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This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Guanru Pan , Timm Faulwasser

The purpose of this paper is to study metrics suitable for assessing uncertainty of power spectra when these are based on finite second-order statistics. The family of power spectra which is consistent with a given range of values for the…

Systems and Control · Computer Science 2015-03-20 Johan Karlsson , Tryphon T. Georgiou

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

In applications like medical imaging, error correction, and sensor networks, one needs to solve large-scale linear systems that may be corrupted by a small number of arbitrarily large corruptions. We consider solving such large-scale…

Numerical Analysis · Mathematics 2018-12-27 Jamie Haddock , Deanna Needell

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods. Namely, in the context of linear programming, we consider perturbing the inequality…

Optimization and Control · Mathematics 2016-02-18 Coralia Cartis , Yiming Yan

The present paper develops recursive algorithms to track shifts in the resonance frequency of linear systems in real time. To date, automatic resonance tracking has been limited to non-model-based approaches, which rely solely on the phase…

Optimization and Control · Mathematics 2020-12-22 Thomas Vasileiou

In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…

Probability · Mathematics 2022-05-05 Yiming Meng , Jun Liu

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

The problem of sparse linear regression is relevant in the context of linear system identification from large datasets. When data are collected from real-world experiments, measurements are always affected by perturbations or low-precision…

Optimization and Control · Mathematics 2020-04-01 S. M. Fosson , V. Cerone , D. Regruto

The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Yu Xing , Benjamin Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

Many theories are formulated as constrained systems. We provide a mechanism that explains the origin of physical states of a constrained system by a process of selection of noiseless subsystems when the system is coupled to an external…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Tomasz Konopka , Fotini Markopoulou

In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Guido Sanchez , Marina H. Murillo , Leonardo L. Giovanini

The paper describes the robust algorithm for linear time-invariant plants under parametric uncertainties, external disturbances and high-frequency noises in measurements. The proposed algorithm allows one to reduce the noise impact on the…

Systems and Control · Computer Science 2016-12-30 I. B. Furtat , A. N. Nekhoroshikh

In this paper, we consider a secure distributed filtering problem for linear time-invariant systems with bounded noises and unstable dynamics under compromised observations. A malicious attacker is able to compromise a subset of the agents…

Systems and Control · Computer Science 2019-03-19 Xingkang He , Xiaoqiang Ren , Henrik Sandberg , Karl Henrik Johansson

Estimation of the degree of stability and the bounds of solutions to non-autonomous nonlinear systems present major concerns in numerous applied problems. Yet, current techniques are frequently yield overconservative conditions which are…

Dynamical Systems · Mathematics 2020-12-29 Mark A. Pinsky

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

There is an emerging trend in applying deep learning methods to control complex nonlinear systems. This paper considers enhancing the runtime safety of nonlinear systems controlled by neural networks in the presence of disturbance and…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jianglin Lan , Siyuan Zhan , Ron Patton , Xianxian Zhao