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This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…
Several methods of statistical analysis are proposed and analyzed in application for a specific task -- extraction of the structure functions from the cross sections of deep inelastic interactions of any type. We formulate the method based…
This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…
This letter proposes an analytical approach to formulate the power system oscillation frequency under a large disturbance. A fact is revealed that the oscillation frequency is only the function of the oscillation amplitude when the system's…
Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…
One well established method of interactive image segmentation is the random walker algorithm. Considerable research on this family of segmentation methods has been continuously conducted in recent years with numerous applications. These…
We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…
Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…
We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…
The dynamics of a system formed by a finite number $N$ of globally coupled bistable oscillators and driven by external forces is studied focusing on a global variable defined as the arithmetic mean of each oscillator variable. Several…
We provide a simple method to estimate the parameters of multivariate stochastic volatility models with latent factor structures. These models are very useful as they alleviate the standard curse of dimensionality, allowing the number of…
We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…
Learning the parameters of a (potentially partially observable) random field model is intractable in general. Instead of focussing on a single optimal parameter value we propose to treat parameters as dynamical quantities. We introduce an…
We propose a model selection approach for covariance estimation of a multi-dimensional stochastic process. Under very general assumptions, observing i.i.d replications of the process at fixed observation points, we construct an estimator of…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
We report on the possibilities of using the method of normal fundamental systems for solving some problems of oscillation theory. Large elastic dynamical systems with continuous and discrete parameters are considered, which have many…
This paper contributes to the understanding of vocal folds oscillation during phonation. In order to test theoretical models of phonation, a new experimental set-up using a deformable vocal folds replica is presented. The replica is shown…
Many applications in mechanical, acoustic, and electronic engineering require estimating complex dynamical models, often represented as additive multi-input multi-output (MIMO) transfer functions with structural constraints. This paper…
The measurement of data over time and/or space is of utmost importance in a wide range of domains from engineering to physics. Devices that perform these measurements therefore need to be extremely precise to obtain correct system…
Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…