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The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…

Machine Learning · Computer Science 2023-12-01 Lei Xin , George Chiu , Shreyas Sundaram

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

This paper studies a dynamic real-time optimization in the context of model-based time-optimal operation of batch processes under parametric model mismatch. In order to tackle the model-mismatch issue, a receding-horizon policy is usually…

Systems and Control · Electrical Eng. & Systems 2019-07-10 Radoslav Paulen , Miroslav Fikar

We address the problem of safety verification for nonlinear stochastic systems, specifically the task of certifying that system trajectories remain within a safe set with high probability. To tackle this challenge, we adopt a set-erosion…

Systems and Control · Electrical Eng. & Systems 2025-03-06 Zishun Liu , Saber Jafarpour , Yongxin Chen

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…

Optimization and Control · Mathematics 2018-05-24 Bo Wahlberg , Lennart Ljung

This study utilized the Gaussian Processes (GPs) regression framework to establish stochastic error bounds between the actual and predicted state evolution of nonlinear systems. These systems are embedded in the linear parameter-varying…

Optimization and Control · Mathematics 2024-05-16 Dimitrios S. Karachalios , Hossam S. Abbas

As the complexity of control systems increases, the need for systematic methods to guarantee their efficacy grows as well. However, direct testing of these systems is oftentimes costly, difficult, or impractical. As a result, the test and…

Systems and Control · Electrical Eng. & Systems 2021-09-10 Prithvi Akella , Ugo Rosolia , Aaron D. Ames

Extracting dynamic models from data is of enormous importance in understanding the properties of unknown systems. In this work, we employ Lipschitz neural networks, a class of neural networks with a prescribed upper bound on their Lipschitz…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Shiqing Wei , Prashanth Krishnamurthy , Farshad Khorrami

This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…

Applications · Statistics 2025-01-15 Dimas Abreu Archanjo Dutra

A special aspect of parameter identification in finite-strain elasto-plasticity is considered. Namely, we analyze the impact of the measurement errors on the resulting set of material parameters. In order to define the sensitivity of…

Applications · Statistics 2021-03-15 A. V. Shutov , A. A. Kaygorodtseva

Available methods for identification of stochastic dynamical systems from input-output data generally impose restricting structural assumptions on either the noise structure in the data-generating system or the possible state probability…

Systems and Control · Electrical Eng. & Systems 2024-05-02 Gerben I. Beintema , Maarten Schoukens , Roland Tóth

The demand for faster protection algorithms is growing due to the increasingly faster dynamics in the system. The majority of existing algorithms require empirically selected set-points, which may reduce sensitivity to internal faults and…

Systems and Control · Electrical Eng. & Systems 2019-08-13 Nadezhda Davydova , Dmitry Shchetinin , Gabriela Hug

Consider the problem of interference mitigation in the identification of the dynamics of multidimensional control systems in the class of linear stationary models for single realizations of the observed signals. A concepts uncorrelated…

Dynamical Systems · Mathematics 2012-01-18 V. N. Tibabishev

We study the problem of searching for and tracking a collection of moving targets using a robot with a limited Field-Of-View (FOV) sensor. The actual number of targets present in the environment is not known a priori. We propose a search…

Robotics · Computer Science 2021-05-11 Yoonchang Sung , Pratap Tokekar

The selection of algorithms is a crucial step in designing AI services for real-world time series classification use cases. Traditional methods such as neural architecture search, automated machine learning, combined algorithm selection,…

Machine Learning · Computer Science 2024-10-02 Lars Böcking , Leopold Müller , Niklas Kühl

We consider the dynamic linear regression problem, where the predictor vector may vary with time. This problem can be modeled as a linear dynamical system, with non-constant observation operator, where the parameters that need to be learned…

Machine Learning · Computer Science 2022-10-13 Mark Kozdoba , Edward Moroshko , Shie Mannor , Koby Crammer

This paper addresses the problem of recursive set-membership identification for linear time varying (LTV) systems when both input and output measurements are affected by bounded additive noise. First we formulate the problem of online…

Optimization and Control · Mathematics 2021-07-06 Sophie M. Fosson , Diego Regruto , Talal Abdalla , Abdul Salam

We study the problem of learning a linear system model from the observations of $M$ clients. The catch: Each client is observing data from a different dynamical system. This work addresses the question of how multiple clients…

Machine Learning · Computer Science 2022-11-29 Han Wang , Leonardo F. Toso , James Anderson

Time-sensitive machine learning benefits from Sequential Probability Ratio Test (SPRT), which provides an optimal stopping time for early classification of time series. However, in finite horizon scenarios, where input lengths are finite,…

Machine Learning · Computer Science 2025-01-31 Akinori F. Ebihara , Taiki Miyagawa , Kazuyuki Sakurai , Hitoshi Imaoka

The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…

Machine Learning · Computer Science 2025-06-04 Jie Bian , Vincent Y. F. Tan