Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...
In this thesis we explore uncertainty quantification of forward and inverse problems involving differential equations. Differential equations are widely employed for modeling natural and social phenomena, with applications in engineering, chemistry, meteor ...
We present an alternative implementation of the Kalman filter employed for track fitting within the LHCb experiment. It uses simple parametrizations for the extrapolation of particle trajectories in the field of the LHCb dipole magnet and for the effects o ...
Power-Hardware-in-the-Loop (PHIL) setups have gained high importance in validation of the performance of newly developed instruments and devices with low risk and implementation cost. However, the interconnection of a power hardware with a simulated model ...
A feedback control design is proposed for stochastic systems with finite second moment which aims at maximising the region of attraction of the equilibrium point. Polynomial Chaos (PC) expansions are employed to represent the stochastic closed loop system ...
The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...
A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time series are not always ...
Walsh-Hadamard based orthogonal sampling of signals is studied in this paper, and an application of this technique is presented. Using orthogonal sampling, a single analog-to-digital converter (ADC) only is sufficient to perform parallel (simultaneous) rec ...
We propose a simultaneous noise filtering and phase unwrapping algorithm. Spatial evolution of phase is modeled as an autoregressive Gaussian Markov random field. Accordingly, phase value at a pixel is related to phase values at surrounding pixels in a pro ...
Optical frequency combs are a series of phase-locked and equidistant laser lines in the spectral domain. In the time domain, they correspond to periodic pulse trains by the Fourier relation. The ability to shape optical combs and pulse trains is pivotal to ...
