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The identification of multivariable state space models in innovation form is solved in a subspace identification framework using convex nuclear norm optimization. The convex optimization approach allows to include constraints on the unknown…

Systems and Control · Computer Science 2016-12-15 Michel Verhaegen , Anders Hansson

Feedback optimization enables autonomous optimality seeking of a dynamical system through its closed-loop interconnection with iterative optimization algorithms. Among various iteration structures, model-based approaches require the…

Optimization and Control · Mathematics 2026-05-26 Zhiyu He , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

The present paper deals with the identification of nonlinear mechanical vibrations. A grey-box, or semi-physical, nonlinear state-space representation is introduced, expressing the nonlinear basis functions using a limited number of…

Systems and Control · Computer Science 2018-05-01 Jean-Philippe Noël , Johan Schoukens

The identification of black-box nonlinear state-space models requires a flexible representation of the state and output equation. Artificial neural networks have proven to provide such a representation. However, as in many identification…

Machine Learning · Computer Science 2021-03-29 Maarten Schoukens

We propose a new method for blind system identification. Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix…

Systems and Control · Computer Science 2016-05-20 Giulio Bottegal , Riccardo S. Risuleo , Håkan Hjalmarsson

We discuss connections between sequential system identification and control for linear time-invariant systems, often termed indirect data-driven control, as well as a contemporary direct data-driven control approach seeking an optimal…

Optimization and Control · Mathematics 2021-09-15 Florian Dörfler , Jeremy Coulson , Ivan Markovsky

In the present paper, a flexible and parsimonious model of the vibrations of nonlinear mechanical systems is introduced in the form of state-space equations. It is shown that the nonlinear model terms can be formed using a limited number of…

Systems and Control · Computer Science 2016-10-31 Jean-Philippe Noël , Johan Schoukens , Gaetan Kerschen

This article introduces a tensor network subspace algorithm for the identification of specific polynomial state space models. The polynomial nonlinearity in the state space model is completely written in terms of a tensor network, thus…

Systems and Control · Computer Science 2017-09-27 Kim Batselier , Ching Yun Ko , Ngai Wong

This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…

Applications · Statistics 2025-01-15 Dimas Abreu Archanjo Dutra

In this paper, we present an impulse response identification scheme that incorporates the internal positivity side-information of the system. The realization theory of positive systems establishes specific criteria for the existence of a…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Mohammad Khosravi , Roy S. Smith

Equation discovery methods enable modelers to combine domain-specific knowledge and system identification to construct models most suitable for a selected modeling task. The method described and evaluated in this paper can be used as a…

Machine Learning · Computer Science 2019-07-02 Nikola Simidjievski , Ljupčo Todorovski , Juš Kocijan , Sašo Džeroski

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

A fast non-convex low-rank matrix decomposition method for potential field data separation is proposed. The singular value decomposition of the large size trajectory matrix, which is also a block Hankel matrix, is obtained using a fast…

Geophysics · Physics 2022-08-16 Dan Zhu , Rosemary Renaut , Hongwei Li , Tianyou Liu

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…

Machine Learning · Statistics 2018-05-04 Yudong Chen , Yuejie Chi

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Mingzhou Yin , Matthias A. Müller

In this paper, we propose a novel algorithm for the identification of Hammerstein systems. Adopting a Bayesian approach, we model the impulse response of the unknown linear dynamic system as a realization of a zero-mean Gaussian process.…

Systems and Control · Computer Science 2016-05-20 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

Blind identification is popular for modeling a system without the input information, such as in the research areas of structural health monitoring and audio signal processing. Existing blind identification methods have both advantages and…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Runzhe Han , Christian Bohn , Georg Bauer

We propose a new framework for black-box convex optimization which is well-suited for situations where gradient computations are expensive. We derive a new method for this framework which leverages several concepts from convex optimization,…

Optimization and Control · Mathematics 2016-02-17 Sébastien Bubeck , Yin-Tat Lee

Black-box optimization is primarily important for many compute-intensive applications, including reinforcement learning (RL), robot control, etc. This paper presents a novel theoretical framework for black-box optimization, in which our…

Machine Learning · Computer Science 2020-09-10 Yueming Lyu , Ivor W. Tsang