Related papers: Linear Parameter-Varying Subspace Identification: …

Recently there is a line of research work proposing to employ Spectral Clustering (SC) to segment (group){Throughout the paper, we use segmentation, clustering, and grouping, and their verb forms, interchangeably.} high-dimensional…

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model…

It is shown that a large class of communication systems which admit a sum-product algorithm (SPA) based receiver also admit a corresponding linear-programming (LP) based receiver. The two receivers have a relationship defined by the local…

We present a data-driven method to synthesize robust control invariant (RCI) sets for linear parameter-varying (LPV) systems subject to unknown but bounded disturbances. A finite-length data set consisting of state, input, and scheduling…

We introduce the Locally Linear Latent Variable Model (LL-LVM), a probabilistic model for non-linear manifold discovery that describes a joint distribution over observations, their manifold coordinates and locally linear maps conditioned on…

A novel uncertainty-based pressure reconstruction method is proposed to evaluate the instantaneous pressure fields from velocity fields measured using particle image velocimetry (PIV) or particle tracking velocimetry (PTV). First, the…

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

In the first part of this thesis, we present our efforts on experimental validation of the predictive performance of mechanics-based mathematical models on a physical one-legged hopping robot platform. We extend upon a recently proposed…

Subspace identification methods (SIMs) have proven to be very useful and numerically robust for building state-space models. While most SIMs are consistent, few if any can achieve the efficiency of the maximum likelihood estimate (MLE).…

Sequential modelling of high-dimensional data is an important problem that appears in many domains including model-based reinforcement learning and dynamics identification for control. Latent variable models applied to sequential data…

Discrete-time linear time-varying (LTV) systems form a powerful class of models to approximate complex dynamical systems with nonlinear dynamics for the purpose of analysis, design and control. Motivated by inference of spatio-temporal…

We propose a novel integrated formulation for multiclass and multilabel support vector machines (SVMs). A number of approaches have been proposed to extend the original binary SVM to an all-in-one multiclass SVM. However, its direct…

Structured state-space models (SSMs) have recently emerged as a powerful architecture at the intersection of machine learning and control, featuring layers composed of discrete-time linear time-invariant (LTI) systems followed by pointwise…

A novel procedure for the online identification of a class of discrete-time switched linear systems, which simultaneously estimates the parameters and switching manifolds of the systems, is proposed in this paper. Firstly, to estimate the…

We develop a data-driven model discovery and system identification technique for spatially-dependent boundary value problems (BVPs). Specifically, we leverage the sparse identification of nonlinear dynamics (SINDy) algorithm and group…

We propose a new system identification method, called Sign-Perturbed Sums (SPS), for constructing non-asymptotic confidence regions under mild statistical assumptions. SPS is introduced for linear regression models, including but not…

In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…

This article introduces a novel methodology that integrates singular value decomposition (SVD) with a shallow linear neural network for forecasting high resolution fluid mechanics data. The method, termed LC-SVD-DLinear, combines a low-cost…

Identification of time-varying linear systems, which introduce both time-shifts (delays) and frequency-shifts (Doppler-shifts), is a central task in many engineering applications. This paper studies the problem of identification of…

The Koopman framework proposes a linear representation of finite-dimensional nonlinear systems through a generally infinite-dimensional globally linear embedding. Originally, the Koopman formalism has been derived for autonomous systems. In…