Related papers: Nudelman interpolation, parametrizations of lossle…
We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…
We analyze a class of norms defined via an optimal interpolation problem involving the composition of norms and a linear operator. This construction, known as infimal postcomposition in convex analysis, is shown to encompass various of…
The main goal of this paper is to achieve a parametrization of the solution set of the truncated matricial Hausdorff moment problem in the non-degenerate and degenerate situation. We treat the even and the odd cases simultaneously. Our…
We present optimality results for robust Kalman filtering where robustness is understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. This allows for outliers…
A new application of duality relations of stochastic processes is demonstrated. Although conventional usages of the duality relations need analytical solutions for the dual processes, we here employ numerical solutions of the dual processes…
Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…
We show via examples that, when solving optimal control problems, representing the optimal state and input trajectory directly using interpolation schemes may not be the best choice. Due to the lack of considerations for solution…
We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semismooth Newton method for the homotopy subproblems. For the…
The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…
We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…
The aim of this paper is to recover displacement interpolations of probability measures, in the sense of the Optimal Transport theory, by semiclassical measures associated with solutions of Schr\"odinger equations defined on the flat torus.…
Transitive consistency is an intrinsic property for collections of linear invertible transformations between Euclidean coordinate frames. In practice, when the transformations are estimated from data, this property is lacking. This work…
Parameter estimation of nonlinear state-space models from input-output data typically requires solving a highly non-convex optimization problem prone to slow convergence and suboptimal solutions. This work improves the reliability and…
We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic models. The paper begins by drawing a connection between time…
In this paper, we tackle the significant challenge of simultaneous stabilization in control systems engineering, where the aim is to employ a single controller to ensure stability across multiple systems. We delve into both scalar and…
In this article we develop and analyze novel iterative regularization techniques for the solution of systems of nonlinear ill--posed operator equations. The basic idea consists in considering separately each equation of this system and…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
We present a nonlinear interpolation technique for parametric fields that exploits optimal transportation of coherent structures of the solution to achieve accurate performance. The approach generalizes the nonlinear interpolation procedure…
This paper introduces a multiple-input discrete Urysohn operator for modelling non-linear control systems and a technique of its identification by processing the observed input and output signals. It is shown that, due to the nature of the…
The purpose of this paper is to investigate the effects of the use of mass-lumping in the finite element discretization of the reduced first-order optimality system arising from a standard tracking-type, distributed elliptic optimal control…