Related papers: On the Discretization of Robust Exact Filtering Di…
We study the discretization of (almost-)Dirac structures using the notion of retraction and discretization maps on manifolds. Additionally, we apply the proposed discretization techniques to obtain numerical integrators for port-Hamiltonian…
In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…
In this paper a novel discrete-time realization of the super-twisting controller is proposed. The closed-loop system is proven to converge to an invariant set around the origin in finite time. Furthermore, the steady-state error is shown to…
Much effort has been devoted in the last two decades to characterize the situations in which a reservoir computing system exhibits the so-called echo state (ESP) and fading memory (FMP) properties. These important features amount, in…
An efficient, iterative semi-implicit (SI) numerical method for the time integration of stiff wave systems is presented. Physics-based assumptions are used to derive a convergent iterative formulation of the SI scheme which enables the…
In this report it is shown that the implicit Euler time-discretization of some classes of switching systems with sliding modes, yields a very good stabilization of the trajectory and of its derivative on the sliding surface. Therefore the…
The Iterative Filtering method is a technique developed recently for the decomposition and analysis of non-stationary and non-linear signals. In this work we propose two alternative formulations of the original algorithm which allows to…
Based on explicit computations, various concepts of discrete time scattering theory are reviewed, discussed, and illustrated. The dynamics are taking place on a discrete half-space. All operators are represented graphically. The expressions…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
The signal differentiation problem involves the development of algorithms that allow to recover a signal's derivatives from noisy measurements. This paper develops a first-order differentiator with the following combination of properties:…
We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…
Distributed model predictive control (DMPC) has attracted extensive attention as it can explicitly handle system constraints and achieve optimal control in a decentralized manner. However, the deployment of DMPC strategies generally…
Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system…
This paper introduces a new framework for analyzing the stability of discrete-time model predictive controllers acting on continuous-time systems. The proposed framework introduces the distinction between discretization time (used to…
Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…
We propose an extension of the discretization approaches for multilayer shallow water models, aimed at making them more flexible and efficient for realistic applications to coastal flows. A novel discretization approach is proposed, in…
The capability of discretization of matrix elements in the problem of quadratic functional minimization with linear member built on matrix in N-dimensional configuration space with discrete coordinates is researched. It is shown, that…
This article is concerned with the convergence of the state estimate obtained from the discrete time Kalman filter to the continuous time estimate as the temporal discretization is refined. We derive convergence rate estimates for different…
We present a systematic treatment of scattering processes for quantum systems whose time evolution is discrete. We define and show some general properties of the scattering operator, in particular the conservation of quasi-energy which is…
In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the…