Related papers: Output-only parameter identification of a colored-…
This paper presents two explicit Model Predictive Control formulations for linear systems parameterized in terms of design variables. Such parameter dependent behavior commonly arises from operating point dependent linearization of…
When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…
We have found that a novel type of entrainment occurs in two nonidentical limit cycle oscillators subjected to a common external white Gaussian noise. This entrainment is anomalous in the sense that the two oscillators have different mean…
We establish an important connection between coherent quantum feedback and the Ornstein-Uhlenbeck process in quantum optics. We show that an emitter with fluctuating energy levels in front of a mirror results in an Ornstein-Uhlenbeck…
This article presents a mathematical study of the problem of identifying a time-dependent source term in transport processes described by a timefractional parabolic equation, based on noisy time-dependent measurements taken at an arbitrary…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…
We study the influence of telegraph noise on synchrony of limit cycle oscillators. Adopting the phase description for these oscillators, we derive the explicit expression for the Lyapunov exponent. We show that either for weak noise or…
When stock prices are observed at high frequencies, more information can be utilized in estimation of parameters of the price process. However, high-frequency data are contaminated by the market microstructure noise which causes significant…
The phase description is a powerful tool for analyzing noisy limit cycle oscillators. The method, however, has found only limited applications so far, because the present theory is applicable only to the Gaussian noise while noise in the…
We study an ensembles of globally coupled or forced identical phase oscillators subject to independent white Cauchy noise. We demonstrate, that if the oscillators are forced in several harmonics, stationary synchronous regimes can be…
Collapse models including some external noise of unknown origin are routinely used to describe phenomena on the quantum-classical border; in particular, quantum measurement. Although containing nonlinear dynamics and thereby exposed to the…
Estimation problems in the presence of deterministic linear nuisance parameters arise in a variety of fields. To cope with those, three common methods are widely considered: (1) jointly estimating the parameters of interest and the nuisance…
We continue the analysis of models of spontaneous wave function collapse with stochastic dynamics driven by non-white Gaussian noise. We specialize to a model in which a classical "noise" field, with specified autocorrelator, is coupled to…
The problem of analyzing the Ito stochastic differential system and its filtering has received attention. The classical approach to accomplish filtering for the Ito SDE is the Kushner equation. In contrast to the classical filtering…
Self-propelled particles, which convert energy into mechanical motion, exhibit inertia if they have a macroscopic size or move inside a gaseous medium, in contrast to micron-sized overdamped particles immersed in a viscous fluid. Here we…
In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems…
Optomechanical systems are promising platforms for controlled light-matter interactions. They are capable of providing several fundamental and practical novel features when the mechanical oscillator is cooled down to nearly reach its ground…
Optomechanical oscillators (OMOs) combine the co-existing high quality factor mechanical and optical resonances in an integrated device to realize low phase noise RF oscillations. While several attempts have been demonstrated towards…