Related papers: Parameter estimation from an Ornstein-Uhlenbeck pr…
A standard quarter-wavelength multilayer optical coating will produce the highest reflectivity for a given number of coating layers, but in general it will not yield the lowest thermal noise for a prescribed reflectivity. Coatings with the…
Quantum-enhanced metrology surpasses classical metrology by improving estimation precision scaling with a resource $N$ (e.g., particle number or energy) from $1/\sqrt{N}$ to $1/N$. Through the use of nonlinear effects, Roy and…
We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…
We consider the problem of inferring the mobility map, which is the distribution of the building occupants at each timestamp, from the temperatures of the rooms. We also want to explore the effects of noise in the temperature measurement,…
We propose a new method for the estimation of parameters of hidden diffusion processes. Based on parametrization of the transition matrix, the Baum-Welch algorithm is improved. The algorithm is compared to the particle filter in application…
This paper revisits the problem of estimating the fractional Ornstein - Uhlenbeck process observed in a linear channel with white noise of small intensity. We drive the exact asymptotic formulas for the mean square errors of the filtering…
Efficiency of a Brownian particle moving along the axis of a three-dimensional asymmetric periodic channel is investigated in the presence of a symmetric unbiased force and a load. Reduction of the spatial dimensionality from two or three…
We demonstrate on the example of the dc+ac driven overdamped Frenkel-Kontorova model that an easily calculable measure of complexity can be used for the examination of Shapiro steps in presence of thermal noise. In real systems, thermal…
Many studies have confirmed that cracks in brittle materials branch when the crack speed exceeds a certain threshold velocity, but the value of that threshold is not understood. Almost all theoretical calculations overestimate the threshold…
Thermodynamic parameters such as temperature and pressure can be defined from the statistical behavior of a system. Therefore, thermal fluctuation is an inseparable characteristic of these parameters which eventually finds its way into…
Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…
Performing imperfect or noisy measurements on a quantum system both impacts the measurement outcome and the state of the system after the measurement. In this paper we are concerned with imperfect calorimetric measurements. In calorimetric…
Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…
Virtually all commercial instruments for the measurement of the oscillator PM noise make use of the Cross Spectrum method (arXiv:1004.5539 [physics.ins-det], 2010). High sensitivity is achieved by correlation and averaging on two equal…
In order to stabilize the behavior of noisy systems, confining it around a desirable state, an effort is required to suppress the intrinsic noise. This noise suppression task entails a cost. For the important case of thermal noise in an…
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…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…
A scalar Langevin-type process $X(t)$ that is driven by Ornstein-Uhlenbeck noise $\eta(t)$ is non-Markovian. However, the joint dynamics of $X$ and $\eta$ is described by a Markov process in two dimensions. But even though there exists a…
We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…