Related papers: Data-driven distributionally robust control of par…
This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…
This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…
This paper considers the stabilization of unknown switched linear systems using data. Instead of a full system model, we have access to a finite number of trajectories of each of the different modes prior to the online operation of the…
This paper studies distributed adaptive estimation over sensor networks with partially unknown source dynamics. We present parallel continuous-time and discrete-time designs in which each node runs a local adaptive observer and exchanges…
Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…
We address the problem of state estimation, attack isolation, and control of discrete-time linear time-invariant systems under (potentially unbounded) actuator and sensor false data injection attacks. Using a bank of unknown input…
This work highlights the duality between state estimation methods and model predictive control. A predictive controller, observed control, is presented that uses this duality to efficiently compute control actions with linear time-horizon…
We propose a moving horizon estimation scheme for estimating the states and time-varying parameters of nonlinear systems. We consider the case where observability of the parameters depends on the excitation of the system and may be absent…
We propose a partition-based state estimator for linear discrete-time systems composed by coupled subsystems affected by bounded disturbances. The architecture is distributed in the sense that each subsystem is equipped with a local state…
In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…
In this paper, we propose a suboptimal moving horizon estimator for nonlinear systems. For the stability analysis we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the context of moving…
In many practical settings control decisions must be made under partial/imperfect information about the evolution of a relevant state variable. Partially Observable Markov Decision Processes (POMDPs) is a relatively well-developed framework…
This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
Jointly optimal transmission power control and remote estimation over an infinite horizon is studied. A sensor observes a dynamic process and sends its observations to a remote estimator over a wireless fading channel characterized by a…