Related papers: Realization and identification algorithm for stoch…
State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…
We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…
This paper presents a system identification framework -- inspired by multi-task learning -- to estimate the dynamics of a given number of linear time-invariant (LTI) systems jointly by leveraging structural similarities across the systems.…
A Stochastic Simulator (SS) is proposed, based on a semiclassical description of the radiation-matter interaction, to obtain an efficient description of the lasing transition for devices ranging from the nanolaser to the traditional…
This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…
We propose a fully practical numerical scheme for the simulation of the stochastic total variation flow (STFV). The approximation is based on a stable time-implicit finite element space-time approximation of a regularized STVF equation. The…
Identifying control-friendly models of nonlinear systems remains one of the major challenges at the intersection of system identification and control. The Linear Parameter-Varying (LPV) framework offers a promising solution, but existing…
Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential…
Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…
We consider the problem of verifying stochastic models of biochemical networks against behavioral properties expressed in temporal logic terms. Exact probabilistic verification approaches such as, for example, CSL/PCTL model checking, are…
There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…
This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…
In this paper, a novel high order semi-Lagrangian (SL) spectral volume (SV) method is proposed and studied for nonlinear Vlasov-Poisson (VP) simulations via operator splitting. The proposed algorithm combines both advantages of…
The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…
This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh function and the collocation method. The method transforms…
Linear parameter-varying (LPV) models form a powerful model class to analyze and control a (nonlinear) system of interest. Identifying an LPV model of a nonlinear system can be challenging due to the difficulty of selecting the scheduling…
Cyber-physical systems (CPS) designed in simulators behave differently in the real-world. Once they are deployed in the real-world, we would hence like to predict system failures during runtime. We propose robust predictive runtime…
Ensuring the security of modern System-on-Chip (SoC) designs poses significant challenges due to increasing complexity and distributed assets across the intellectual property (IP) blocks. Formal property verification (FPV) provides the…
The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of…
Problem of adaptive state observer synthesis for linear time-varying (LTV) system with unknown time-varying parameter and delayed output measurements is considered. State observation problem has attracted the attention of many researchers…