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Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We…

Probability · Mathematics 2008-11-27 Daniel Alpay , David Levanony

Bayesian posterior distributions naturally represent parameter uncertainty informed by data. However, when the parameter space is complex, as in many nonparametric settings where it is infinite-dimensional or combinatorially large, standard…

Methodology · Statistics 2025-12-22 Nicola Bariletto , Nhat Ho , Alessandro Rinaldo

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

This paper analyses and synthesises the Disturbance Observer (DOb) based motion control systems in the discrete-time domain. By employing Bode Integral Theorem, it is shown that continuous-time analysis methods fall-short in explaining the…

Systems and Control · Electrical Eng. & Systems 2021-01-21 Emre Sariyildiz

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Data Analysis, Statistics and Probability · Physics 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

The Consistency of the Closed-Loop Simplified Refined Instrumental Variable method for Continuous-time system (CLSRIVC) is analysed based on sampled data. It is proven that the CLSRIVC estimator is not consistent when a continuous-time…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Siqi Pan , James S. Welsh , Rodrigo A. Gonzalez , Cristian R. Rojas

Reinforcement learning algorithms typically consider discrete-time dynamics, even though the underlying systems are often continuous in time. In this paper, we introduce a model-based reinforcement learning algorithm that represents…

Machine Learning · Computer Science 2023-11-01 Lenart Treven , Jonas Hübotter , Bhavya Sukhija , Florian Dörfler , Andreas Krause

The time evolution of the entanglement entropy in non-equilibrium quantum systems provides crucial information about the structure of the time-dependent state. For quantum quench protocols, by combining a quasiparticle picture for the…

Statistical Mechanics · Physics 2018-03-30 Vincenzo Alba , Pasquale Calabrese

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

Contextual Bayesian Optimization (CBO) efficiently optimizes black-box functions with respect to design variables, while simultaneously integrating contextual information regarding the environment, such as experimental conditions. However,…

This work studies the design problem of feedback stabilizers for discrete-time systems with input delays. A backstepping procedure is proposed for disturbance-free discrete-time systems. The feedback law designed by using backstepping…

Optimization and Control · Mathematics 2012-12-05 Iasson Karafyllis , Miroslav Krstic

Time-resolved analysis of periodically excited luminescence decays by the phasor method in the presence of time-gating or binning is revisited. Analytical expressions for discrete configurations of square gates are derived and the locus of…

Quantitative Methods · Quantitative Biology 2023-07-19 Xavier Michalet

We propose a method based on compressed sensing (CS) to measure the evolution processes of the states of a driven cavity quantum electrodynamics system. In precisely reconstructing the coherent cavity field amplitudes, we have to prepare…

Quantum Physics · Physics 2022-07-20 Fang Zhao , Qing Zhao , Dazhi Xu

We derive an information-theoretic lower bound for sample complexity in sparse recovery problems where inputs can be chosen sequentially and adaptively. This lower bound is in terms of a simple mutual information expression and unifies many…

Information Theory · Computer Science 2014-04-30 Cem Aksoylar , Venkatesh Saligrama

Resilience to noise and to decoherence processes is an important ingredient for the implementation of quantum information processing, and quantum technologies. To this end, techniques such as pulsed and continuous dynamical decoupling have…

Quantum Physics · Physics 2016-12-02 Itsik Cohen , Nati Aharon , Alex Retzker

In this paper, an adaptive observer is proposed for multi-input multi-output (MIMO) discrete-time linear time-invariant (LTI) systems. Unlike existing MIMO adaptive observer designs, the proposed approach is applicable to LTI systems in…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Anchita Dey , Shubhendu Bhasin

Time discretizations of phase-field systems have been studied. For example, a time discretization and an error estimate for a parabolic-parabolic phase-field system have been studied by Colli--K. [Commun. Pure Appl. Anal. 18 (2019)]. Also,…

Numerical Analysis · Mathematics 2021-02-02 Shunsuke Kurima

This paper presents a new, low-complexity algorithm for time and frequency synchronization in a non-contiguous-orthogonal frequency division multiplexing (NC-OFDM) radio communication system in the presence of narrowband interference (NBI).…

Social and Information Networks · Computer Science 2021-04-26 Pawel Kryszkiewicz , Hanna Bogucka

We analyze the robust character against non-static noise of clock transitions implemented via a method of continuous dynamical decoupling (CDD) in a hyperfine Zeeman multiplet in ^{87}\textrm{Rb}. The emergence of features specific to the…

Quantum Physics · Physics 2023-11-16 J. M. Gomez Llorente , I. Gomez-Ojeda , J. Plata