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This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

最优化与控制 · 数学 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

系统与控制 · 计算机科学 2013-04-11 Greg Hager , Max Mintz

In this paper we present an influence of discontinuous coupling on the dynamics of multistable systems. Our model consists of two periodically forced oscillators that can interact via soft impacts. The controlling parameters are the…

混沌动力学 · 物理学 2017-01-19 P. Brzeski , E. Pavlovskaia , T. Kapitaniak , P. Perlikowski

Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…

形式语言与自动机理论 · 计算机科学 2024-05-16 Paolo Ballarini , Mahmoud Bentriou , Paul-Henry Cournède

We propose localized spectral estimators for the quadratic covariation and the spot covolatility of diffusion processes which are observed discretely with additive observation noise. The eligibility of this approach to lead to an…

统计理论 · 数学 2015-03-19 Markus Bibinger , Markus Reiß

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

最优化与控制 · 数学 2013-12-19 J. C. Jimenez

We study the control problem of regulating the purity of a quantum harmonic oscillator in a Gaussian state via weak measurements. Specifically, we assume time-invariant Hamiltonian dynamics and that control is exerted via the back-action…

量子物理 · 物理学 2025-03-21 Ralph Sabbagh , Olga Movilla Miangolarra , Tryphon T. Georgiou

We present a method for analyzing the phase noise of oscillators based on feedback driven high quality factor resonators. Our approach is to derive the phase drift of the oscillator by projecting the stochastic oscillator dynamics onto a…

斑图形成与孤子 · 物理学 2015-10-28 Eyal Kenig , M. C. Cross

We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent sequence of random vectors, enters the dynamics affinely,…

Many physical, chemical and biological systems can be modeled by means of random-frequency harmonic oscillator systems. Even though the noise-free evolution of harmonic oscillator systems can be easily implemented, the way to experimentally…

经典物理 · 物理学 2014-07-11 R. de J. León-Montiel , J. Svozilík , Juan P. Torres

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

最优化与控制 · 数学 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

We study the problem of controlling oscillations in closed loop by combining positive and negative feedback in a mixed configuration. We develop a complete design procedure to set the relative strength of the two feedback loops to achieve…

系统与控制 · 电气工程与系统科学 2021-09-08 W. Che , F. Forni

We introduce concepts from optimal estimation to the stabilization of precision frequency standards limited by noisy local oscillators. We develop a theoretical framework casting various measures for frequency standard variance in terms of…

量子物理 · 物理学 2016-08-17 J. Sastrawan , C. Jones , I. Akhalwaya , H. Uys , M. J. Biercuk

Motivated by recent studies in human balance control, we study a delayed random walk with an unstable fixed point. It is observed that the random walker moves away from the unstable fixed point more slowly than is observed in the absence of…

其他凝聚态物理 · 物理学 2009-11-11 Tadaaki Hosaka , Toru Ohira , Christian Luciani , Juan Luis Cabrera , John G. Milton

Controlling rhythmic systems, typically modeled as limit-cycle oscillators, is an important subject in real-world problems. Phase reduction theory, which simplifies the multidimensional oscillator state under weak input to a single phase…

适应与自组织系统 · 物理学 2025-08-26 Koichiro Yawata , Norihisa Namura , Yuzuru Kato , Hiroya Nakao

We study synchronization of nonlinear systems that satisfy an incremental passivity property. We consider the case where the control input is subject to a class of disturbances, including constant and sinusoidal disturbances with unknown…

系统与控制 · 计算机科学 2013-12-24 He Bai , S. Yusef Shafi

For self-sustained oscillators subject to noise the coherence, understood as a constancy of the instantaneous oscillation frequency, is one of the primary characteristics. The delayed feedback has been previously revealed to be an efficient…

统计力学 · 物理学 2017-04-21 Anastasiya V. Pimenova , Denis S. Goldobin

In this paper, we describe a numerical continuation method that enables harmonic analysis of nonlinear periodic oscillators. This method is formulated as a boundary value problem that can be readily implemented by resorting to a standard…

动力系统 · 数学 2015-05-19 Federico Bizzarri , Daniele Linaro , Bart Oldeman , Marco Storace

Self-sustained oscillators are ubiquitous and essential for metrology, communications, time reference, and geolocation. In its most basic form an oscillator consists of a resonator driven on-resonance, through feedback, to create a periodic…

介观与纳米尺度物理 · 物理学 2013-05-21 L. G. Villanueva , E. Kenig , R. B. Karabalin , M. H. Matheny , R. Lifshitz , M. C. Cross , M. L. Roukes

We propose a control approach for a class of nonlinear mechanical systems to stabilize the system under study while ensuring that the oscillations of the transient response are reduced. The approach is twofold: (i) we apply our technique…

系统与控制 · 电气工程与系统科学 2022-06-22 Carmen Chan-Zheng , Pablo Borja , Jacquelien Scherpen