Related papers: Delay Estimation from noisy time series

This paper proposes a novel model inference procedure to identify system matrix from a single noisy trajectory over a finite-time interval. The proposed inference procedure comprises an observation data processor, a redundant data processor…

Reliability plays a key role in the experience of a rail traveler. The reliability of journeys involving transfers is affected by the reliability of the transfers and the consequences of missing a transfer, as well as the possible delay of…

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…

We investigate the transient times for the onset of control of steady states by time-delayed feedback. The optimization of control by minimising the transient time before control becomes effective is discussed analytically and numerically,…

In this contribution, the estimates for the response of time delay systems with nonlinear homogeneous right-hand side of degree strictly greater than one are constructed. The existing results obtained via the Lyapunov--Razumikhin approach…

A very simple linear signal predictor that uses past predicted values rather than past signal values for prediction is presented. Man-made or natural systems utilizing this predictor would not require a memory of input signal values but…

Much recent progress has been achieved for stabilization of linear and nonlinear systems with input delays that are long and dependent on either time or the plant state---provided the dependence is known. In this paper we consider the delay…

The increasing ease of obtaining and processing data together with the growth in system complexity has sparked the interest in moving from conventional model-based control design towards data-driven concepts. Since in many engineering…

Since the advent of new nanotechnologies, the variability of gate delay due to process variations has become a major concern. This paper proposes a new gate delay model that includes impact from both process variations and multiple input…

This paper proposes an impulse response modeling in presence of input and noisy output of a linear time-invariant (LTI) system. The approach utilizes Relative Entropy (RE) to choose the optimum impulse response estimate, optimum time delay…

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

We propose a distributed algorithm for time synchronization in mobile wireless sensor networks. Each node can employ the algorithm to estimate the global time based on its local clock time. The problem of time synchronization is formulated…

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…

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

A geometric generalization of the discrete-time linear deadbeat control problem is studied. The proposed method to generate a deadbeat tracker for a given nonlinear system is constructive and makes use of sets that can be computed…

Delays in biological systems may be used to model events for which the underlying dynamics cannot be precisely observed. Mathematical modeling of biological systems with delays is usually based on Delay Differential Equations (DDEs), a kind…

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

There has been considerable efforts to understand the underlying complex dynamics in physiological time series. Methods originated from statistical physics revealed a non-Gaussian statistics and long range correlations in those signals.…

Time-delay systems are an important class of dynamical systems that provide a solid mathematical framework to deal with many application domains of interest. In this paper we focus on nonlinear control systems with unknown and time-varying…

A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…