Related papers: Small Noise Analysis of Non-Parametric Closed-Loop…
We derive the symmetrized current-noise spectrum of a quantum dot, which is weakly tunnel-coupled to an electron reservoir and driven by a slow time-dependent gate voltage. This setup can be operated as an on-demand emitter of single…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…
In this note we develop a prelimit analysis of performance measures for importance sampling schemes related to small noise diffusion processes. In importance sampling the performance of any change of measure is characterized by its second…
In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filtered white noise inputs. We provide three perspectives: the…
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…
We provide a comprehensive set of new results on the impact of mis-specifying the short run dynamics in fractionally integrated processes. We show that four alternative parametric estimators - frequency domain maximum likelihood, Whittle,…
Fast-rate models are essential for control design, specifically to address intersample behavior. The aim of this paper is to develop a frequency-domain non-parametric identification technique to estimate fast-rate models of systems that…
Asymptotic disturbance rejection (equivalently tracking) for nonlinear systems has been studied only in qualitative terms (the state is asymptotically stable under bounded disturbances). We show how to prove quantitative performance…
Qubit noise spectroscopy is an important tool for the experimental investigation of open quantum systems. However, conventional techniques for noise spectroscopy are time-consuming, because they require measurements of the noise spectral…
Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances…
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…
Optical absorption measurements characterize a wide variety of systems from atomic gases to \emph{in-vivo} diagnostics of living organisms. Here we study the potential of non-classical techniques to reduce statistical noise below the…
We study non-parametric frequency-domain system identification from a finite-sample perspective. We assume an open loop scenario where the excitation input is periodic and consider the Empirical Transfer Function Estimate (ETFE), where the…
This paper studies a Bayesian approach to non-asymptotic minimax adaptation in nonparametric estimation. Estimating an input function on the basis of output functions in a Gaussian white-noise model is discussed. The input function is…
We present an experimental demonstration of closed-loop quantum parameter estimation in which real-time feedback is used to achieve robustness to modeling uncertainty. By performing broadband estimation of a magnetic field acting on…
Non-contact scanning probe microscopy (SPM) has developed into a powerful technique to image many different properties of samples. The conventional method involves monitoring the amplitude, phase or frequency of a cantilever oscillating at…
Stochastic noise estimator method is a powerful tool to calculate the disconnected insertion involving quark loops. We study the variance reduction technique with unbiased subtraction. We use the complex $Z_2$ noise to calculate the quark…
Accurate phase extraction from sinusoidal signals is a crucial task in various signal processing applications. While prior research predominantly addresses the case of asynchronous sampling with unknown signal frequency, this study focuses…
Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…