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When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…

Methodology · Statistics 2020-11-11 Richard Creswell , Ben Lambert , Chon Lok Lei , Martin Robinson , David Gavaghan

The environmental perturbation on atoms is the key factor restricting the performance of atomic frequency standards, especially in long term scale. In this letter, we demonstrate a real-time noise distinguish operation of atomic clocks. The…

Atomic Physics · Physics 2016-04-19 Richang Dong , Jinda Lin , Rong Wei , Wenli Wang , Fan Zou , Yuanbo Du , Tingting Chen , Yuzhu Wang

Identifiability is a structural property of any ODE model characterized by a set of unknown parameters. It describes the possibility of determining the values of these parameters from fusing the observations of the system inputs and…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Agostino Martinelli

Precise identification of parameters governing quantum processes is a critical task for quantum information and communication technologies. In this work we consider a setting where system evolution is determined by a parameterized…

Quantum Physics · Physics 2014-08-27 Jun Zhang , Mohan Sarovar

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

We present a new framework to study the time variation of fundamental constants in a model-independent way. Model independence implies more free parameters than assumed in previous studies. Using data from atomic clocks based on $^{87}$Sr,…

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Oliver Kost , Jindrich Dunik , Ivo Puncochar , Ondrej Straka

Characterizing uncertainty is a common issue in nuclear measurement and has important implications for reliable physical discovery. Traditional methods are either insufficient to cope with the heterogeneous nature of uncertainty or…

Data Analysis, Statistics and Probability · Physics 2022-03-01 Pengcheng Ai , Zhi Deng , Yi Wang , Chendi Shen

We extend the mathematical model based on stochastic differential equations describing the error gained by an atomic clock to the cases of anomalous behavior including jumps and an increase of instability. We prove an exact iterative…

Probability · Mathematics 2015-06-04 Cristina Zucca , Patrizia Tavella

The instability of an atomic clock is characterized by the Allan variance, a measure widely used to describe the noise of frequency standards. We provide an explicit method to find the ultimate bound on the Allan variance of an atomic clock…

Quantum Physics · Physics 2016-08-30 Krzysztof Chabuda , Ian Leroux , Rafal Demkowicz-Dobrzanski

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay

This paper considers the problem of identifying the parameters of an uncertain linear system by means of feedback control. The problem is approached by considering time-varying controllers. It is shown that even when the uncertainty set is…

Systems and Control · Computer Science 2015-04-17 G. Battistelli , P. Tesi

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Optimization and Control · Mathematics 2025-07-10 Jamiree Harrison , Enoch Yeung

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We…

Machine Learning · Computer Science 2019-11-12 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent Coull

In this paper, we present a Hamiltonian identification method for a closed quantum system whose time trace observables are measured with colored measurement noise. The dynamics of the quantum system are described by a Liouville equation…

Systems and Control · Computer Science 2020-10-20 Lingyu Tan , Daoyi Dong , Dewei Li , Shibei Xue

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…

Machine Learning · Computer Science 2020-01-31 Yifeng Gao , Jessica Lin , Constantin Brif

A technique is introduced for estimating unknown parameters when time series of only one variable from a multivariate nonlinear dynamical system is given. The technique employs a combination of two different control methods, a linear…

chao-dyn · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar
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