Related papers: Minimal Realization Problems for Jump Linear Syste…
In this note, we consider the problem of choosing which nodes of a linear dynamical system should be actuated so that the state transfer from the system's initial condition to a given final state is possible. Assuming a standard complexity…
The Rank Minimization Problem asks to find a matrix of lowest rank inside a linear variety of the space of n x n matrices. The Low Rank Matrix Completion problem asks to complete a partially filled matrix such that the resulting matrix has…
We consider continuous-time, finite-horizon, optimal quadratic control of semi-Markov jump linear systems (S-MJLS), and develop principled approximations through Markov-like representations for the holding-time distributions. We adopt a…
The completion of matrices with missing values under the rank constraint is a non-convex optimization problem. A popular convex relaxation is based on minimization of the nuclear norm (sum of singular values) of the matrix. For this…
This paper studies the Linear Quadratic Regulator (LQR) problem for continuous-time Markov Jump Linear Systems (MJLS) governed by general finite-state Markov chains that may include transient, absorbing, or non-communicating states. The…
The minimum rank problem for a (simple) graph $G$ is to determine the smallest possible rank over all real symmetric matrices whose $ij$th entry (for $i\neq j$) is nonzero whenever $\{i,j\}$ is an edge in $G$ and is zero otherwise. This…
Low-order linear System IDentification (SysID) addresses the challenge of estimating the parameters of a linear dynamical system from finite samples of observations and control inputs with minimal state representation. Traditional…
We completely classify all minimal problems for Structure-from-Motion (SfM) where arrangements of points and lines are fully observed by multiple uncalibrated pinhole cameras. We find 291 minimal problems, 73 of which have unique solutions…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
The problem of finding a finite state symbolic model which is bisimilar to a hybrid dynamical system (HDS) and has the minimum number of states is considered. The considered class of HDS allows for discrete-valued inputs that only affect…
In this paper we investigate a problem of state estimation for the dynamical system described by the linear operator equation with unknown parameters in Hilbert space. We present explicit expressions for linear minimax estimation and error…
Given a controllable discrete-time linear system C, a shortest basis for C is a set of linearly independent generators for C with the least possible lengths. A basis B is a shortest basis if and only if it has the predictable span property…
The aim of this paper is to address two related estimation problems arising in the setup of hidden state linear time invariant (LTI) state space systems when the dimension of the hidden state is unknown. Namely, the estimation of any finite…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We propose switched least squares method for identification of MJS, show that this method…
In this paper, the reachability of dimension-bounded linear systems is investigated.Since state dimensions of dimension-bounded linear systems vary with time, the expression of state dimension at each time is provided.A method for judging…
Structured low-rank approximation is the problem of minimizing a weighted Frobenius distance to a given matrix among all matrices of fixed rank in a linear space of matrices. We study exact solutions to this problem by way of computational…
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…
This paper addresses a structural design problem in control systems, and explicitly takes into consideration the possible application to large-scale systems. More precisely, we aim to determine and characterize the minimum number of…
Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability…