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We present a new framework for the robust estimation of latent time series models which is fairly general and, for example, covers models going from ARMA to state-space models. This approach provides estimators which are (i) consistent and…
We connect two recent advances in the stochastic analysis of nonequilibrium systems: the (loose) uncertainty principle for the currents, which states that statistical errors are bounded by thermodynamic dissipation; and the analysis of…
The dual-tree complex wavelet transform (DTCWT) is an enhancement of the conventional discrete wavelet transform (DWT) due to a higher degree of shift-invariance and a greater directional selectivity, finding its applications in signal and…
We define and study on Lorentz manifolds a family of covariant diffusions in which the quadratic variation is locally determined by the curvature. This allows the interpretation of the diffusion effect on a particle by its interaction with…
The Loschmidt echo is a popular quantity that allows making predictions about the stability of quantum states under time evolution. In our work, we present an approach that allows us to find a differential equation that can be used to…
In this paper we are interested in the problem of adaptive state observation of linear time-varying (LTV) systems where the system and the input matrices depend on unknown time-varying parameters. It is assumed that these parameters satisfy…
Time-frequency concentration and resolution of the Cohen's class time-frequency distribution (CCTFD) has attracted much attention in time-frequency analysis. A variety of uncertainty principles of the CCTFD is therefore derived, including…
This paper introduces a couple of new time-frequency transforms, designed to adapt their scale to specific features of the analyzed function. Such an adaptation is implemented via so-called focus functions, which control the window scale as…
A random-matrix theory is presented for the linewidth of a laser cavity in which the radiation is scattered chaotically. The linewidth is enhanced above the Schawlow-Townes value by the Petermann factor K, due to the non-orthogonality of…
New experimental techniques based on non-linear ultrafast spectroscopies have been developed over the last few years, and have been demonstrated to provide powerful probes of quantum dynamics in different types of molecular aggregates,…
We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…
A complete framework for the linear time-invariant (LTI) filtering theory of bivariate signals is proposed based on a tailored quaternion Fourier transform. This framework features a direct description of LTI filters in terms of their…
The analytic signal is a useful mathematical tool. It separates qualitative and quantitative information of a signal in form of the local phase and local amplitude. The Clifford Fourier transform (CFT) plays a vital role in the…
Coupled wave equations are popular tool for investigating longitudinal dynamical effects in semiconductor lasers, for example, sensitivity to delayed optical feedback. We study a model that consists of a hyperbolic linear system of partial…
In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…
In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…
The time-frequency uncertainty principle states that the product of the temporal and frequency extents of a signal cannot be smaller than $1/(4\pi)$. We study human ability to simultaneously judge the frequency and the timing of a sound.…
It is widely believed that combining the uncertainty principle with gravity will lead to an effective minimum length scale. A particular challenge is to specify this scale in a coordinate-independent manner so that covariance is not broken.…
The received in-phase and quadrature (I/Q) baseband signals inherently encode physical-layer and channel characteristics of wireless links. Learning robust and transferable representations directly from such raw signals, however, remains…
We present a procedure for the systematic estimation of the dispersion properties of linear discrete systems with periodic time-varying coefficients. The approach relies on the analysis of a single unit cell, making use of Bloch theorem…