Related papers: A Note on Local Mode-in-State Participation Factor…
In this contribution we present how to obtain explicit state space models in port-Hamiltonian form when a mixed finite element method is applied to a linear mechanical system with non-uniform boundary conditions. The key is to express the…
A defining feature of sampling-based motion planning is the reliance on an implicit representation of the state space, which is enabled by a set of probing samples. Traditionally, these samples are drawn either probabilistically or…
Data generated from dynamical systems with unknown dynamics enable the learning of state observers that are: robust to modeling error, computationally tractable to design, and capable of operating with guaranteed performance. In this paper,…
We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…
Identifying factors that affect participation is key to a successful insurance scheme. This study's challenges involve using many factors that could affect insurance participation to make a better forecast.Huge numbers of factors affect…
Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…
Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to 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…
A computationally efficient method for online joint state inference and dynamical model learning is presented. The dynamical model combines an a priori known, physically derived, state-space model with a radial basis function expansion…
We introduce phase space concepts to describe quantum states in a disordered system. The merits of an inverse participation ratio defined on the basis of the Husimi function are demonstrated by a numerical study of the Anderson model in…
Robust autonomy stacks require tight integration of perception, motion planning, and control layers, but these layers often inadequately incorporate inherent perception and prediction uncertainties, either ignoring them altogether or making…
A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…
We propose a new description of dynamics of autonomous mechanical systems which includes the momentum-velocity relation. This description is formulated as a variational principle of virtual action more complete than the Hamilton Principle.…
The research paper addresses linear decomposition of time series of non-additive metrics that allows for the identification and interpretation of contributing factors (input features) of variance. Non-additive metrics, such as ratios, are…
Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…
The paper proposes an adaptive observer of the state vector of a nonlinear time varying system based on measurements of the output variable. The problem is solved under the assumption that the control matrix (vector) and the nonlinear…
The first part of the paper is an introduction to the theory of probabilistic concurrent systems under a partial order semantics. Key definitions and results are given and illustrated on examples. The second part includes contributions. We…
We present a model-free data-driven inference method that enables inferences on system outcomes to be derived directly from empirical data without the need for intervening modeling of any type, be it modeling of a material law or modeling…
Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…
This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…