Related papers: Generalized system identification with stable spli…
Overlapping asymmetric datasets are common in data science and pose questions of how they can be incorporated together into a predictive analysis. In healthcare datasets there is often a small amount of information that is available for a…
Discrete-time input/output models, also called infinite impulse response (IIR) models or autoregressive moving average (ARMA) models, are useful for online identification as they can be efficiently updated using recursive least squares…
Least-square system identification is widely used for data-driven model-predictive control (MPC) of unknown or partially known systems. This letter investigates how the system identification and subsequent MPC is affected when the state and…
We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…
This paper introduces a flexible regularization approach that reduces point estimation risk of group means stemming from e.g. categorical regressors, (quasi-)experimental data or panel data models. The loss function is penalized by adding…
Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…
A classification algorithm, called the Linear Centralization Classifier (LCC), is introduced. The algorithm seeks to find a transformation that best maps instances from the feature space to a space where they concentrate towards the center…
This paper studies the numerical analysis of a parameter identification problem governed by elliptic equations with power-type nonlinearity. We propose a numerical reconstruction via a suitable least-squares minimization problem based on…
Linear regression is a widely used technique to fit linear models and finds widespread applications across different areas such as machine learning and statistics. In most real-world scenarios, however, linear regression problems are often…
System identification is a key enabling component for the implementation of quantum technologies, including quantum control. In this paper, we consider the class of passive linear input-output systems, and investigate several basic…
We consider the problem of nonlinear system identification when prior knowledge is available on the region of attraction (ROA) of an equilibrium point. We propose an identification method in the form of an optimization problem, minimizing…
This note presents a unified analysis of the identification of dynamical systems with low-rank constraints under high-dimensional scaling. This identification problem for dynamic systems are challenging due to the intrinsic dependency of…
In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…
Sparse identification of nonlinear dynamical systems is a topic of continuously increasing significance in the dynamical systems community. Here we explore it at the level of lattice nonlinear dynamical systems of many degrees of freedom.…
We propose a method for estimating coefficients in multivariate regression when there is a clustering structure to the response variables. The proposed method includes a fusion penalty, to shrink the difference in fitted values from…
We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…
This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…
This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…
The demand for faster protection algorithms is growing due to the increasingly faster dynamics in the system. The majority of existing algorithms require empirically selected set-points, which may reduce sensitivity to internal faults and…
A novel approach to identify internal interfacial layers, or IILs, in wall-bounded turbulent flows is proposed. Using a Fuzzy Cluster Method (FCM) on the streamwise velocity component, a unique and unambiguous grouping of the Uniform…