相关论文: Delay Estimation from noisy time series

This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Modern agile software projects are subject to constant change, making it essential to re-asses overall delay risk throughout the project life cycle. Existing effort estimation models are static and not able to incorporate changes occurring…

The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…

We consider the setting where a collection of time series, modeled as random processes, evolve in a causal manner, and one is interested in learning the graph governing the relationships of these processes. A special case of wide interest…

A nonlinear cyclic system with delay and the overall negative feedback is considered. The characteristic equation of the linearized system is studied in detail. Sufficient conditions for the oscillation of all solutions and for the…

This paper provides new summation inequalities in both single and double forms to be used in stability analysis of discrete-time systems with time-varying delays. The potential capability of the newly derived inequalities is demonstrated by…

The estimation of the correlation between time series is often hampered by the asynchronicity of the signals. Cumulating data within a time window suppresses this source of noise but weakens the statistics. We present a method to estimate…

We present an elementary derivation and generalisation of a recently reported method of simulating feedback in open quantum systems. We use our generalised method to simulate systems with multiple delays, as well as cascaded systems with…

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

We present the linear-stability analysis of synchronised states in coupled time-delay systems. There exists a synchronisation threshold, for which we derive upper bounds, which does not depend on the delay time. We prove that at least for…

Linear measures such as cross-correlation have been used successfully to determine time delays from the given processes. Such an analysis often precedes identifying possible causal relationships between the observed processes. The present…

Sounds reach one microphone in a stereo pair sooner than the other, resulting in an interaural time delay that conveys their directions. Estimating a sound's time delay requires finding correspondences between the signals recorded by each…

In public railway systems, minor disruptions can trigger cascading events that lead to delays in the entire system. Typically, delays originate and propagate because the equipment is blocking ways, operational units are unavailable, or at…

Discrete-time models are very convenient to simulate a nonlinear system on a computer. In order to build the discrete-time simulation models for the nonlinear feedback systems (which is a very important class of systems in many…

Transient stability assessment is a critical tool for power system design and operation. With the emerging advanced synchrophasor measurement techniques, machine learning methods are playing an increasingly important role in power system…

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

An online, adaptive method of time delay and magnitude estimation for sinusoidal signals is presented. The method is based on an adaptive gradient descent algorithm that directly determines the time delay and magnitudes of two noisy…

A networked system often uses a shared communication network to transmit the measurements to a remotely located estimation center. Due to the limited bandwidth of the channel, a delay may appear while receiving the measurements. This delay…