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Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…
The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an additive space-time noise. We consider the traditional for…
The paper presents a study of an adaptive approach to lateral skew control for an experimental railway stand. The preliminary experiments with the real experimental railway stand and simulations with its 3-D mechanical model, indicates…
Non-negative least-mean-square (NNLMS) algorithm and its variants have been proposed for online estimation under non-negativity constraints. The transient behavior of the NNLMS, Normalized NNLMS, Exponential NNLMS and Sign-Sign NNLMS…
Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…
With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and…
The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…
This work introduces a novel analytical model for estimating the airspeed of fixed-wing Unmanned Aerial Vehicles (UAVs) using solely propeller power and rotational speed measurements. The model can be used to replace Pitot-tube-based…
Estimation of mean shift in a temporally ordered sequence of random variables with a possible existence of change-point is an important problem in many disciplines. In the available literature of more than fifty years the estimation methods…
In this paper, we introduce a Gaussian process based moving horizon estimation (MHE) framework. The scheme is based on offline collected data and offline hyperparameter optimization. In particular, compared to standard MHE schemes, we…
This paper introduces a novel model-free control strategy for a complex multi-stage gearbox electromechanical linear actuator (EMLA) system, driven by a permanent magnet synchronous motor (PMSM) with non-ideal ball screw characteristics.…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
Maximum Likelihood Estimation (MLE) is the bread and butter of system inference for stochastic systems. In some generality, MLE will converge to the correct model in the infinite data limit. In the context of physical approaches to system…
Model averaging has received much attention in the past two decades, which integrates available information by averaging over potential models. Although various model averaging methods have been developed, there are few literatures on the…
Extreme-ultraviolet (EUV) observations provide considerable insight into evolving physical conditions in the active solar atmosphere. For a prescribed density and temperature structure, it is straightforward to construct the corresponding…
Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…
In this paper, we propose a suboptimal moving horizon estimator for a general class of nonlinear systems. For the stability analysis, we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the…
This paper presents a novel Short-Term Voltage Stability Index (STVSI), which leverages Lyapunov Exponent-based detection to assess and quantify short-term stability triggered by Over Excitation Limiters (OELs) or undamped oscillations in…
Due to the well-known computational showstopper of the exact Maximum Likelihood Estimation (MLE) for large geospatial observations, a variety of approximation methods have been proposed in the literature, which usually require tuning…
We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…