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455
result(s) for
"correlated noise"
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Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers
by
Sandev, Trifce
,
Chechkin, Aleksei
,
Metzler, Ralf
in
anomalous diffusion
,
Brownian motion
,
Complex systems
2018
The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive-diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion-diffusion and subdiffusion-subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.
Journal Article
Noise Reduction Effect of Multiple-Sampling-Based Signal-Readout Circuits for Ultra-Low Noise CMOS Image Sensors
2016
This paper discusses the noise reduction effect of multiple-sampling-based signal readout circuits for implementing ultra-low-noise image sensors. The correlated multiple sampling (CMS) technique has recently become an important technology for high-gain column readout circuits in low-noise CMOS image sensors (CISs). This paper reveals how the column CMS circuits, together with a pixel having a high-conversion-gain charge detector and low-noise transistor, realizes deep sub-electron read noise levels based on the analysis of noise components in the signal readout chain from a pixel to the column analog-to-digital converter (ADC). The noise measurement results of experimental CISs are compared with the noise analysis and the effect of noise reduction to the sampling number is discussed at the deep sub-electron level. Images taken with three CMS gains of two, 16, and 128 show distinct advantage of image contrast for the gain of 128 (noise(median): 0.29 e−rms) when compared with the CMS gain of two (2.4 e−rms), or 16 (1.1 e−rms).
Journal Article
Quantum metrology using quantum combs and tensor network formalism
by
Demkowicz-Dobrzański, Rafał
,
Dulian, Piotr
,
Kurdziałek, Stanisław
in
Adaptive algorithms
,
Algorithms
,
correlated noise
2025
We develop an efficient algorithm for determining optimal adaptive quantum estimation protocols with arbitrary quantum control operations between subsequent uses of a probed channel.We introduce a tensor network representation of an estimation strategy, which drastically reduces the time and memory consumption of the algorithm, and allows us to analyze metrological protocols involving up to
N
= 50 qubit channel uses, whereas the state-of-the-art approaches are limited to
N
< 5. The method is applied to study the performance of the optimal adaptive metrological protocols in presence of various noise types, including correlated noise.
Journal Article
Deep brain stimulation in the subthalamic nucleus for Parkinson’s disease can restore dynamics of striatal networks
by
Kopell, Nancy
,
Brown, Emery N.
,
Adam, Elie M.
in
Basal Ganglia - physiology
,
Biological Sciences
,
Brain
2022
Deep brain stimulation (DBS) of the subthalamic nucleus (STN) is highly effective in alleviating movement disability in patients with Parkinson’s disease (PD). However, its therapeutic mechanism of action is unknown. The healthy striatum exhibits rich dynamics resulting from an interaction of beta, gamma, and theta oscillations. These rhythms are essential to selection and execution of motor programs, and their loss or exaggeration due to dopamine (DA) depletion in PD is a major source of behavioral deficits. Restoring the natural rhythms may then be instrumental in the therapeutic action of DBS. We develop a biophysical networked model of a BG pathway to study how abnormal beta oscillations can emerge throughout the BG in PD and how DBS can restore normal beta, gamma, and theta striatal rhythms. Our model incorporates STN projections to the striatum, long known but understudied, found to preferentially target fast-spiking interneurons (FSI).We find that DBS in STN can normalize striatal medium spiny neuron activity by recruiting FSI dynamics and restoring the inhibitory potency of FSIs observed in normal conditions. We also find that DBS allows the reexpression of gamma and theta rhythms, thought to be dependent on high DA levels and thus lost in PD, through cortical noise control. Our study highlights that DBS effects can go beyond regularizing BG output dynamics to restoring normal internal BG dynamics and the ability to regulate them. It also suggests how gamma and theta oscillations can be leveraged to supplement DBS treatment and enhance its effectiveness.
Journal Article
WHEN MOVING-AVERAGE MODELS MEET HIGH-FREQUENCY DATA
2021
We conduct inference on volatility with noisy high-frequency data. We assume the observed transaction price follows a continuous-time Itô-semimartingale, contaminated by a discrete-time moving-average noise process associated with the arrival of trades. We estimate volatility, defined as the quadratic variation of the semimartingale, by maximizing the likelihood of a misspecified moving-average model, with its order selected based on an information criterion. Our inference is uniformly valid over a large class of noise processes whose magnitude and dependence structure vary with sample size. We show that the convergence rate of our estimator dominates n
¼ as noise vanishes, and is determined by the selected order of noise dependence when noise is sufficiently small. Our implementation guarantees positive estimates in finite samples.
Journal Article
Quantum metrology subject to spatially correlated Markovian noise: restoring the Heisenberg limit
by
Jeske, Jan
,
Cole, Jared H
,
Huelga, Susana F
in
Background noise
,
correlated noise
,
Correlation analysis
2014
Environmental noise can hinder the metrological capabilities of entangled states. While the use of entanglement allows for Heisenberg-limited resolution, the largest permitted by quantum mechanics, deviations from strictly unitary dynamics quickly restore the standard scaling dictated by the central limit theorem. Product and maximally entangled states become asymptotically equivalent when the noisy evolution is both local and strictly Markovian. However, temporal correlations in the noise have been shown to lift this equivalence while fully (spatially) correlated noise allows for the identification of decoherence-free subspaces. Here we analyze precision limits in the presence of noise with finite correlation length and show that there exist robust entangled state preparations which display persistent Heisenberg scaling despite the environmental decoherence, even for small correlation length. Our results emphasize the relevance of noise correlations in the study of quantum advantage and could be relevant beyond metrological applications.
