Related papers: Realization Theory for LPV State-Space Representat…

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

An alternative approach for minimum and mode-dependent dwell-time characterization for switched systems is derived. The proposed technique is related to Lyapunov looped-functionals, a new type of functionals leading to stability conditions…

This study is concerned with the problem of partial state estimation for linear time-invariant (LTI) distributed state-space systems. A necessary and sufficient condition is established in terms of a simple rank criterion involving the…

We consider an operator-based latent Markov representation of a stochastic nonlinear dynamical system, where the stochastic evolution of the latent state embedded in a reproducing kernel Hilbert space is described with the corresponding…

The minimum realization problem of hidden Markov models (HMM's) is a fundamental question of stationary discrete-time processes with a finite alphabet. It was shown in the literature that tensor decomposition methods give the hidden Markov…

This paper introduces the concept of parameter-dependent (PD) control Lyapunov functions (CLFs) for gain-scheduled stabilization of nonlinear parameter-varying (NPV) systems. It shows that given a PD-CLF, a min-norm control law can be…

We argue that it is logically possible to have a sort of both reality and locality in quantum mechanics. To demonstrate this, we construct a new quantitative model of hidden variables (HV's), dubbed solipsistic HV's, that interpolates…

The Koslowski-Sahlmann (KS) representation is a generalization of the representation underlying the discrete spatial geometry of Loop Quantum Gravity (LQG), to accommodate states labelled by smooth spatial geometries. As shown recently, the…

We study reinforcement learning with function approximation for large-scale Partially Observable Markov Decision Processes (POMDPs) where the state space and observation space are large or even continuous. Particularly, we consider Hilbert…

This paper presents two direct parameterizations of stable and robust linear parameter-varying state-space (LPV-SS) models. The model parametrizations guarantee a priori that for all parameter values during training, the allowed models are…

Probabilistic State Space Models (SSMs) are essential for Reinforcement Learning (RL) from high-dimensional, partial information as they provide concise representations for control. Yet, they lack the computational efficiency of their…

Low-order linear System IDentification (SysID) addresses the challenge of estimating the parameters of a linear dynamical system from finite samples of observations and control inputs with minimal state representation. Traditional…

We discuss the problem of robust representations of stable and passive transfer functions in particular coordinate systems, and focus in particular on the so-called port-Hamiltonian representations. Such representations are typically far…

State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…

In this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace. The Koopman operator is an infinite-dimensional linear operator that evolves…

This article proposes a performance analysis of kernel least squares support vector machines (LS-SVMs) based on a random matrix approach, in the regime where both the dimension of data $p$ and their number $n$ grow large at the same rate.…

Let $L$ be the function field of a projective space ${\mathbb P}^n_k$ over an algebraically closed field $k$ of characteristic zero, and $H$ be the group of projective transformations. An $H$-sheaf ${\mathcal V}$ on ${\mathbb P}^n_k$ is a…

Minimizing the rank of a matrix subject to affine constraints is a fundamental problem with many important applications in machine learning and statistics. In this paper we propose a simple and fast algorithm SVP (Singular Value Projection)…

We propose a model reduction method for LPV systems. We consider LPV state-space representations with an affine dependence on the scheduling variables. The main idea behind the proposed method is to compute the reduced order model in such a…