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This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…

Optimization and Control · Mathematics 2021-09-07 Nicolás Garcia , Christoph Kawan , Serdar Yüksel

We consider the problem of output feedback controller sparsification for systems with parametric uncertainties. We develop an optimization scheme that minimizes the performance deterioration caused by the sparsification process, while…

Optimization and Control · Mathematics 2018-05-16 Reza Arastoo , MirSaleh Bahavarnia

The problem of transmitting a parameter value over an additive white Gaussian noise (AWGN) channel is considered, where, in addition to the transmitter and the receiver, there is a helper that observes the noise non-causally and provides a…

Information Theory · Computer Science 2024-10-28 Anatoly Khina , Neri Merhav

This work presents a dual system-level parameterization (D-SLP) method for closed-loop system identification. The recent system-level synthesis framework parameterizes all stabilizing controllers via linear constraints on closed-loop…

Optimization and Control · Mathematics 2023-04-06 Amber Srivastava , Mingzhou Yin , Andrea Iannelli , Roy S. Smith

We investigate the problem of classification in the presence of unknown class-conditional label noise in which the labels observed by the learner have been corrupted with some unknown class dependent probability. In order to obtain finite…

Machine Learning · Statistics 2019-06-11 Henry W J Reeve , Ata Kaban

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

For a stationary additive Gaussian-noise channel with a rational noise power spectrum of a finite-order $L$, we derive two new results for the feedback capacity under an average channel input power constraint. First, we show that a very…

Information Theory · Computer Science 2007-07-13 Shaohua Yang , Aleksandar Kavcic , Sekhar Tatikonda

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

Machine Learning · Statistics 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

There are rising scenarios in communication systems, where the noises exhibit impulsive behavior and are not adequate to be modeled as the Gaussian distribution. The generalized Gaussian distribution instead is an effective model to…

Information Theory · Computer Science 2022-05-12 Jinzhe Pan , Wai Ho Mow

This note addresses the question of optimally estimating a linear functional of an object acquired through linear observations corrupted by random noise, where optimality pertains to a worst-case setting tied to a symmetric, convex, and…

Statistics Theory · Mathematics 2023-08-01 Simon Foucart , Grigoris Paouris

This article presents a novel class of control policies for networked control of Lyapunov-stable linear systems with bounded inputs. The control channel is assumed to have i.i.d. Bernoulli packet dropouts and the system is assumed to be…

Optimization and Control · Mathematics 2017-11-27 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

This work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jacob W. Knaup , Panagiotis Tsiotras

We consider the feedback capacity of a MIMO channel whose channel output is given by a linear state-space model driven by the channel inputs and a Gaussian process. The generality of our state-space model subsumes all previous studied…

Information Theory · Computer Science 2022-07-22 Oron Sabag , Victoria Kostina , Babak Hassibi

The focus of this paper is on linear system identification in the setting where it is known that the underlying partially-observed linear dynamical system lies within a finite collection of known candidate models. We first consider the…

Optimization and Control · Mathematics 2024-04-15 Haoyuan Sun , Ali Jadbabaie

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Robert Lefringhausen , Supitsana Srithasan , Armin Lederer , Sandra Hirche

The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…

Optimization and Control · Mathematics 2020-05-08 Shuhao Yan , Mark Cannon , Paul Goulart

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…

Optimization and Control · Mathematics 2021-02-11 Nicolas Garcia , Christoph Kawan , Serdar Yuksel