Related papers: Port-Hamiltonian System Identification from Noisy …
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…
Most existing works on optimal filtering of linear time-invariant (LTI) stochastic systems with arbitrary unknown inputs assume perfect knowledge of the covariances of the noises in the filter design. This is impractical and raises the…
Linear, time-varying (LTV) systems composed of time shifts, frequency shifts, and complex amplitude scalings are operators that act on continuous finite-energy waveforms. This paper presents a novel, resource-efficient method for…
This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under…
Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model…
In industrial imaging, accurately detecting and distinguishing surface defects from noise is critical and challenging, particularly in complex environments with noisy data. This paper presents a hybrid framework that integrates both…
In quantum information processing, knowledge of the noise in the system is crucial for high-precision manipulation and tomography of coherent quantum operations. Existing strategies for identifying this noise require the use of additional…
In this paper, we develop a system identification algorithm to identify a model for unknown linear quantum systems driven by time-varying coherent states, based on empirical single-shot continuous homodyne measurement data of the system's…
We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
Parameter-efficient transfer learning (PETL) methods adapt large artificial neural networks to downstream tasks without fine-tuning the entire model. However, existing additive methods, such as adapters, sometimes struggle to capture…
This paper presents a system identification framework -- inspired by multi-task learning -- to estimate the dynamics of a given number of linear time-invariant (LTI) systems jointly by leveraging structural similarities across the systems.…
Distributed Port-Hamiltonian (dPHS) theory provides a powerful framework for modeling physical systems governed by partial differential equations and has enabled a broad class of boundary control methodologies. Their effectiveness, however,…
The Hopf oscillator has been shown to capture many phenomena of the auditory and vestibular systems. These systems exhibit remarkable temporal resolution and sensitivity to weak signals, as they are able to detect sounds that induce motion…
Despite rapid progress in live-imaging techniques, many complex biophysical and biochemical systems remain only partially observable, thus posing the challenge to identify valid theoretical models and estimate their parameters from an…
Given the recent surge of interest in data-driven control, this paper proposes a two-step method to study robust data-driven control for a parameter-unknown linear time-invariant (LTI) system that is affected by energy-bounded noises.…
The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…
In this short paper, we aim at developing algorithms for sparse Volterra system identification when the system to be identified has infinite impulse response. Assuming that the impulse response is represented as a sum of exponentials and…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…
In identification of dynamical systems, the prediction error method using a quadratic cost function provides asymptotically efficient estimates under Gaussian noise and additional mild assumptions, but in general it requires solving a…