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In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…
A Cram\'er-Rao bound (CRB) optimization framework for near-field sensing (NISE) with continuous-aperture arrays (CAPAs) is proposed. In contrast to conventional spatially discrete arrays (SPDAs), CAPAs emit electromagnetic (EM) probing…
We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…
In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…
Traditional state estimation (SE) methods that are based on nonlinear minimization of the sum of localized measurement error functionals are known to suffer from non-convergence and large residual errors. In this paper we propose an…
We provide the first analysis of a non-trivial quantization scheme for compressed sensing measurements arising from structured measurements. Specifically, our analysis studies compressed sensing matrices consisting of rows selected at…
Robust physics (e.g., governing equations and laws) discovery is of great interest for many engineering fields and explainable machine learning. A critical challenge compared with general training is that the term and format of governing…
This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…
Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…
Distribution system state estimation (DSSE), which provides critical information for system monitoring and control, is being challenged by multiple sources of uncertainties such as random meter errors, stochastic power output of distributed…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
New methods that exploit sparse structures arising in smart grid networks are proposed for the state estimation problem when data injection attacks are present. First, construction strategies for unobservable sparse data injection attacks…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…
We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…
Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…
Consider a network of $N$ decentralized computing agents collaboratively solving a nonconvex stochastic composite problem. In this work, we propose a single-loop algorithm, called DEEPSTORM, that achieves optimal sample complexity for this…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
This paper proposes decentralized stability conditions for multi-converter systems based on the combination of the small gain theorem and the small phase theorem. Instead of directly computing the closed-loop dynamics, e.g., eigenvalues of…
State estimation is key to both analyzing physical mechanisms and enabling real-time control of fluid flows. A common estimation approach is to relate sensor measurements to a reduced state governed by a reduced-order model (ROM). (When…
In this paper, we present a robust distributed model predictive control (DMPC) scheme for dynamically decoupled nonlinear systems which are subject to state constraints, coupled state constraints and input constraints. In the proposed…