This paper concerns adaptive active control of acoustic noise in free space. Conventional adaptive active noise control algorithms are efficient in acoustic ducts or headphones; however, they are very sensitive when being used in free space. An efficient adaptive active noise control algorithm for free space noise is developed based on analyzing noise field in a volumetric zone around the error...

Dynamical systems which originally may or may not be stable are studied. It is often observed that the system is more viscous if one adds a noise in the system. In the present situation the system is perturbed by a noise and the stable/unstable behavior is examined. It is then observed, one can stabilize or destablize a large class of (autonomous) system of ODE, SDE, random SDE if a noise is ca...

We study the invariant measure of multistable dynamics under the influence of white noise. We show that the invariant measure exists and in the limit of vanishing white noise, the invariant measure approaches a Dirac type measure concentrated at the most stable equilibria if fluctuations are uniform; however, a lesser stable equilibrium may be selected by the fluctuation if its ability to fluct...

Several studies find that return volatility of stocks tends to exhibit long-range dependence, heavy tailedness, and clustering. In this study, we use high-frequency data to empirically investigate whether a sample of stocks exhibit those characteristics. Because we do find those characteristics, as suggested by Rachev and Mittnik (2000) we employ self-similar processes to capture them in modeli...

Several studies find that the return volatility of stocks tends to exhibit long-range dependence, heavy tails, and clustering. Because stochastic processes with self-similarity possess long-range dependence and heavy tails, Rachev and Mittnik (2000) suggest employing self-similar processes to capture these characteristics in return volatility modeling. In this paper, we find using high-frequenc...

A novel technique to achieve output tracking via stable inversion of non-minimum phase linear systems is presented wherein the desired signal is obtained from field measurements, and hence corrupted by noise. The earlier approach to stable inversion does not take into account the noise in the system. The unknown input decoupled observer approach is applicable only to minimum phase systems. More...