Related papers: Linear Parameter-Varying Subspace Identification: …

This paper proposes an identification algorithm for Single Input Single Output (SISO) Linear Time-Invariant (LTI) systems. In the noise-free setting, where the first $T$ Markov parameters can be precisely estimated, all Markov parameters…

This paper presents a unified framework to tackle estimation problems in Digital Signal Processing (DSP) using Support Vector Machines (SVMs). The use of SVMs in estimation problems has been traditionally limited to its mere use as a…

The latent position model (LPM) is a popular method used in network data analysis where nodes are assumed to be positioned in a $p$-dimensional latent space. The latent shrinkage position model (LSPM) is an extension of the LPM which…

In this work, we provide deterministic error bounds for the actual state evolution of nonlinear systems embedded with the linear parametric variable (LPV) formulation and steered by model predictive control (MPC). The main novelty concerns…

We establish a connection between trend filtering and system identification which results in a family of new identification methods for linear, time-varying (LTV) dynamical models based on convex optimization. We demonstrate how the design…

Linear, time-varying (LTV) systems composed of time shifts, frequency shifts, and complex amplitude scalings are operators that act on continuous finite-energy waveforms. This paper presents a novel, resource-efficient method for…

Harnessing parallelism in seemingly sequential models is a central challenge for modern machine learning. Several approaches have been proposed for evaluating sequential processes in parallel using iterative fixed-point methods, like…

This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

Path planning in an uncertain environment is a key enabler of true vehicle autonomy. Over the past two decades, numerous approaches have been developed to account for errors in the vehicle path while navigating complex and often uncertain…

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…

Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…

In this paper, we propose a model reduction technique for linear parameter varying (LPV) systems based on available tools for fixed-structure controller synthesis. We start by transforming a model reduction problem into an equivalent…

Historically, analysis for multiscale PDEs is largely unified while numerical schemes tend to be equation-specific. In this paper, we propose a unified framework for computing multiscale problems through random sampling. This is achieved by…

In this paper, we present a data-driven representation for linear parameter-varying (LPV) systems, which can be used for direct data-driven analysis and control of such systems. Specifically, we use the behavioral approach to develop a…

Subspace identification methods (SIMs) are known for their simple parameterization for MIMO systems and robust numerical properties. However, a comprehensive statistical analysis of SIMs remains an open problem. Following a three-step…

We show how perceptual embeddings of the visual system can be constructed at inference-time with no training data or deep neural network features. Our perceptual embeddings are solutions to a weighted least squares (WLS) problem, defined at…

LP-type problems such as the Minimum Enclosing Ball (MEB), Linear Support Vector Machine (SVM), Linear Programming (LP), and Semidefinite Programming (SDP) are fundamental combinatorial optimization problems, with many important…

The subspace identification method (SIM) has become a widely adopted approach for the identification of discrete-time linear time-invariant (LTI) systems. In this paper, we derive finite sample high-probability error bounds for the system…

In this paper the problem of continuous-time subspace identification for Linear Time Invariant (LTI) systems is considered and a method which directly identifies a continuous-time state-space form is proposed. First, Hermite basis functions…

Here we use polynomial chaos framework to design controllers for linear parameter varying (LPV) dynamical systems. We assume the scheduling variable to be random and use polynomial chaos approach to synthesize the controller for the…