Related papers: Improved rates for prediction and identification o…

Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…

This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…

In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

We provide an algorithm for the simultaneous system identification and model predictive control of nonlinear systems. The algorithm has finite-time near-optimality guarantees and asymptotically converges to the optimal (non-causal)…

Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

System identification in modern engineering systems faces emerging challenges from unanticipated adversarial attacks beyond existing detection mechanisms. In this work, we obtain a provably accurate estimate of the Markov parameter matrix…

We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with…

Low-order linear System IDentification (SysID) addresses the challenge of estimating the parameters of a linear dynamical system from finite samples of observations and control inputs with minimal state representation. Traditional…

The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evaluation problem in reinforcement learning. Prior…

Training neural networks on image datasets generally require extensive experimentation to find the optimal learning rate regime. Especially, for the cases of adversarial training or for training a newly synthesized model, one would not know…

In this paper we consider filtering and smoothing of partially observed chaotic dynamical systems that are discretely observed, with an additive Gaussian noise in the observation. These models are found in a wide variety of real…

Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting a sequence in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric…

Many real-world systems, such as moving planets, can be considered as multi-agent dynamic systems, where objects interact with each other and co-evolve along with the time. Such dynamics is usually difficult to capture, and understanding…

In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…

This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observation noise under the assumption of a convex control domain.…