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We consider identifiability of linear systems driven by white noise using a combination of distributional and time series measurements. Specifically, we assume that the system has no control inputs available and can only be observed at stationarity. The user is able to measure the full stationary state distribution as well as observe time correlations for small subsets of the state. We formulate theoretical...
Stochasticity plays an essential role in the dynamics of biochemical systems. Stochastic behaviors of bimodality, excitability, and fluctuations are present in biochemical reaction networks at low molecular numbers. These stochastic dynamics can be captured by modeling the system using a forward Kolmogorov equation known in the biochemical literature as the chemical master equation. The chemical master...
This paper investigates the stability of linear systems with stochastic delay in discrete time. Stability of the mean and second moment of the non-deterministic system is determined by a set of deterministic discrete-time equations with distributed delay. A theorem is provided that guarantees convergence of the state with convergence of the second moment, assuming that delays are identically independently...
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