Related papers: Data-driven inference on optimal input-output prop…
This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…
Willems et al. showed that all input-output trajectories of a discrete-time linear time-invariant system can be obtained using linear combinations of time shifts of a single, persistently exciting, input-output trajectory of that system. In…
We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…
In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
The empirical success of machine learning models with many more parameters than measurements has generated an interest in the theory of overparameterisation, i.e., underdetermined models. This paradigm has recently been studied in domains…
The nonlinear model of the best-worst method frequently produces multiple optimal weight sets, which are conventionally determined through optimization software. While an analytical approach exists that provides both a closed-form…
In recent years, manifold methods have moved into focus as tools for dimension reduction. Assuming that the high-dimensional data actually lie on or close to a low-dimensional nonlinear manifold, these methods have shown convincing results…
In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the \emph{maximal admissible…
This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…
We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…
Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…
We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…
We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…
In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…
This paper introduces a computational framework to identify nonlinear input-output operators that fit a set of system trajectories while satisfying incremental integral quadratic constraints. The data fitting algorithm is thus regularized…
A common approach to controlling complex networks is to directly control a subset of input nodes, which then controls the remaining nodes via network interactions. While techniques have been proposed for selecting input nodes based on…
This paper investigates the linear output regulation problem with both the exosystem and the plant fully unknown. A data-driven regulator is proposed to achieve asymptotic regulation and closed-loop stability without performing model…
This paper proposes a computationally efficient framework, based on interval analysis, for rigorous verification of nonlinear continuous-time dynamical systems with neural network controllers. Given a neural network, we use an existing…
This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…