相关论文: Output-only parameter identification of a colored-…
We present a model-based, output-only parameter identification method for self-sustained oscillators forced by dynamic noise, which we illustrate experimentally with an aeroacoustic setup: a turbulent jet impinging a beer bottle and…
Self-sustained oscillations are ubiquitous in nature and engineering. In this paper, we propose a novel output-only system-identification framework for identifying the system parameters of a self-sustained oscillator affected by Gaussian…
Theoretical models that describe oscillations in biological systems are often either a limit cycle oscillator, where the deterministic nonlinear dynamics gives sustained periodic oscillations, or a noise-induced oscillator, where a fixed…
We present a perturbation method for determining the moment stability of linear ordinary differential equations with parametric forcing by colored noise. In particular, the forcing arises from passing white noise through an $n$th order…
The Van der Pol equation is a paradigmatic model of relaxation oscillations. This remarkable nonlinear phenomenon of self-sustained oscillatory motion underlies important rhythmic processes in nature and electrical engineering. Relaxation…
A recent paper by Lien et al. (2025) introduces the "colored linear inverse model" (colored LIM), in which stochastic forcing is modeled using Ornstein-Uhlenbeck colored noise rather than idealized white noise. In that work, it is shown…
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
This article aims to investigate the impact of noise on parameter fitting for an Ornstein-Uhlenbeck process, focusing on the effects of multiplicative and thermal noise on the accuracy of signal separation. To address these issues, we…
Nonlinear oscillators are commonly encountered in a wide range of physical and engineering systems, exhibiting rich and complex dynamics. Among these, the Van der Pol oscillator is well known for its self-sustained limit cycle behavior.…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…
Identification of nonlinear block-oriented models has been extensively studied. The presence of the process noise, more precisely its location in the block-oriented model influences essentially the development of a consistent identification…
A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…
In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…
We demonstrate that nonlocally coupled limit-cycle oscillators subject to spatiotemporally white Gaussian noise can exhibit a noise-induced transition to turbulent states. After illustrating noise-induced turbulent states with numerical…
In most cases, structural health monitoring depends on the determination of the modal parameters of the first few modes of a structure. The data that are used to identify these modes by output-only methods include the structure response…
We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time.…
The system identification problem is to estimate dynamical parameters from the output data, obtained by performing measurements on the output fields. We investigate system identification for quantum linear systems. Our main objectives are…