Related papers: Characterization and computation of H-infinity nor…
This paper is concerned with H2 control of discrete-time linear systems with dynamics determined by an independent and identically distributed (i.i.d.) process. A definition of H2 norm is first discussed for the class of systems. Then, a…
Eigenvalue assignment problem of a linear scalar system with a single discrete delay is analytically and exactly solved. The existence condition of the desired eigenvalue is established when the current and delay states are present in the…
Due to simplicity and strong stability guarantees, predictor feedback methods have stood as a popular approach for time delay systems since the 1950s. For time-varying delays, however, implementation requires computing a prediction horizon…
An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…
We are concerned with the computation of the ${\mathcal L}_\infty$-norm for an ${\mathcal L}_\infty$-function of the form $H(s) = C(s) D(s)^{-1} B(s)$, where the middle factor is the inverse of a meromorphic matrix-valued function, and…
In this paper, a synthesis method for distributed estimation is presented, which is suitable for dealing with large-scale interconnected linear systems with disturbance. The main feature of the proposed method is that local estimators only…
We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
We address in this paper the approximation problem of distributed delays. Such elements are convolution operators with kernel having bounded support, and appear in the control of time-delay systems. From the rich literature on this topic,…
We consider a class of operator-induced norms, acting as finite-dimensional surrogates to the L2 norm, and study their approximation properties over Hilbert subspaces of L2 . The class includes, as a special case, the usual empirical norm…
The Hankel-norm approximation is a model reduction method which provides the best approximation in the Hankel semi-norm. In this paper the computation of the optimal Hankel-norm approximation is generalized to the case of linear…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…
We consider nonlinear delay differential and renewal equations with infinite delay. We extend the work of Gyllenberg et al, Appl. Math. Comput. (2018) by introducing a unifying abstract framework, and derive a finite-dimensional…
Traditionally, the delay margin of a looped system is computed by considering both the controller and system representations that evolve in the same space (e.g. either continuous or discrete-time). However, as in practice the system is…
We present an efficient method for estimating the eigenvalues of a Hamiltonian $H$ from the expectation values of the evolution operator for various times. For a given quantum state $\rho$, our method outputs a list of eigenvalue estimates…
Non-Markovian dynamics is ubiquitous in both quantum and classical systems, but the numerical computation of the time-delay dynamics is demanding. In this work, we propose an efficient quantum algorithm for solving linear distributed delay…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…
We analyze performance of a class of time-delay first-order consensus networks from a graph topological perspective and present methods to improve it. The performance is measured by network's square of H-2 norm and it is shown that it is a…