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Underwater acoustic target detection in remote marine sensing operations is challenging due to complex sound wave propagation. Despite the availability of reliable sonar systems, target recognition remains a difficult problem. Various…

Sound · Computer Science 2023-07-27 Jarin Ritu , Ethan Barnes , Riley Martell , Alexandra Van Dine , Joshua Peeples

Terahertz Time Domain Spectroscopy (THz-TDS) systems have emerged as mature technologies with significant potential across various research fields and industries. However, the lack of standardized methods for signal and noise estimation and…

Random label noises (or observational noises) widely exist in practical machine learning settings. While previous studies primarily focus on the affects of label noises to the performance of learning, our work intends to investigate the…

Machine Learning · Computer Science 2023-04-04 Haoyi Xiong , Xuhong Li , Boyang Yu , Zhanxing Zhu , Dongrui Wu , Dejing Dou

We study the stochastic $p$-Laplace system in a bounded domain. We propose two new space-time discretizations based on the approximation of time-averaged values. We establish linear convergence in space and $1/2$ convergence in time.…

Numerical Analysis · Mathematics 2023-05-19 Lars Diening , Martina Hofmanová , Jörn Wichmann

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

Numerical Analysis · Mathematics 2022-11-28 Hailong Qiu

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…

Dynamical Systems · Mathematics 2017-07-18 Shenglan Yuan , Jianyu Hu , Xianming Liu , Jinqiao Duan

This paper provides new summation inequalities in both single and double forms to be used in stability analysis of discrete-time systems with time-varying delays. The potential capability of the newly derived inequalities is demonstrated by…

Optimization and Control · Mathematics 2016-06-02 Le Van Hien , Hieu Trinh

This paper presents a new finite difference algorithm for solving the 2D one-way wave equation with a preliminary approximation of a pseudo-differential operator by a system of partial differential equations. As opposed to the existing…

Numerical Analysis · Mathematics 2017-03-02 Andrew V. Terekhov

In this paper we introduce a family of stochastic gradient estimation techniques based of the perturbative expansion around the mean of the sampling distribution. We characterize the bias and variance of the resulting Taylor-corrected…

Machine Learning · Statistics 2019-11-18 Luca Ambrogioni , Marcel A. J. van Gerven

We propose a deep unfolding-based approach for stabilization of time-delay linear systems. Deep unfolding is an emerging framework for design and improvement of iterative algorithms and attracting significant attentions in signal…

Optimization and Control · Mathematics 2022-05-20 Masaki Ogura , Koki Kobayashi , Kenji Sugimoto

Closure modeling - the statistical modeling of missing dynamics in the natural sciences and engineering - is a growing and active area of research. Existing methods for closure modeling are often computationally prohibitive, lack…

Methodology · Statistics 2025-11-27 Eric Crislip , Mohammad Khalil , Teresa Portone , Oksana Chkrebtii , Kyle Neal

Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…

Signal Processing · Electrical Eng. & Systems 2019-07-18 Radhakrishnan Nagarajan

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…

Numerical Analysis · Mathematics 2013-07-17 M. Kovács , S. Larsson , F. Lindgren

This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…

Numerical Analysis · Mathematics 2020-08-10 Xiaojie Wang

We describe a low complexity method for time domain compensation of phase noise in OFDM systems. We extend existing methods in several respects. First we suggest using the Karhunen-Lo\'{e}ve representation of the phase noise process to…

Information Theory · Computer Science 2017-08-21 Amir Leshem , Michal Yemini

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Machine Learning · Computer Science 2016-11-17 Maxim Raginsky , Rebecca Willett , Corinne Horn , Jorge Silva , Roummel Marcia

Attaining reliable profile gradients is of utmost relevance for many physical systems. In most situations, the estimation of gradient can be inaccurate due to noise. It is common practice to first estimate the underlying system and then…

Data Analysis, Statistics and Probability · Physics 2021-05-31 Kushani De Silva , Carlo Cafaro , Adom Giffin