English
Related papers

Related papers: Effects of Correlated Noise on the Performance of …

200 papers

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

Dynamical Systems · Mathematics 2021-04-06 M. M. Shumafov , V. B. Tlyachev

We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of…

Statistical Mechanics · Physics 2015-05-14 Alessandro Fiasconaro , Bernardo Spagnolo

Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…

chao-dyn · Physics 2009-10-31 Koichi Fujimoto , Kunihiko Kaneko

In this paper, we present a Hamiltonian identification method for a closed quantum system whose time trace observables are measured with colored measurement noise. The dynamics of the quantum system are described by a Liouville equation…

Systems and Control · Computer Science 2020-10-20 Lingyu Tan , Daoyi Dong , Dewei Li , Shibei Xue

The concept of nonlinear modes is useful for the dynamical characterization of nonlinear mechanical systems. While efficient and broadly applicable methods are now available for the computation of nonlinear modes, nonlinear modal testing is…

Systems and Control · Electrical Eng. & Systems 2020-11-18 Maren Scheel , Simon Peter , Remco I. Leine , Malte Krack

We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…

Pattern Formation and Solitons · Physics 2013-05-29 B. von Haeften , G. Izús , S. Mangioni , A. D. Sánchez , H. S. Wio

Noise can induce coherent oscillations in excitable systems without periodic orbits. Here, we establish a method to derive a hybrid system approximating the noise-induced coherent oscillations in excitable systems and further perform phase…

Adaptation and Self-Organizing Systems · Physics 2022-05-26 Jinjie Zhu , Yuzuru Kato , Hiroya Nakao

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Constantino M. Lagoa , Fabrizio Dabbene

We investigate the capability of dynamical decoupling techniques to reduce decoherence from a realistic environment generating 1/f noise. The predominance of low frequency modes in the noise profile allows for decoherence scenarios where…

Quantum Physics · Physics 2009-11-10 Lara Faoro , Lorenza Viola

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…

Adaptation and Self-Organizing Systems · Physics 2019-05-31 Michele Bonnin , Fabio Traversa , Fabrizio Bonani

Recurrent Neural networks (RNN) have shown promising potential for learning dynamics of sequential data. However, artificial neural networks are known to exhibit poor robustness in presence of input noise, where the sequential architecture…

Machine Learning · Computer Science 2021-05-05 Arash Amini , Guangyi Liu , Nader Motee

Loewner rational interpolation provides a versatile tool to learn low-dimensional dynamical-system models from frequency-response measurements. This work investigates the robustness of the Loewner approach to noise. The key finding is that…

Numerical Analysis · Mathematics 2020-11-06 Zlatko Drmač , Benjamin Peherstorfer

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…

Statistical Mechanics · Physics 2014-01-10 Krzysztof Szczepaniec , Bartlomiej Dybiec

Conformal Prediction (CP) quantifies network uncertainty by building a small prediction set with a pre-defined probability that the correct class is within this set. In this study we tackle the problem of CP calibration based on a…

Machine Learning · Computer Science 2024-05-22 Coby Penso , Jacob Goldberger

We accurately characterize nonlinear phase noise in uncompensated coherent optical systems. We find that, though present, its impact on system performance is typically negligible in a wide range of practical system scenarios.

Optics · Physics 2014-07-08 Y. Jiang , A. Carena , P. Poggiolini , F. Forghieri

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

Tipping in multistable systems occurs usually by varying the input slightly, resulting in the output switching to an often unsatisfactory state. This phenomenon is manifested in thermoacoustic systems. This thermoacoustic instability may…

Adaptation and Self-Organizing Systems · Physics 2020-09-29 Xiaoyu Zhang , Yong Xu , Qi Liu , Jürgen Kurths , Celso Grebogi