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The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…
The problem of stationary robust L_infinity-induced deconvolution filtering for the uncertain continuous-time linear stochastic systems is addressed. The state space model of the system contains state- and input-dependent noise and…
In this work a constrained adaptive filtering strategy based on conjugate gradient (CG) and set-membership (SM) techniques is presented for adaptive beamforming. A constraint on the magnitude of the array output is imposed to derive an…
Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…
In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…
We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, and provide upper bounds on the recovery errors for…
Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…
This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a…
We address the problem of inferring descriptions of system behavior using Linear Temporal Logic (LTL) from a finite set of positive and negative examples. Most of the existing approaches for solving such a task rely on predefined templates…
This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…
This paper presents a convex optimization-based framework for synthesizing time-varying controlled invariant funnels and associated feedback control around a given nominal trajectory for nonlinear systems subject to bounded disturbances.…
We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…
Linear Mixed-Effects (LME) models are a fundamental tool for modeling correlated data, including cohort studies, longitudinal data analysis, and meta-analysis. Design and analysis of variable selection methods for LMEs is more difficult…
Primal-dual methods in online optimization give several of the state-of-the art results in both of the most common models: adversarial and stochastic/random order. Here we try to provide a more unified analysis of primal-dual algorithms to…
In recent studies \cite{ZZ24, FY24}, the Interior Penalty Virtual Element Method (IPVEM) has been developed for solving a fourth-order singular perturbation problem, with uniform convergence established in the lowest-order case concerning…
This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…
This paper studies the data-driven reconstruction of firing rate dynamics of brain activity described by linear-threshold network models. Identifying the system parameters directly leads to a large number of variables and a highly…
Adversarial training is well-known to produce high-quality neural network models that are empirically robust against adversarial perturbations. Nevertheless, once a model has been adversarially trained, one often desires a certification…
In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they…