Related papers: Noise reduction in Laguerre-domain discrete delay …
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…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
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…
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…
A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…
Astronomical time series from large-scale surveys like LSST are often irregularly sampled and incomplete, posing challenges for classification and anomaly detection. We introduce a new framework based on Neural Stochastic Delay Differential…
Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…
In this paper, we present a stable and efficient approach for constructing Laguerre pseudospectral differentiation matrices. The proposed method reformulates the off-diagonal entries and computes all required quantities simultaneously using…
Delay-coordinates dynamic mode decomposition (DC-DMD) is widely used to extract coherent spatiotemporal modes from high-dimensional time series. A central challenge is distinguishing dynamically meaningful modes from spurious modes induced…
In this paper a new distributed asynchronous algorithm is proposed for time synchronization in networks with random communication delays, measurement noise and communication dropouts. Three different types of the drift correction algorithm…
Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is a necessary step to draw conclusions from these data, and it often becomes quite essential to construct dynamical models using these…
Time--delayed feedback is exploited for controlling noise--induced motion in coherence resonance oscillators. Namely, under the proper choice of time delay, one can either increase or decrease the regularity of motion. It is shown that in…
This paper addresses the design of input signals for the purpose of discriminating among a finite set of models dynamic systems within a given finite time interval. A motivating application is fault detection and isolation. We propose…
Previous preliminary results on the application of knowledge networks to noise reduction in stationary harmonic and weakly chaotic signals are extended to more general cases. The formalism gives a novel algorithm from which statistical…
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…
To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…
In this paper, we first propose a method that can efficiently compute the maximal robust controlled invariant set for discrete-time linear systems with pure delay in input. The key to this method is to construct an auxiliary linear system…
Acoustic emission or scattering problems naturally involve uncertainties about the sound sources or boundary conditions. This article initiates the study of time domain boundary elements for such stochastic boundary problems for the…
The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization…