Our everyday experience is governed by the world of systems and control. In nature as well as in the man-made world, dynamical systems are ubiquitous. We are increasingly dependent on the purposeful, robust, safe and efficient functioning of dynamical systems around us. We investigate ways of developing stochastic mathematical models for dynamical systems and the signals they generate, and we develop powerful methods to extract useful information. Our research has a wide range of applications such as biomedicine, wireless communication, navigation and wastewater treatment.