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While distributed parameter estimation has been extensively studied in the literature, little has been achieved in terms of robust analysis and tuning methods in the presence of disturbances. However, disturbances such as measurement noise…

Optimization and Control · Mathematics 2024-01-26 Nicolai Lorenz-Meyer , Juan G. Rueda-Escobedo , Jaime A. Moreno , Johannes Schiffer

This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the…

Numerical Analysis · Mathematics 2025-12-25 Liet Vo

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

In the automotive industry, predicting noise during design cycle is a necessary step. Well-known methods exist to answer this issue in low frequency domain. Among these, Finite Element Methods, adapted to closed domains, are quite easy to…

Computational Engineering, Finance, and Science · Computer Science 2008-12-18 Marianne Viallet , Gérald Poumérol , Olivier Dessombz , Louis Jezequel

Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…

Statistical Mechanics · Physics 2009-11-11 Daniel Huber , Lev Tsimring

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

We have presented a new and alternative algorithm for noise reduction using the methods of discrete wavelet transform and numerical differentiation of the data. In our method the threshold for reducing noise comes out automatically. The…

In this paper we utilize techniques from the theory of non-linear dynamical systems to define a notion of embedding threshold estimators. More specifically we use delay-coordinates embeddings of sets of coefficients of the measured signal…

Data Analysis, Statistics and Probability · Physics 2015-06-26 D. Napoletani , C. A. Berenstein , T. Sauer , D. C. Struppa , D. Walnut

In passive radar, a network of distributed sensors exploit signals from so-called Illuminators-of-Opportunity to detect and localize targets. We consider the case where the IO signal is available at each receiver node through a reference…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Mats Viberg , Daniele Gerosa , Tomas McKelvey , Patrik Dammert , Thomas Eriksson

We provide two solutions to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. Both of our solutions are global, employ the…

Optimization and Control · Mathematics 2011-08-24 Iasson Karafyllis , Miroslav Krstic

The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…

Numerical Analysis · Mathematics 2026-03-25 Ruisheng Qi , Xiaojie Wang

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods (MCMC). The underlying unknown noise process (possibly) exhibits…

Methodology · Statistics 2018-07-04 Konstantinos Kaloudis , Spyridon J. Hatjispyros

The literature on clustering for continuous data is rich and wide; differently, that one developed for categorical data is still limited. In some cases, the problem is made more difficult by the presence of noise variables/dimensions that…

Methodology · Statistics 2015-04-14 Monia Ranalli , Roberto Rocci

We provide a class of methods for the identification of a linear system with delay of the shape $x^{(n)}(t) = \sum_{i=0}^{n-1}a_{i}x^{(i)}(t) + bu(t-h)$. They allow the simultaneous identification of the parameters and delay, the…

Optimization and Control · Mathematics 2016-08-14 François Ollivier , Saïd Moutaouakil , Brahim Sadik

This paper covers the fast solution of large acoustic problems on low-resources parallel platforms. A domain decomposition method is coupled with a dynamic load balancing scheme to efficiently accelerate a geometrical acoustic method. The…

Computational Physics · Physics 2019-12-10 Guillaume Gbikpi-Benissan , Frederic Magoules

We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…

Data Analysis, Statistics and Probability · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

Dynamic systems described by differential equations often involve feedback among system components. When there are time delays for components to sense and respond to feedback, delay differential equation (DDE) models are commonly used. This…

Methodology · Statistics 2024-06-24 Yuxuan Zhao , Samuel W. K. Wong

Label noise may affect the generalization of classifiers, and the effective learning of main patterns from samples with noisy labels is an important challenge. Recent studies have shown that deep neural networks tend to prioritize the…

Machine Learning · Computer Science 2019-12-06 Yi Sun , Yan Tian , Yiping Xu , Jianxiang Li

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

We present a Fourier-domain approach to modulations and delays of gravitational wave signals, a problem which arises in two different contexts. For space-based detectors like LISA, the orbital motion of the detector introduces a…

General Relativity and Quantum Cosmology · Physics 2018-06-29 Sylvain Marsat , John G. Baker