Related papers: Output-only parameter identification of a colored-…
A recently developed data-driven Kalman filter requires offline measurement of the process disturbance; a requirement that is often unmet for many practical applications. We propose a solution that parametrizes the Kalman filter exclusively…
A recent study on the effect of colored driving noise on the escape from a metastable state derives an analytic expression of the transfer function of the leaky integrate-and-fire neuron model subject to colored noise. Here we present an…
We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a Time-Dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled…
This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…
We study the stability of a stochastic oscillator whose frequency is a random process with finite time memory represented by an Ornstein-Uhlenbeck noise. This system undergoes a noise-induced bifurcation when the amplitude of the noise…
Tipping is a phenomenon in multistable systems where small changes in inputs cause huge changes in outputs. When the parameter varies within a certain time scale, the rate will affect the tipping behaviors. These behaviors are undesirable…
System identification is a key enabling component for the implementation of quantum technologies, including quantum control. In this paper, we consider the class of passive linear input-output systems, and investigate several basic…
Non-Gaussian mechanical states are a key resource for quantum-enhanced sensing and tests of macroscopic quantum physics. We propose a measurement-based protocol to herald delocalized, nonclassical states of a mechanical oscillator in cavity…
The dynamical evolution of dislocations in plastically deformed metals is controlled by both deterministic factors arising out of applied loads and stochastic effects appearing due to fluctuations of internal stress. Such type of stochastic…
Structural global parameter identifiability indicates whether one can determine a parameter's value from given inputs and outputs in the absence of noise. If a given model has parameters for which there may be infinitely many values, such…
This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…
In this work, we present the basic theoretical efforts that are known in order to deal with non-trivial solutions of the Van der Pol oscillator, such as theory of average, successive approximations and symbolic dynamics. We also construct a…
The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…
In this paper, we study the discrete time filtering problems for linear systems driven by fractional noises. The main difficulty comes from the non-Markovian of the noises. We construct the difference equation of the covariance process…
For mathematical and experimental ease, models with time varying parameters are often simplified to assume constant parameters. However, this simplification can potentially lead to identifiability issues (lack of uniqueness of parameter…
We study effects of independent white noise on synchronization phenomena in ensembles of coupled limit cycle oscillators with different native frequencies. We consider a simple model where the ensemble consists of two inter-connected…
Ultrafast disordering observed after photo-excitation challenges the conventional picture of photo-induced transitions where symmetry-breaking takes place along a single collective coordinate. We propose that key spectroscopic signatures of…
Noise parameters are a set of four measurable quantities which determine the noise performance of a radio-frequency device under test. The noise parameters of a 2-port device can be extracted by connecting a set of 4 or more source…
The ability to characterize the state of dynamic systems has been a pertinent task in the time series analysis community. Traditional measures such as Lyapunov exponents are often times difficult to recover from noisy data, especially if…
We present a method for the direct measurement of the Wigner characteristic function of a thermalizing harmonic oscillator that is completely inaccessible for control or measurement. The strategy employs a recently proposed…