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Models that contain intersample behavior are important for control design of systems with slow-rate outputs. The aim of this paper is to develop a system identification technique for fast-rate models of systems where only slow-rate output…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Max van Haren , Roy S. Smith , Tom Oomen

The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce…

Machine Learning · Computer Science 2011-12-21 Arash Afkanpour , Csaba Szepesvari , Michael Bowling

This technical report considers worst-case robustness analysis of a network of locally controlled uncertain systems with uncertain parameter vectors belonging to the ellipsoid sets found by identification procedures. In order to deal with…

Systems and Control · Computer Science 2018-07-02 Anton Korniienko , Xavier Bombois , Hakan Hjalmarsson , Gérard Scorletti

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…

Econometrics · Economics 2023-10-10 Joan Alegre , Juan Carlos Escanciano

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

Although the kernel robust mixed-norm (KRMN) algorithm outperforms the kernel least mean square (KLMS) algorithm in impulsive noise, it still has two major problems as follows: (1) The choice of the mixing parameter in the KRMN is crucial…

Systems and Control · Computer Science 2018-02-12 Lu Lu , Haiquan Zhao , Badong Chen

In this paper, we discuss the problem of system identification when frequency domain side information is available on the system. Initially, we consider the case where the prior knowledge is provided as being the $\Hcal_{\infty}$-norm of…

Optimization and Control · Mathematics 2022-11-08 Mohammad Khosravi , Roy S. Smith

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

Statistics Theory · Mathematics 2009-09-29 Andreas Christmann , Ingo Steinwart

Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Sampath Kumar Mulagaleti , Alberto Bemporad

Physics-informed neural networks have emerged as a powerful tool in the scientific machine learning community, with applications to both forward and inverse problems. While they have shown considerable empirical success, significant…

Optimization and Control · Mathematics 2025-12-11 Federica Caforio , Martin Holler , Matthias Höfler

In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…

Optimization and Control · Mathematics 2016-10-18 André Chassein , Marc Goerigk

In this paper, we consider the problem of system identification when side-information is available on the steady-state (or DC) gain of the system. We formulate a general nonparametric identification method as an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Mohammad Khosravi , Roy S. Smith

We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…

Machine Learning · Computer Science 2024-10-10 Dimitris Bertsimas , Yu Ma

Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is…

Statistics Theory · Mathematics 2015-10-13 Andreas Christmann , Ding-Xuan Zhou

Errors occurring on noisy hardware pose a key challenge to reliable quantum computing. Existing techniques such as error correction, mitigation, or suppression typically separate the error handling from the algorithm analysis and design. In…

Quantum Physics · Physics 2026-01-21 Julian Berberich , Tobias Fellner , Robert L. Kosut , Christian Holm

Driven by the recent surge in neural-inspired modeling, point processes have gained significant traction in systems and control. While the Hawkes process is the standard model for characterizing random event sequences with memory,…

Methodology · Statistics 2026-02-25 Xinhui Rong , Girish N. Nair

In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods. One common input behavior assumption is that the spectrum of the input is…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Rodrigo A. González , Cristian R. Rojas , Håkan Hjalmarsson

Recent developments in system identification have brought attention to regularized kernel-based methods, where, adopting the recently introduced stable spline kernel, prior information on the unknown process is enforced. This reduces the…

Systems and Control · Computer Science 2016-05-20 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

Randomized benchmarking (RB) protocols are standard tools for characterizing quantum devices. Prior analyses of RB protocols have not provided a complete method for analyzing realistic data, resulting in a variety of ad-hoc methods. The…

Quantum Physics · Physics 2018-02-02 Ian Hincks , Joel J. Wallman , Chris Ferrie , Chris Granade , David G. Cory