Related papers: Partial Realization Theory and System Identificati…
We present a number of cases of optimal control of Volterra and Fredholm integral equations that are solvable in the sense that the problem can be reduced to a solvable integral equation. This is conceptually analogous to the role of the…
We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…
We present a method that connects a well-established nonlinear (bilinear) identification method from time-domain data with neural network (NNs) advantages. The main challenge for fitting bilinear systems is the accurate recovery of the…
This paper investigates an inverse source problem for general semilinear stochastic hyperbolic equations. Motivated by the challenges arising from both randomness and nonlinearity, we develop a globally convergent iterative regularization…
There are many advantages to use probability method for nonlinear system identification, such as the noises and outliers in the data set do not affect the probability models significantly; the input features can be extracted in probability…
This is the fourth of a series of papers surveying some small part of the remarkable work of our friend and colleague Nigel Kalton. We have written it as part of a tribute to his memory. It contains almost no new results. This time we…
State statistics of linear systems satisfy certain structural constraints that arise from the underlying dynamics and the directionality of input disturbances. In the present paper we study the problem of completing partially known state…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
This paper deals with a non-standard infinite dimensional linear-quadratic control problem arising in the physics of non-stationary states (see e.g. [6]): finding the minimum energy to drive a fixed stationary state x = 0 into an arbitrary…
This work deals with two groups of spectral analysis results for matrices arising in fully implicit Runge-Kutta methods used for linear time-dependent partial differential equations. These were applied for different formulations of the same…
We prove existence and uniqueness of the mild solution of an infinite dimensional, operator valued, backward stochastic Riccati equation. We exploit the regularizing properties of the semigroup generated by the unbounded operator involved…
Modern generative models hold great promise for accelerating diverse tasks involving the simulation of physical systems, but they must be adapted to the specific constraints of each domain. Significant progress has been made for…
Many recent works on stabilization of nonlinear systems target the case of locally stabilizing an unstable steady state solutions against small perturbation. In this work we explicitly address the goal of driving a system into a…
In this paper we present a numerical scheme for the resolution of matrix Riccati equation, usualy used in control problems. The scheme is unconditionnaly stable and the solution is definite positive at each time step of the resolution. We…
The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
In this paper we investigate the use of Richardson extrapolation to estimate the convergence rates for numerical solutions to advection problems involving discontinuities. We use modified equation analysis to describe the expectation of the…
In this paper we first consider a linear time invariant systems with almost periodic forcing term. We propose a new deterministic quadratic control problem, motivated by Da-Prato. With the help of associated degenerate Riccati equation we…