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We propose a new approach to detailed balance violation in electrical circuits by relying on the scattering matrix formalism commonly used in microwave electronics. This allows to include retardation effects which are paramount at high…

Mesoscale and Nanoscale Physics · Physics 2024-03-27 Alexandre Dumont , Pierre Février , Christian Lupien , Bertrand Reulet

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Oliver Kost , Jindrich Dunik , Ivo Puncochar , Ondrej Straka

We discuss the possibility to generate in Coulomb-blockade systems steady states that violate detailed balance. This includes both voltage biased and non-biased scenarios. The violation of detailed balance yields that the charge-transfer…

Mesoscale and Nanoscale Physics · Physics 2017-05-23 Philipp Stegmann , Jürgen König

We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…

The measurement of data over time and/or space is of utmost importance in a wide range of domains from engineering to physics. Devices that perform these measurements therefore need to be extremely precise to obtain correct system…

We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Xian Wu , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H van Schuppen , Chenghui Zhang

Fluctuation-enhanced sensing comprises the analysis of the stochastic component of the sensor signal and the utilization of the microscopic dynamics of the interaction between the agent and the sensor. We study the relationship between the…

Data Analysis, Statistics and Probability · Physics 2012-07-13 P. Makra , Z. Topalian , C. G. Granqvist , L. B. Kish , C. Kwan

In this paper, we present an algorithm for learning time-correlated measurement covariances for application in batch state estimation. We parameterize the inverse measurement covariance matrix to be block-banded, which conveniently…

Robotics · Computer Science 2023-03-14 David J. Yoon , Timothy D. Barfoot

In this work, time series analysis techniques are used to analyze sequential, equispaced mass measurements of a Si density artifact, collected from an electromechanical transducer. Specifically, techniques such as Power Spectral Density,…

Data Analysis, Statistics and Probability · Physics 2012-03-01 Dimitra Georgakaki , Chris Mitsas , Hariton Polatoglou

A direct numerical simulation of the three-dimensional elektrokinetic instability near a charge selective surface (electric membrane, electrode, or system of micro-/nanochannels) is carried out and analyzed. A special finite-difference…

Fluid Dynamics · Physics 2014-08-06 E. A. Demekhin , N. V. Nikitin , V. S. Shelistov

Stochastic and coherence resonances appear in nonlinear systems subjected to an external source of noise and are characterized by a maximum response at the optimal value of the noise intensity. This paper shows experimentally that it is…

Condensed Matter · Physics 2016-08-31 O. Calvo , I. Gomes , C. R. Mirasso , R. Toral

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

The synchronization stability of a complex network system of coupled phase oscillators is discussed. In case the network is affected by disturbances, a stochastic linearized system of the coupled phase oscillators may be used to determine…

Adaptation and Self-Organizing Systems · Physics 2023-03-31 Kaihua Xi , Zhen Wang , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen , Chenghui Zhang

In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…

Probability · Mathematics 2026-03-18 Sarvesh Ravichandran Iyer , Vivek Kumar

Detecting and quantifying non-equilibrium activity is essential for studying internally driven assemblies, including synthetic active matter and complex living systems such as cells or tissue. We discuss a non-invasive approach of measuring…

Biological Physics · Physics 2019-05-22 Grzegorz Gradziuk , Federica Mura , Chase P. Broedersz

We address the problem of robust state estimation of a class of discrete-time nonlinear systems with positive-slope nonlinearities when the sensors are corrupted by (potentially unbounded) attack signals and bounded measurement noise. We…

Signal Processing · Electrical Eng. & Systems 2018-09-21 Tianci Yang , Carlos Murguia , Margreta Kuijper , Dragan Nešić

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

Prior research has shown that autocorrelation and variance in voltage measurements tend to increase as power systems approach instability. This paper seeks to identify the conditions under which these statistical indicators provide reliable…

Physics and Society · Physics 2015-04-23 Goodarz Ghanavati , Paul D. H. Hines , Taras I. Lakoba

Complex quantum systems and their various applications are susceptible to noise of coherent and incoherent nature. Characterization of noise and its sources is an open, key challenge in quantum technology applications, especially in terms…

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