Related papers: An Input-Output Approach to Structured Stochastic …
This paper deals with the problem of estimating the state of a linear time-invariant system in the presence of sporadically available measurements and external perturbations. An observer with a continuous intersample injection term is…
The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…
In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…
We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…
This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known…
This work mainly investigates the mean-square stability and stabilizability for a single-input single-output networked linear feedback system. The control signal in the networked system is transmitted over an unreliable channel. In this…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions to stabilize the mean-field systems in the mean square sense…
This work studies mean-square stabilizability via output feedback for a networked linear time invariant (LTI) feedback system with a non-minimum phase plant. In the feedback system, the control signals are transmitted to the plant over a…
Many systems may switch to an undesired state due to internal failures or external perturbations, of which critical transitions toward degraded ecosystem states are a prominent example. Resilience restoration focuses on the ability of…
In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any initial condition. Necessary and sufficient…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…
This paper presents an indirect data-driven output feedback controller synthesis for nonlinear systems, leveraging Structured State-space Models (SSMs) as surrogate models. SSMs have emerged as a compelling alternative in modelling…
This paper analyzes the stability-related properties of Long Short-Term Memory (LSTM) networks and investigates their use as the model of the plant in the design of Model Predictive Controllers (MPC). First, sufficient conditions…
In this paper, a class of time inconsistent linear quadratic optimal control problems of mean-field stochastic differential equations (SDEs) is considered under Markovian framework. Open-loop equilibrium controls and their particular…
This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable energy penetration. The framework models interactions across…
The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data. This result has proven to be pivotal for data-driven…
This paper presents a four-stage algorithm for the realization of multi-input/multi-output (MIMO) switched linear systems (SLSs) from Markov parameters. In the first stage, a linear time-varying (LTV) realization that is topologically…
This chapter reviews the fundamentals of continuous and discrete Linear Time-Invariant (LTI) systems with Single Input-Single Output (SISO). We start from the general notions of signals and systems, the signal representation problem and the…
This paper deals with the output regulation problem of a linear time-invariant system in the presence of sporadically available measurement streams. A regulator with a continuous intersample injection term is proposed, where the intersample…