Related papers: Landweber-Kaczmarz for parameter identification in…
Collective behaviors of populations of coupled oscillators have attracted much attention in recent years. In this paper, an order parameter approach is proposed to study the low-dimensional dynam- ical mechanism of collective…
The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…
Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
Combined optimization problems that couple data-fidelity and regularization terms arise naturally in a wide range of inverse problems. In this paper, we study an adaptive randomized averaging block extended Bregman-Kaczmarz (aRABEBK) method…
In this paper we address the problem of state observation of linear time-varying systems with delayed measurements, which has attracted the attention of many researchers|see [7] and references therein. We show that, adopting the parameter…
Online parameter identification is of importance, e.g., for model predictive control. Since the parameters have to be identified simultaneously to the process of the modeled system, dynamical update laws are used for state and parameter…
Solving linear systems of equations is a fundamental problem in mathematics. When the linear system is so large that it cannot be loaded into memory at once, iterative methods such as the randomized Kaczmarz method excel. Here, we extend…
We are interested in the identification of a Generalized Impedance Boundary Condition from the far--fields created by one or several incident plane waves at a fixed frequency. We focus on the particular case where this boundary condition is…
In this paper, we discuss the construction, analysis and implementation of a novel iterative regularization scheme with general convex penalty term for nonlinear inverse problems in Banach spaces based on the homotopy perturbation…
In the context of filtering chaotic dynamical systems it is well-known that partial observations, if sufficiently informative, can be used to control the inherent uncertainty due to chaos. The purpose of this paper is to investigate, both…
This paper derives for non-linear, time-varying and feedback linearizable systems simple controller designs to achieve specified state-and timedependent complex convergence rates. This approach can be regarded as a general gain-scheduling…
Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…
One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key…
In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…
We examine the challenging problem of constructing reduced models for the long time prediction of systems where there is no timescale separation between the resolved and unresolved variables. In previous work we focused on the case where…
We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the…
Large scale, streaming datasets are ubiquitous in modern machine learning. Streaming algorithms must be scalable, amenable to incremental training and robust to the presence of non-stationarity. In this work consider the problem of learning…
In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…
Mechanical systems are often characterized only by their response to certain loads known from experiments or simulations. The obtained data can be used for various purposes: system analysis, design of mathematical models, or construction of…