Related papers: Convergence of direct recursive algorithm for iden…
Hysteresis is an important issue in modeling piezoelectric materials, for example, in applications to energy harvesting, where hysteresis losses may influence the efficiency of the process. The main problem in numerical simulations is the…
We study in this paper the control of hysteresis-based actuator systems where its remanence behavior (e.g., the remaining memory when the actuation signal is set to zero) must follow a desired reference point. We present a recursive…
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…
Parametric prediction error methods constitute a classical approach to the identification of linear dynamic systems with excellent large-sample properties. A more recent regularized approach, inspired by machine learning and Bayesian…
Focusing on identification, this paper develops a class of convex optimization-based criteria and correspondingly the recursive algorithms to estimate the parameter vector $\theta^{*}$ of a stochastic dynamic system. Not only do the…
Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…
We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximation of the model with a multivariate normal prior for the…
Hysteresis phenomena have been observed in different branches of physics and engineering sciences. Therefore, several models have been proposed for hysteresis simulation in different fields; however, almost neither of them can be utilized…
This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The…
In this paper we propose an identification procedure of a sparse graphical model associated to a Gaussian stationary stochastic process. The identification paradigm exploits the approximation of autoregressive processes through reciprocal…
We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…
Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…
We survey classical, machine learning, and data-driven system identification approaches to learn control-relevant and physics-informed models of dynamical systems. Recently, machine learning approaches have enabled system identification…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…
The classical Kaczmarz iteration and its randomized variants are popular tools for fast inversion of linear overdetermined systems. This method extends naturally to the setting of the phase retrieval problem via substituting at each…
We define two models of hysteresis that generalize the Preisach model. The first model is deterministic, the second model is stochastic and it utilizes disconinuous transition probabilities that satisfy impulsive differential equations. For…
This paper shows how data-driven deep generative models can be utilized to solve challenging phase retrieval problems, in which one wants to reconstruct a signal from only few intensity measurements. Classical iterative algorithms are known…
Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…