Related papers: Efficient Learning of a Linear Dynamical System wi…
Bilinear dynamical systems are ubiquitous in many different domains and they can also be used to approximate more general control-affine systems. This motivates the problem of learning bilinear systems from a single trajectory of the…
The engineering design process often relies on mathematical modeling that can describe the underlying dynamic behavior. In this work, we present a data-driven methodology for modeling the dynamics of nonlinear systems. To simplify this…
This paper presents a Koopman lifting linearization method that is applicable to nonlinear dynamical systems having both stable and unstable regions. It is known that DMD and other standard data-driven methods face a fundamental difficulty…
We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system…
This paper presents a robust, distributed algorithm to solve general linear programs. The algorithm design builds on the characterization of the solutions of the linear program as saddle points of a modified Lagrangian function. We show…
We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…
We consider the problem of finite-time identification of linear dynamical systems from $T$ samples of a single trajectory. Recent results have predominantly focused on the setup where either no structural assumption is made on the system…
The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…
This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned…
We consider the problem of learning a graph from a finite set of noisy graph signal observations, the goal of which is to find a smooth representation of the graph signal. Such a problem is motivated by the desire to infer relational…
In this paper, we propose an approach to learn stable dynamical systems evolving on Riemannian manifolds. The approach leverages a data-efficient procedure to learn a diffeomorphic transformation that maps simple stable dynamical systems…
This letter deals with the problem of state estimation for a class of systems involving linear dynamics with multiple quadratic output measurements. We propose a systematic approach to immerse the original system into a linear time-varying…
In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…
To analyze nonlinear dynamic systems, we developed a new technique based on the square matrix method. We propose this technique called the \convergence map" for generating particle stability diagrams similar to the frequency maps widely…
We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…
We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
This paper presents a robust fixed lag smoother for a class of nonlinear uncertain systems. A unified scheme, which combines a nonlinear robust estimator with a stable fixed lag smoother, is presented to improve the error covariance of the…
Recently, many reinforcement learning techniques were shown to have provable guarantees in the simple case of linear dynamics, especially in problems like linear quadratic regulators. However, in practice, many reinforcement learning…