Related papers: Stochastic Estimation of Dynamical Variables
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
We consider a nonlinear pendulum whose suspension point undergoes stochastic vibrations in its plane of motion. Stochastic vibrations are constructed by stochastic differential equations with random periodic solutions. Averaging over these…
The question about the existence of so-called ``hidden'' variables in quantum mechanics and the perception of the completeness of quantum mechanics are two sides of the same coin. Quantum analytical mechanics constitutes a completion of…
This paper studies a novel approach for approximating the behavior of compartmental spreading processes. In contrast to prior work, the methods developed describe a dynamics which bound the exact moment dynamics, without explicitly…
Quantum computing employs controllable interactions to perform sequences of logical gates and entire algorithms on quantum registers. This paradigm has been widely explored, e.g., for simulating dynamics of manybody systems by decomposing…
We propose and analyze a versatile and efficient multiparameter quantum sensing protocol, which simultaneously estimates many non-commuting and time-dependent signals that are coherently or incoherently coupled to sensing particles. Even in…
This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…
We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…
A system's internal dynamics and its interaction with the environment can be determined by tracking how external perturbations affect its transition rates between states. Quantitative measurements of these rates are crucial for optimizing…
Dynamical equations describing physical systems at statistical equilibrium are commonly extended by mathematical tools called "thermostats". These tools are designed for sampling ensembles of statistical mechanics. We propose a dynamic…
Motivated by the noisy and fluctuating behavior of current quantum computing devices, this paper presents a data-driven characterization approach for estimating transition frequencies and decay times in a Lindbladian dynamical model of a…
We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…
This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays…
The objective of this article is to complete preliminary results concerning the time-minimal control of dissipative two-level quantum systems whose dynamics is governed by Lindblad equations. The extremal system is described by a…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
Considering stationary states of continuous-variable systems undergoing an open dynamics, we unveil the connection between properties and symmetries of the latter and the dynamical parameters. In particular, we explore the relation between…
This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…