Related papers: A Discrete-Time Matching Filtering Differentiator
The precise motion control of a multi-degree of freedom~(DOF) robot manipulator is always challenging due to its nonlinear dynamics, disturbances, and uncertainties. Because most manipulators are controlled by digital signals, a novel…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear function of the state and the data involve additive noise.…
Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…
We introduce a real-time identification method for discrete-time state-dependent switching systems in both the input--output and state-space domains. In particular, we design a system of adaptive algorithms running in two timescales; a…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a class of discretization…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…
We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories…
Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that…
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
We present the first review of methods to overapproximate the set of reachable states of linear time-invariant systems subject to uncertain initial states and input signals for short time horizons. These methods are fundamental to…
Recently, Differentiable Ray Tracing has been successfully applied in the field of wireless communications for learning radio materials or optimizing the transmitter orientation. However, in the frame of gradient based optimization,…
In this paper, a high-order nonlinear continuous integral-derivative observer is presented based on finite-time stability and singular perturbation technique. The proposed integral-derivative observer can not only obtain the multiple…
First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…
An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum mechanics problems so that any property of the continuum that is proved using vector calculus can be proven in an analogous way…
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…