Related papers: Approximation of Nonnegative Systems by Finite Imp…
We discuss the problem how to determine the quality of a nonlinear system with respect to a measurement task. Due to amplification, filtering, quantization and internal noise sources physical measurement equipment in general exhibits a…
In this work we perform some mathematical analysis on non-negative matrix factorizations (NMF) and apply NMF to some imaging and inverse problems. We will propose a sparse low-rank approximation of big positive data and images in terms of…
We consider the problem of output feedback controller sparsification for systems with parametric uncertainties. We develop an optimization scheme that minimizes the performance deterioration caused by the sparsification process, while…
In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…
Sufficient conditions for global stabilization of nonlinear systems with delayed input by means of approximate predictors are presented. An approximate predictor is a mapping which approximates the exact values of the stabilizing input for…
The proximal alternating linearized minimization method (PALM) suits well for solving block-structured optimization problems, which are ubiquitous in real applications. In the cases where subproblems do not have closed-form solutions, e.g.,…
Stably inverting a dynamic system model is the foundation of numerous servo designs. Existing inversion techniques have provided accurate model approximations that are often highly effective in feedforward controls. However, when the…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured…
Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…
We study a class of statistical inverse problems with non-linear pointwise operators motivated by concrete statistical applications. A two-step procedure is proposed, where the first step smoothes the data and inverts the non-linearity.…
We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$. The additive measurement error is…
The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…
This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…
We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
In this note we aim at putting more emphasis on the fact that trying to solve non-convex optimization problems with coordinate-descent iterative linear matrix inequality algorithms leads to suboptimal solutions, and put forward other…
We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…
We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…