Related papers: Approximation of Lyapunov Functions from Noisy Dat…
Estimating the Region of Attraction (RoA) for nonlinear dynamical systems is a fundamental problem in control theory, with direct implications for stability analysis and safe controller design. Traditional approaches rely on analytically…
Estimating the region of attraction (ROA) of general nonlinear autonomous systems remains a challenging problem and requires a case-by-case analysis. Leveraging the universal approximation property of neural networks, in this paper, we…
Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…
While distributed parameter estimation has been extensively studied in the literature, little has been achieved in terms of robust analysis and tuning methods in the presence of disturbances. However, disturbances such as measurement noise…
First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…
We study the classical problem of approximating a non-decreasing function $f: \mathcal{X} \to \mathcal{Y}$ in $L^p(\mu)$ norm by sequentially querying its values, for known compact real intervals $\mathcal{X}$, $\mathcal{Y}$ and a known…
Our objective is to calculate the derivatives of data corrupted by noise. This is a challenging task as even small amounts of noise can result in significant errors in the computation. This is mainly due to the randomness of the noise,…
We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the…
We investigate the problem of estimating a function $f$ based on observations from its noisy convolution when the noise exhibits long-range dependence. We construct an adaptive estimator based on the kernel method, derive minimax lower…
For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…
Motivated by the need for efficient estimation of conditional expectations, we consider a least-squares function approximation problem with heavily polluted data. Existing methods that are effective in the small-noise regime are suboptimal…
A promising step from linear towards nonlinear data-driven control is via the design of controllers for linear parameter-varying (LPV) systems, which are linear systems whose parameters are varying along a measurable scheduling signal.…
Rational approximation schemes for reconstructing periodic signals from samples with poorly separated spectral content are described. These methods are automatic and adaptive, requiring no tuning or manual parameter selection. Collectively,…
We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…
Lyapunov functions play a fundamental role in analyzing the stability and convergence properties of optimization methods. In this paper, we propose a novel and straightforward approach for constructing Lyapunov functions for first-order…
This paper proposes a method for estimating a surface that contains a given set of points from noisy measurements. More precisely, by assuming that the surface is described by the zero set of a function in the span of a given set of…
While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…
This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…
Posterior computation for high-dimensional data with many parameters can be challenging. This article focuses on a new method for approximating posterior distributions of a low- to moderate-dimensional parameter in the presence of a…
We consider the problem of deriving from experimental data an approximation of an unknown function, whose derivatives also approximate the unknown function derivatives. Solving this problem is useful, for instance, in the context of…