Related papers: Exact recursive estimation of linear systems subje…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…