Related papers: On Input Design for Regularized LTI System Identif…

In this paper, we study the problem of identifying the impulse response of a linear time invariant (LTI) dynamical system from the knowledge of the input signal and a finite set of noisy output observations. We adopt an approach based on…

This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…

The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

In many real-world reinforcement learning (RL) problems, the environment exhibits inherent symmetries that can be exploited to improve learning efficiency. This paper develops a theoretical and algorithmic framework for incorporating known…

This paper proposes a new methodology in linear time-periodic (LTP) system identification. In contrast to previous methods that totally separate dynamics at different tag times for identification, the method focuses on imposing appropriate…

This paper investigates constructive interference (CI)-based waveform design for phase shift keying and quadrature amplitude modulation symbols under relaxed block-level power constraints in multi-user multiple-input single-output (MU-MIMO)…

In this paper, we formulate the interference alignment (IA) problem for a multiuser multiple-input multiple-output (MIMO) system in the presence of an eavesdropper as a rank constrained rank minimization (RCRM) problem. The aim of the…

We propose a new method for blind system identification. Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix…

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

In the context of autonomous driving, the iterative linear quadratic regulator (iLQR) is known to be an efficient approach to deal with the nonlinear vehicle model in motion planning problems. Particularly, the constrained iLQR algorithm…

In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…

In this paper, we discuss the problem of system identification when frequency domain side information is available on the system. Initially, we consider the case where the prior knowledge is provided as being the $\Hcal_{\infty}$-norm of…

Kernelized maximum-likelihood (ML) expectation maximization (EM) methods have recently gained prominence in PET image reconstruction, outperforming many previous state-of-the-art methods. But they are not immune to the problems of…

Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…

Given a state transition matrix (STM), we reinvestigate the problem of constructing the sparest input matrix with a fixed number of inputs to guarantee controllability. We give a new and simple graph theoretic characterization for the…

Uncertainty in timing information pertaining to the start time of microphone recordings and sources' emission time pose significant challenges in various applications, such as joint microphones and sources localization. Traditional…

We consider the problem of optimal input design for estimating uncertain parameters in a discrete-time linear state space model, subject to simultaneous amplitude and l1/l2-norm constraints on the admissible inputs. We formulate this…

The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…

Achieving weighted throughput maximization (WTM) through power control has been a long standing open problem in interference-limited wireless networks. The complicated coupling between the mutual interferences of links gives rise to a…