Related papers: Nudelman interpolation, parametrizations of lossle…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
This paper characterizes a new parametrization of nonlinear networked incrementally $L_2$-bounded operators in discrete time. The distinctive novelty is that our parametrization is \emph{free} -- that is, a sparse large-scale operator with…
This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…
This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…
We present sharp estimates for the extremal eigenvalues of the Schur complements arising in saddle point problems. These estimates are derived using the auxiliary space theory, in which a given iterative method is interpreted as an…
As a common generalization of previously solved optimization problems concerning bipartite stable matchings, we describe a strongly polynomial network flow based algorithm for computing $\ell$ disjoint stable matchings with minimum total…
Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and…
Optimal balance is a non-asymptotic numerical method to compute a point on the slow manifold for certain two-scale dynamical systems. It works by solving a modified version of the system as a boundary value problem in time, where the…
The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…
The paper studies digital redesign of linear time-invariant analog controllers under intermittent sampling. The sampling pattern is only assumed to be uniformly bounded, but otherwise irregular and unknown a priori. The contribution of the…
This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to…
Low-pass graph filters are fundamental for signal processing on graphs and other non-Euclidean domains. However, the computation of such filters for parametric graph families can be prohibitively expensive as computation of the…
Willems et al. showed that all input-output trajectories of a discrete-time linear time-invariant system can be obtained using linear combinations of time shifts of a single, persistently exciting, input-output trajectory of that system. In…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…
We leverage the connections between nonexpansive maps, monotone Lipschitz operators, and proximal mappings to obtain near-optimal (i.e., optimal up to poly-log factors in terms of iteration complexity) and parameter-free methods for solving…
We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…
We propose a provably stabilizing and tractable approach for control of constrained linear systems under intermittent observations and unreliable transmissions of control commands. A smart sensor equipped with a Kalman filter is employed…
Multichannel frequency estimation with incomplete data and miscellaneous noises arises in array signal processing, modal analysis, wireless communications, and so on. In this paper, we consider maximum-likelihood(-like) optimization methods…
We consider a nonlinear optimal control problem governed by a nonlinear evolution inclusion and depending on a parameter $\lambda$. First we examine the dynamics of the problem and establish the nonemptiness of the solution set and produce…