariant measure. This extends…
Understanding the nature of potential instabilities is indispensable for the stabilization of power amplifiers. Pole-zero identification is one of the techniques that can be used to determine the stability of a design in large-signal…
The detection problem in statistical signal processing can be succinctly formulated: Given m (possibly) signal bearing, n-dimensional signal-plus-noise snapshot vectors (samples) and N statistically independent n-dimensional noise-only…
We introduce a new method for reducing phase noise in oscillators, thereby improving their frequency precision. The noise reduction device consists of a pair of coupled nonlinear resonating elements that are driven parametrically by the…
We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
We investigate the effects of exponentially correlated noise on birhythmic van der Pol type oscillators. The analytical results are obtained applying the quasi-harmonic assumption to the Langevin equation to derive an approximated…
In a noisy environment, oscillations loose their coherence which can be characterized by a quality factor. We determine this quality factor for oscillations arising from a driven Fokker-Planck dynamics along a periodic one-dimensional…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
By using a generalization of the multiple scales technique we develop a method to derive amplitude equations for zero--dimensional forced systems. The method allows to consider either additive or multiplicative forcing terms and can be…