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A robust (deterministic) filtering approach to the problem of optimal sensor selection is considered herein. For a given system with several sensors, at each time step the output of one of the sensors must be chosen in order to obtain the…

Optimization and Control · Mathematics 2012-11-09 Srinivas Sridharan

We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on…

General Relativity and Quantum Cosmology · Physics 2012-12-03 Luigi Ferraioli , Edward K. Porter , Eric Plagnol

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

Methodology · Statistics 2015-04-03 Michael Vogt , Holger Dette

We address a three-dimensional model capable of describing coupled damage and plastic effects in solids at finite strains. Formulated within the variational setting of {\it generalized standard materials}, the constitutive model results…

Analysis of PDEs · Mathematics 2020-12-30 David Melching , Michael Neunteufel , Joachim Schöberl , Ulisse Stefanelli

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Computation · Statistics 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

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

Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk…

Probability · Mathematics 2023-05-16 Josselin Garnier , Ziyu Lu , Laurent Mertz

In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…

Machine Learning · Statistics 2024-10-16 Zongyuan Han , Wenhao Li , Shengxin Zhu

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…

Methodology · Statistics 2022-09-09 Michel H. Montoril , Leandro T. Correia , Helio S. Migon

There has long been debate about the relative merits of decision theoretic methods and heuristic rule-based approaches for reasoning under uncertainty. We report an experimental comparison of the performance of the two approaches to…

Artificial Intelligence · Computer Science 2013-04-10 Jayant Kalagnanam , Max Henrion

This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Die Gan , Zhixin Liu

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

We present different computational approaches for the rapid extraction of the signal parameters of discretely sampled damped sinusoidal signals. We compare time- and frequency-domain-based computational approaches in terms of their accuracy…

Instrumentation and Detectors · Physics 2020-10-23 Jim C. Visschers , Emma Wilson , Thomas Conneely , Andrey Mudrov , Lykourgos Bougas

System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the…

Computational Physics · Physics 2020-10-14 Constantino A. Garcia , Paulo Felix , Jesus M. Presedo , Abraham Otero

It is proposed to identify damage variables and their growth with loading in two dimensions by only using full-field displacement measurements. The equilibrium gap method is used to estimate the damage field during a biaxial experiment on a…

Classical Physics · Physics 2016-08-16 Damien Claire , François Hild , Stéphane Roux

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo , Marco Trapanese

This study presents a new strategy for the identification of material parameters in the case of restricted or redundant data, based on a hybrid approach combining a genetic algorithm and the Levenberg-Marquardt method. The proposed…

Neural and Evolutionary Computing · Computer Science 2017-07-05 S. Carbillet , V. Guicheret-Retel , F. Trivaudey , F. Richard , M. L. Boubakar