Related papers: Delay Estimation from noisy time series
In this note, analysis of time delay systems using Lambert W function approach is reassessed. A common canonical form of time delay systems is defined. We extended the recent results of [6] for second order into nth order system. The…
Sufficient conditions for global stabilization of nonlinear systems with delayed input by means of approximate predictors are presented. An approximate predictor is a mapping which approximates the exact values of the stabilizing input for…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion…
Noise has significant impact on nonlinear phenomena. Here we demonstrate that, in opposition to previous assumptions, additive noise interfere with the linear stability of scalar nonlinear systems when these are subject to time delay. We…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
This paper proposes methods to handle the problem of delay range stability analysis for a linear coupled differential-difference system (CDDS) with distributed delays subject to dissipative constraints. The model of linear CDDS contains…
Robustness is established for the predictor feedback for linear time-invariant systems with respect to possibly time-varying perturbations of the input delay, with a constant nominal delay. Prior results have addressed qualitatively…
We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…
In axion models, interactions between axions and electromagnetic waves induce frequency-dependent time delays determined by the axion mass and decay constant. These small delays are difficult to detect, limiting the effectiveness of…
We study general stochastic birth and death processes including delay. We develop several approaches for the analytical treatment of these non-Markovian systems, valid, not only for constant delays, but also for stochastic delays with…
Despite extensive research, time series classification and forecasting on noisy data remain highly challenging. The main difficulties lie in finding suitable mathematical concepts to describe time series and effectively separate noise from…
Motivated by interest in providing more efficient services in customer service systems, we use statistical learning methods and delay history information to predict the conditional distribution of the customers' waiting times in queueing…
Mathematical models of interacting populations are often constructed as systems of differential equations, which describe how populations change with time. Below we study one such model connected to the nonlinear dynamics of a system of…
We consider the problem of estimating timing of measurements and actuation in distributed sensor and control systems with central processing. The focus is on direct timing estimation for scenarios where clock synchronization is not feasible…
This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…
A physical data (such as astrophysical, geophysical, meteorological etc.) may appear as an output of an experiment or it may come out as a signal from a dynamical system or it may contain some sociological, economic or biological…
In realistic pursuit-evasion scenarios, abrupt target maneuvers generate unavoidable periods of elevated uncertainty that result in estimation delays. Such delays can degrade interception performance to the point of causing a miss. Existing…
Time series data that are not measured at regular intervals are commonly discretized as a preprocessing step. For example, data about customer arrival times might be simplified by summing the number of arrivals within hourly intervals,…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…