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In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…

最优化与控制 · 数学 2015-12-09 Atte Aalto

We address the problem of estimating the parameters of a time-homogeneous Markov chain given only noisy, aggregate data. This arises when a population of individuals behave independently according to a Markov chain, but individual sample…

机器学习 · 计算机科学 2016-04-15 Garrett Bernstein , Daniel Sheldon

The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…

最优化与控制 · 数学 2024-05-21 Jared Miller , Tianyu Dai , Mario Sznaier

Some biological systems operate at the critical point between stability and instability and this requires a fine-tuning of parameters. We bring together two examples from the literature that illustrate this: neural integration in the…

最优化与控制 · 数学 2007-05-23 Luc Moreau , Eduardo Sontag

In this paper, we consider the problem of quantifying controllability and observability of a nonlinear discrete time dynamical system. We introduce the Koopman operator as a canonical representation of the system and apply a lifting…

系统与控制 · 计算机科学 2017-09-27 Enoch Yeung , Zhiyuan Liu , Nathan O. Hodas

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

统计理论 · 数学 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

In this work we study the validity of the rotating wave approximation of an ideal system composed of two harmonic oscillators evolving with a quadratic Hamiltonian and arbitrarily strong interaction. We prove its validity for arbitrary…

We investigate macroscopic behavior of a dynamical network consisting of a time-evolving wiring of interactions among a group of random walkers. We assume that each walker (agent) has an oscillator and show that depending upon the nature of…

混沌动力学 · 物理学 2017-07-06 Soumen Majhi , Dibakar Ghosh

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…

混沌动力学 · 物理学 2007-05-23 Yoji Kawamura , Hiroya Nakao , Yoshiki Kuramoto

High-stability quartz oscillators are needed in a number of space applications. A short-term stability of parts in 10^{-14} [Allan deviation \sigma y(\tau) ] is sometimes required, for integration time \tau of approximately 1-10 s. The…

仪器与探测器 · 物理学 2007-06-14 Fabrice Sthal , Xavier Vacheret , Patrice Salzenstein , Serge Galliou , Gilles Cibiel , Enrico Rubiola

A new simulation technique to obtain the synchronized steady-state solutions existing in coupled oscillator systems is presented. The technique departs from a semi-analytical formulation presented in previous works. It extends the model of…

系统与控制 · 电气工程与系统科学 2024-04-22 Pedro Umpierrez , Victor Arana , Sergio Sancho

We apply a Gaussian state formalism to track fluctuating perturbations that act on the position and momentum quadrature variables of a harmonic oscillator. Following a seminal proposal by Tsang and Caves [Phys. Rev. Lett. 105, 123601…

量子物理 · 物理学 2022-12-12 Jesper Hasseriis Mohr Jensen , Klaus Mølmer

This paper presents a nonlinear control design for highly underactuated balance robots, which possess more numbers of unactuated degree-of-freedom (DOF) than actuated ones. To address the challenge of simultaneously trajectory tracking of…

机器人学 · 计算机科学 2023-10-03 Feng Han , Jingang Yi

The invariants of an attractor have been the most used resource to characterize a nonlinear dynamics. Their estimation is a challenging endeavor in short-time series and/or in presence of noise. In this article we present two new…

混沌动力学 · 物理学 2017-12-13 Juan F. Restrepo , Gastón Schlotthauer

Synchronization forms the basis of many coordination phenomena in natural systems, enabling them to function cohesively and support their fundamental operations. However, there are scenarios where synchronization disrupts a system's proper…

适应与自组织系统 · 物理学 2024-12-02 Gourab Kumar Sar , Md Sayeed Anwar , Martin Moriamé , Dibakar Ghosh , Timoteo Carletti

We study the estimation of moments and joint moments of microstructure noise. Estimators of arbitrary order of (joint) moments are provided, for which we establish consistency as well as central limit theorems. In particular, we provide…

统计方法学 · 统计学 2013-02-06 Jean Jacod , Yingying Li , Xinghua Zheng

We study the onset of collective oscillations at low temperature in a three-dimensional spin model with non-reciprocal short-range interactions. Performing numerical simulations of the model, the presence of a continuous phase transition to…

统计力学 · 物理学 2026-02-03 Laura Guislain , Eric Bertin

We study the dynamical stability of the macroscopic quantum oscillations characterizing a system of three coupled Bose-Einstein condensates arranged into an open-chain geometry. The boson interaction, the hopping amplitude and the…

量子气体 · 物理学 2009-07-27 P. Buonsante , R. Franzosi , V. Penna

We report experimental control of chaos in an electronic circuit at 43.9 MHz, which is the fastest chaos control reported in the literature to date. Limiter control is used to stabilize a periodic orbit in a tuned collector transistor…

混沌动力学 · 物理学 2015-06-26 Ned J. Corron , Buckley A. Hopper , Shawn D. Pethel

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

最优化与控制 · 数学 2016-09-01 Yinan Li , Jun Liu