Journal Article
GLMdenoise: a fast, automated technique for denoising task-based fMRI data
by
Wandell, Brian A.
,
Winawer, Jonathan
,
Dougherty, Robert F.
in
Application programming interface
,
Automation
,
BOLD fMRI
2013
In task-based functional magnetic resonance imaging (fMRI), researchers seek to measure fMRI signals related to a given task or condition. In many circumstances, measuring this signal of interest is limited by noise. In this study, we present GLMdenoise, a technique that improves signal-to-noise ratio (SNR) by entering noise regressors into a general linear model (GLM) analysis of fMRI data. The noise regressors are derived by conducting an initial model fit to determine voxels unrelated to the experimental paradigm, performing principal components analysis (PCA) on the time-series of these voxels, and using cross-validation to select the optimal number of principal components to use as noise regressors. Due to the use of data resampling, GLMdenoise requires and is best suited for datasets involving multiple runs (where conditions repeat across runs). We show that GLMdenoise consistently improves cross-validation accuracy of GLM estimates on a variety of event-related experimental datasets and is accompanied by substantial gains in SNR. To promote practical application of methods, we provide MATLAB code implementing GLMdenoise. Furthermore, to help compare GLMdenoise to other denoising methods, we present the Denoise Benchmark (DNB), a public database and architecture for evaluating denoising methods. The DNB consists of the datasets described in this paper, a code framework that enables automatic evaluation of a denoising method, and implementations of several denoising methods, including GLMdenoise, the use of motion parameters as noise regressors, ICA-based denoising, and RETROICOR/RVHRCOR. Using the DNB, we find that GLMdenoise performs best out of all of the denoising methods we tested.
Journal Article
Two Compensation Strategies for Optimal Estimation in Sensor Networks with Random Matrices, Time-Correlated Noises, Deception Attacks and Packet Losses
by
Hu, Jun
,
Caballero-Águila, Raquel
,
Linares-Pérez, Josefa
in
Algorithms
,
centralized fusion estimation
,
Deception
2022
Due to its great importance in several applied and theoretical fields, the signal estimation problem in multisensor systems has grown into a significant research area. Networked systems are known to suffer random flaws, which, if not appropriately addressed, can deteriorate the performance of the estimators substantially. Thus, the development of estimation algorithms accounting for these random phenomena has received a lot of research attention. In this paper, the centralized fusion linear estimation problem is discussed under the assumption that the sensor measurements are affected by random parameter matrices, perturbed by time-correlated additive noises, exposed to random deception attacks and subject to random packet dropouts during transmission. A covariance-based methodology and two compensation strategies based on measurement prediction are used to design recursive filtering and fixed-point smoothing algorithms. The measurement differencing method—typically used to deal with the measurement noise time-correlation—is unsuccessful for these kinds of systems with packet losses because some sensor measurements are randomly lost and, consequently, cannot be processed. Therefore, we adopt an alternative approach based on the direct estimation of the measurement noises and the innovation technique. The two proposed compensation scenarios are contrasted through a simulation example, in which the effect of the different uncertainties on the estimation accuracy is also evaluated.
Journal Article
Globally Optimal Distributed Fusion Filter for Descriptor Systems with Time-Correlated Measurement Noises
2022
This paper concerns the distributed fusion filtering problem for descriptor systems with time-correlated measurement noises. The original descriptor is transformed into two reduced-order subsystems (ROSs) based on singular value decomposition. For the first ROS, a new measurement is obtained using measurement difference technology. Each sensor produces a local filter based on the fusion predictor from the fusion center and its own new measurement and then sends it to the fusion center. In the fusion center, based on local filters, a distributed fusion filter with feedback (DFFWF) in the linear minimum variance (LMV) sense is proposed by applying an innovative approach. The DFFWF for the second ROS is also obtained based on the DFFWF for the first ROS. Then, the DFFWF for the original descriptor is obtained. The proposed DFFWF can achieve the same estimation accuracy as the centralized fusion filter (CFF) under the condition that all local filter gain matrices are of full column rank. Its optimality is strictly proved. Moreover, it has robustness and reliability due to the parallel processing of local filters. Two simulation examples demonstrate the effectiveness of the developed fusion algorithm.
Journal Article
Understanding the Nonlinear Response of SiPMs
2024
A systematic study of the nonlinear response of Silicon Photomultipliers (SiPMs) was conducted through Monte Carlo (MC) simulations. The MC code was validated against experimental data for two different SiPMs. Nonlinearity mainly depends on the balance between the photon rate and the pixel recovery time. Additionally, nonlinearity has been found to depend on the light pulse shape, the correlated noise, the overvoltage dependence of the photon detection efficiency, and the impedance of the readout circuit. Correlated noise has been shown to have a minor impact on nonlinearity, but it can significantly affect the shape of the SiPM output current. Considering these dependencies and a previous statistical analysis of the nonlinear response of SiPMs, two phenomenological fitting models were proposed for exponential-like and finite light pulses, explaining the roles of their various terms and parameters. These models provide an accurate description of the nonlinear responses of SiPMs at the level of a few percentages for a wide range of situations.
Journal Article