Related papers: On Input Design for Regularized LTI System Identif…
We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…
Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…
In this work, we investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be…
Regularization-based approaches for injecting constraints in Machine Learning (ML) were introduced to improve a predictive model via expert knowledge. We tackle the issue of finding the right balance between the loss (the accuracy of the…
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…
A novel optimization method is proposed to minimize a convex function subject to bilinear matrix inequality (BMI) constraints. The key idea is to decompose the bilinear mapping as a difference between two positive semidefinite convex…
Various methods for designing input features have been proposed for fault recognition in rotating machines using one-dimensional raw sensor data. The available methods are complex, rely on empirical approaches, and may differ depending on…
This paper introduces a computational framework to identify nonlinear input-output operators that fit a set of system trajectories while satisfying incremental integral quadratic constraints. The data fitting algorithm is thus regularized…
This paper presents a system identification framework -- inspired by multi-task learning -- to estimate the dynamics of a given number of linear time-invariant (LTI) systems jointly by leveraging structural similarities across the systems.…
Automated chart design has seen significant advancements with the emergence of Large-Language Models (LLMs), which offer a practical solution for generating charts. However, LLMs frequently introduce possibly critical design failures, such…
In this article a new algorithm for the design of stationary input sequences for system identification is presented. The stationary input signal is generated by optimizing an approximation of a scalar function of the information matrix,…
Inspired by ideas taken from the machine learning literature, new regularization techniques have been recently introduced in linear system identification. In particular, all the adopted estimators solve a regularized least squares problem,…
Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…
This paper addresses problems on the structural design of control systems taking explicitly into consideration the possible application to large-scale systems. We provide an efficient and unified framework to solve the following major…
This paper presents a novel approach that combines the Deep Ritz Method (DRM) with Fourier feature mapping to solve minimization problems comprised of multi-well, non-convex energy potentials. These problems present computational challenges…
In this work, we aim to solve data-driven optimization problems, where the goal is to find an input that maximizes an unknown score function given access to a dataset of inputs with corresponding scores. When the inputs are high-dimensional…
Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…
This contribution considers one central aspect of experiment design in system identification. When a control design is based on an estimated model, the achievable performance is related to the quality of the estimate. The degradation in…
We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…
Synthesis of optimization algorithms typically follows a {\em design-then-analyze\/} approach, which can obscure fundamental performance limits and hinder the systematic development of algorithms that operate near these limits. Recently, a…