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For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

Although modeling studies are focused on the control of SIR-based systems describing epidemic data sets (particularly the COVID-19), few of them present a formal dynamic characterization in terms of equilibrium sets and stability. Such…

Optimization and Control · Mathematics 2021-06-03 A. H. González , A. L. Anderson , A. Ferramosca , E. A. Hernandez-Vargas

This paper presents a linear-programming based algorithm to perform data-driven stabilizing control of linear positive systems. A set of state-input-transition observations is collected up to magnitude-bounded noise. A state feedback…

Optimization and Control · Mathematics 2023-03-23 Jared Miller , Tianyu Dai , Mario Sznaier , Bahram Shafai

This paper investigates optimal portfolio strategies in a market where the drift is driven by an unobserved Markov chain. Information on the state of this chain is obtained from stock prices and expert opinions in the form of signals at…

Portfolio Management · Quantitative Finance 2016-02-03 Rüdiger Frey , Abdelali Gabih , Ralf Wunderlich

We present an Imitation Learning approach for the control of dynamical systems with a known model. Our policy search method is guided by solutions from MPC. Typical policy search methods of this kind minimize a distance metric between the…

Robotics · Computer Science 2020-02-18 Jan Carius , Farbod Farshidian , Marco Hutter

This paper explores the problem of selecting sensor nodes for a general class of nonlinear dynamical networks. In particular, we study the problem by utilizing altered definitions of observability and open-loop lifted observers. The…

Systems and Control · Electrical Eng. & Systems 2023-07-17 Mohamad H. Kazma , Sebastian A. Nugroho , Aleksandar Haber , Ahmad F. Taha

Controllability is a fundamental property of control systems, serving as the prerequisite for controller design. While controllability test is well established in modelic (i.e., model-driven) control systems, extending it to datatic (i.e.,…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Yujie Yang , Letian Tao , Likun Wang , Shengbo Eben Li

Continuous-time models have been developed to capture features of animal movement across temporal scales. In particular, one popular model is the continuous-time correlated random walk, in which the velocity of an animal is formulated as an…

Quantitative Methods · Quantitative Biology 2018-08-07 Théo Michelot , Paul G. Blackwell

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Relevant and high-quality data are critical to successful development of machine learning applications. For machine learning applications on dynamic systems equipped with a large number of sensors, such as connected vehicles and robots, how…

Machine Learning · Computer Science 2021-08-31 Alp Sahin , Xiangrui Zeng

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

In this paper we present a method of discrete modeling and analysis of multi-level dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. In a model each state describes parallel dynamics…

Multiagent Systems · Computer Science 2008-09-17 Armen Bagdasaryan

This thesis addresses the problem of developing a quantum counter-part of the well established classical theory of control. We dwell on the fundamental fact that quantum states are generally not perfectly distinguishable, and quantum…

Quantum Physics · Physics 2009-08-21 Paulo E. M. F. Mendonca

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

Machine Learning · Statistics 2023-04-18 Michael A. Kouritzin

We identify the optimal measurement for obtaining information about the original quantum state after the state to be measured has undergone partial decoherence due to noise. We quantify the information that can be obtained by the…

Quantum Physics · Physics 2010-01-15 Yu Watanabe , Takahiro Sagawa , Masahito Ueda

We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems. Since computing the optimal control is computationally expensive, we design an algorithm that trades off performance for computational…

Machine Learning · Computer Science 2014-06-17 Yasin Abbasi-Yadkori , Csaba Szepesvari

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar

Tracking multiple time-varying states based on heterogeneous observations is a key problem in many applications. Here, we develop a statistical model and algorithm for tracking an unknown number of targets based on the probabilistic fusion…

Signal Processing · Electrical Eng. & Systems 2022-01-10 Domenico Gaglione , Paolo Braca , Giovanni Soldi , Florian Meyer , Franz Hlawatsch , Moe Z. Win

Dynamic statistical process monitoring methods have been widely studied and applied in modern industrial processes. These methods aim to extract the most predictable temporal information and develop the corresponding dynamic monitoring…

Methodology · Statistics 2022-11-10 Wei Fan , Qinqin Zhu , Shaojun Ren , Liang Zhang , Fengqi Si