Related papers: Gray Box Identification of State-Space Models Usin…
This paper considers the identification of large-scale 1D networks consisting of identical LTI dynamical systems. A new subspace identification method is developed that only uses local input-output information and does not rely on knowledge…
We consider the problem of learning low-dimensional representations for large-scale Markov chains. We formulate the task of representation learning as that of mapping the state space of the model to a low-dimensional state space, called the…
One of the primary challenges of system identification is determining how much data is necessary to adequately fit a model. Non-asymptotic characterizations of the performance of system identification methods provide this knowledge. Such…
In this work, we consider the matrix completion problem, where the objective is to reconstruct a low-rank matrix from a few observed entries. A commonly employed approach involves nuclear norm minimization. For this method to succeed, the…
This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…
This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…
While the Graybox characterization method allows for implicit noise models and is platform-agnostic, the method lacks uncertainty quantification. Characterization of quantum devices is a crucial process that enables researchers to gain…
Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
In multiple scientific and technological applications we face the problem of having low dimensional data to be justified by a linear model defined in a high dimensional parameter space. The difference in dimensionality makes the problem…
A fundamental model of quantum computation is the programmable quantum gate array. This is a quantum processor that is fed by a program state that induces a corresponding quantum operation on input states. While being programmable, any…
A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…
This paper concerns model reduction of dynamical systems using the nuclear norm of the Hankel matrix to make a trade-off between model fit and model complexity. This results in a convex optimization problem where this trade-off is…
We establish a connection between trend filtering and system identification which results in a family of new identification methods for linear, time-varying (LTV) dynamical models based on convex optimization. We demonstrate how the design…
This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safety-critical…
Subspace identification is revisited in the scope of nuclear norm minimization methods. It is shown that essential structural knowledge about the unknown data matrices in the data equation that relates Hankel matrices constructed from input…
The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…
Recent contributions have framed linear system identification as a nonparametric regularized inverse problem. Relying on $\ell_2$-type regularization which accounts for the stability and smoothness of the impulse response to be estimated,…
This paper studies the problem of reconstructing spectrally sparse signals from a small random subset of time domain samples via low-rank Hankel matrix completion with the aid of prior information. By leveraging the low-rank structure of…
Large-scale integration of distributed energy resources into residential distribution feeders necessitates careful control of their operation through power flow analysis. While the knowledge of the distribution system model is crucial for…