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In the application of the Expectation Maximization algorithm to identification of dynamical systems, internal states are typically chosen as latent variables, for simplicity. In this work, we propose a different choice of latent variables,…

Computation · Statistics 2016-08-06 Jack Umenberger , Johan Wågberg , Ian R. Manchester , Thomas B. Schön

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…

Optimization and Control · Mathematics 2023-06-21 Yingying Li , Tianpeng Zhang , Subhro Das , Jeff Shamma , Na Li

Synchronization of coupled continuous-time linear systems is studied in a general setting. For identical neutrally-stable linear systems that are detectable from their outputs, it is shown that a linear output feedback law exists under…

Optimization and Control · Mathematics 2008-01-22 S. Emre Tuna

We investigate the stabilisation of nominally linear-affine switched systems with uncertain Lipschitz nonlinearities under dwell-time constraints, using a sampled-data switching law based on a state observer. We design the switching law…

Optimization and Control · Mathematics 2026-04-29 Rami Katz , Antonio Russo , Gian Paolo Incremona , Patrizio Colaneri , Giulia Giordano

We address the issue of how to identify the equations of a largely unknown chaotic system from knowledge about its state evolution. The technique can be applied to the estimation of parameters that drift slowly with time. To accomplish…

Disordered Systems and Neural Networks · Physics 2009-09-17 Francesco Sorrentino , Edward Ott

This paper discusses the stability analysis of linear parameter varying systems with a parameter-dependent delay where the parameters are assumed to be stochastic piecewise constants under spontaneous Poissonian jumps. Based on stochastic…

Systems and Control · Electrical Eng. & Systems 2021-02-10 Muhammad Zakwan

In this paper, an asymptotic stability proof for a class of methods for inexact nonlinear model predictive control is presented. General Q-linearly convergent online optimization methods are considered and an asymptotic stability result is…

Optimization and Control · Mathematics 2021-12-01 Andrea Zanelli , Quoc Tran Dinh , Moritz Diehl

A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Machine Learning · Statistics 2015-07-03 Diego Romeres , Gianluigi Pillonetto , Alessandro Chiuso

In [1] it is shown that recurrent neural networks (RNNs) can learn - in a metric entropy optimal manner - discrete time, linear time-invariant (LTI) systems. This is effected by comparing the number of bits needed to encode the…

Dynamical Systems · Mathematics 2022-11-29 Clemens Hutter , Thomas Allard , Helmut Bölcskei

Linear time-invariant (LTI) systems appear frequently in natural sciences and engineering contexts. Many LTI systems are described by ordinary differential equations (ODEs). For example, biological gene regulation, analog filter circuits,…

Systems and Control · Electrical Eng. & Systems 2019-12-18 Parker S. Ruth , Herbert M. Sauro

This paper investigates the finite time stabilization problem for a class of nonlinear systems with unknown control directions and unstructured uncertainties. The unstructured uncertainties indicate that not only the parameters but also the…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Shiqi Zheng , Shihao Wang , Xiang Chen , Yuanlong Xie

This paper deals with the robust stability analysis of linear systems, subject to time-varying parameters. The Parameter Dependent Lyapunov Function are considered, assuming that the temporal derivative of the parameters are bounded. Some…

Optimization and Control · Mathematics 2025-06-16 L. A. Mozelli , R. L. S. Adriano

Most data-driven analysis and control methods rely on centralized access to system measurements. In contrast, we consider a setting in which the measurements are distributed across multiple agents and raw data are not shared. Each agent has…

Optimization and Control · Mathematics 2026-03-12 Surya Malladi , Nima Monshizadeh

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

We revisit the classical problem of absolute stability; assessing the robust stability of a given linear time-invariant (LTI) plant in feedback with a nonlinearity belonging to some given function class. Standard results typically take the…

Optimization and Control · Mathematics 2022-09-15 Bryan Van Scoy , Laurent Lessard

In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

Optimization and Control · Mathematics 2023-10-23 Aayushman Sharma , Suman Chakravorty

This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…

Optimization and Control · Mathematics 2022-07-26 Weihai Zhang , Liqiang Yao

We investigate the stability conditions for remote state estimation of multiple linear time-invariant (LTI) systems over multiple wireless time-varying communication channels. We answer the following open problem: what is the fundamental…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Wanchun Liu , Daniel E. Quevedo , Karl H. Johansson , Branka Vucetic , Yonghui Li

This paper introduces a novel approach to evaluating the asymptotic stability of equilibrium points in both continuous-time (CT) and discrete-time (DT) nonlinear autonomous systems. By utilizing indirect Lyapunov methods and linearizing…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Sadredin Hokmi , Mohammad Khajenejad
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