Related papers: Set Membership identification of linear systems wi…
This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…
The classical approach to linear system identification is given by parametric Prediction Error Methods (PEM). In this context, model complexity is often unknown so that a model order selection step is needed to suitably trade-off bias and…
Probabilistic and set-based methods are two approaches for model invalidation, parameter and state estimation. Both classes of methods use different types of data, i.e. deterministic or probabilistic data, which allow different statements…
A method for certifying exact input trackability for constrained discrete time linear systems is introduced in this paper. A signal is assumed to be drawn from a reference set and the system must track this signal with a linear combination…
Nonlinear system identificationhas proven to be effective in obtaining accurate models from data for complex real-world systems. In particular, recent encoder-based methods with artificial neural network state-space (ANN-SS) models have…
In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…
In the context of dynamical systems, nonlinearity measures quantify the strength of nonlinearity by means of the distance of their input-output behaviour to a set of linear input-output mappings. In this paper, we establish a framework to…
A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…
We propose a method to efficiently compute the forward stochastic reach (FSR) set and its probability measure for nonlinear systems with an affine disturbance input, that is stochastic and bounded. This method is applicable to systems with…
The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…
This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…
For composite nonsmooth optimization problems, Forward-Backward algorithm achieves model identification (e.g. support identification for the Lasso) after a finite number of iterations, provided the objective function is regular enough.…
Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…
We propose a convex optimization procedure for black-box identification of nonlinear state-space models for systems that exhibit stable limit cycles (unforced periodic solutions). It extends the "robust identification error" framework in…
This paper considers the problem of simultaneous sensor fault detection, isolation, and networked estimation of linear full-rank dynamical systems. The proposed networked estimation is a variant of single time-scale protocol and is based on…
A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…
In classical approaches of dynamic network identification, in order to identify a system (module) embedded in a dynamic network, one has to formulate a Multi-input-Single-output (MISO) identification problem that requires identification of…
We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…
This article studies the Set-Membership Smoothing (SMSing) problem for non-stochastic Hidden Markov Models. By adopting the mathematical concept of uncertain variables, an optimal SMSing framework is established for the first time. This…
Neural networks have been widely used to solve complex real-world problems. Due to the complicate, nonlinear, non-convex nature of neural networks, formal safety guarantees for the behaviors of neural network systems will be crucial for…