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In this paper, we present Lyapunov-based robust and adaptive controllers for the finite time stabilization of a perturbed chain of integrators with bounded uncertainties. The proposed controllers can be designed for integrator chains of any…

Optimization and Control · Mathematics 2013-05-31 Mohamed Harmouche , Salah Laghrouche , Yacine Chitour

We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…

Optimization and Control · Mathematics 2019-12-17 Jorge I. Poveda , Miroslav Krstic

Algorithms having uniform convergence with respect to their initial condition (i.e., with fixed-time stability) are receiving increasing attention for solving control and observer design problems under time constraints. However, we still…

Optimization and Control · Mathematics 2020-01-22 Rodrigo Aldana-López , David Gómez-Gutiérrez , Marco Tulio Angulo , Michael Defoort

This paper discusses stability and robustness properties of a recently proposed observer algorithm for linear time varying systems. The observer is based on the approximation and subsequent modification of the non-negative Lyapunov…

Optimization and Control · Mathematics 2018-09-19 Markus Tranninger , Sergiy Zhuk , Martin Steinberger , Leonid Fridman , Martin Horn

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

Gradient-based methods for optimisation of objectives in stochastic settings with unknown or intractable dynamics require estimators of derivatives. We derive an objective that, under automatic differentiation, produces low-variance…

Machine Learning · Computer Science 2019-09-25 Gregory Farquhar , Shimon Whiteson , Jakob Foerster

In this paper, we present Lyapunov-based {\color{black}time varying} controllers for {\color{black}fast} stabilization of a perturbed chain of integrators with bounded uncertainties. We refer to such controllers as {\color{black}time…

Optimization and Control · Mathematics 2020-02-26 Salah Laghrouche , Mohamed Harmouche , Yacine Chitour , Hussein Obeid , Leonid Fridman

Linear TD($\lambda$) is one of the most fundamental reinforcement learning algorithms for policy evaluation. Previously, convergence rates are typically established under the assumption of linearly independent features, which does not hold…

Machine Learning · Computer Science 2025-10-15 Zixuan Xie , Xinyu Liu , Rohan Chandra , Shangtong Zhang

The identification of the right order of the equation in applied fractional modeling plays an important role. In this paper we consider an inverse problem for determining the order of time fractional derivative in a subdiffusion equation…

Analysis of PDEs · Mathematics 2020-12-29 Ravshan Ashurov , Sabir Umarov

This paper introduces a second-order differential inclusion for unconstrained convex optimization. In continuous level, solution existence in proper sense is obtained and exponential decay of a novel Lyapunov function along with the…

Optimization and Control · Mathematics 2022-03-01 Hao Luo

Optimization algorithms have a rich and fundamental relationship with ordinary differential equations given by its continuous-time limit. When the cost function varies with time -- typically in response to a dynamically changing environment…

Optimization and Control · Mathematics 2024-03-29 Matteo Marchi , Jonathan Bunton , João Pedro Silvestre , Paulo Tabuada

This paper proposes a differentiator for sampled signals with bounded noise and bounded second derivative. It is based on a linear program derived from the available sample information and requires no further tuning beyond the noise and…

Optimization and Control · Mathematics 2021-06-11 Hernan Haimovich , Richard Seeber , Rodrigo Aldana-López , David Gómez-Gutiérrez

Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…

Methodology · Statistics 2022-01-03 Kin Wai Chan

We study distributed differentiation, where agents in a networked system estimate the average of local time-varying signals and their derivatives under mild assumptions on the agents' signals and their first and second derivatives. Existing…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Rodrigo Aldana-López , Irene Perez Salesa , David Gomez Gutierrez , Rosario Aragues , Carlos Sagues

This technical note studies Lyapunov-like conditions to ensure a class of dynamical systems to exhibit predefined-time stability. The origin of a dynamical system is predefined-time stable if it is fixed-time stable and an upper bound of…

The question of defining unique, generally applicable constrained second, and higher-order, derivatives is investigated. It is shown that second-order constrained derivatives obtained via two successive constrained differentiations provide…

Mathematical Physics · Physics 2012-08-14 Tamas Gal

Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…

Optimization and Control · Mathematics 2021-12-13 Chris van der Ploeg , Emilia Silvas , Nathan van de Wouw , Peyman Mohajerin Esfahani

This paper deals with the convergence time analysis of a class of fixed-time stable systems with the aim to provide a new non-conservative upper bound for its settling time. Our contribution is fourfold. First, we revisit the well-known…

Optimization and Control · Mathematics 2019-07-23 R. Aldana-López , D. Gómez-Gutiérrez , E. Jiménez-Rodríguez , J. D. Sánchez-Torres , M. Defoort

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

Predefined-time stability enables convergence within a user-specified time independent of initial conditions. Existing results are predominantly based on autonomous Lyapunov inequalities, where the predefined-time is realized through…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Özhan Bingöl