Related papers: Linear Time-Periodic System Identification with Gr…
This paper presents a novel approach for the identification of linear time-periodic (LTP) systems in continuous time. This method is based on harmonic modeling and consists in converting any LTP system into an equivalent LTI system with…
This paper proposes a new methodology for subspace identification of linear time-periodic (LTP) systems with periodic inputs. This method overcomes the issues related to the computation of frequency response of LTP systems by utilizing the…
Linear time-periodic (LTP) dynamical systems frequently appear in the modeling of phenomena related to fluid dynamics, electronic circuits, and structural mechanics via linearization centered around known periodic orbits of nonlinear…
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.…
In many computational tasks and dynamical systems, asynchrony and randomization are naturally present and have been considered as ways to increase the speed and reduce the cost of computation while compromising the accuracy and convergence…
In this paper, we propose a very efficient numerical method based on the L-BFGS-B algorithm for identifying linear and nonlinear discrete-time state-space models, possibly under $\ell_1$ and group-Lasso regularization for reducing model…
This paper considers the problem of linear time-invariant (LTI) system identification using input/output data. Recent work has provided non-asymptotic results on partially observed LTI system identification using a single trajectory but is…
We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with…
This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…
We consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identifying the system parameters under general heavy-tailed noise…
In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…
Linear time-translation-invariant (LTI) models offer simple, yet powerful, abstractions of complex classical dynamical systems. Quantum versions of such models have so far relied on assumptions of Markovianity or an internal state-space…
In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…
In this note, a novel methodology that can extract a number of analysis results for linear time-invariant systems (LTI) given only a single trajectory of the considered system is proposed. The superiority of the proposed technique relies on…
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…
In this article, a novel fast randomized subspace system identification method for estimating combined deterministic-stochastic LTI state-space models, is proposed. The algorithm is especially well-suited to identify high-order and…
We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…
We study the problem of stabilizing an unknown partially observable linear time-invariant (LTI) system. For fully observable systems, leveraging an unstable/stable subspace decomposition approach, state-of-art sample complexity is…
Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…
Inspired by ideas taken from the machine learning literature, new regularization techniques have been recently introduced in linear system identification. In particular, all the adopted estimators solve a regularized least squares problem,…