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This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…

Systems and Control · Computer Science 2016-07-12 Omar Zakary , Mostafa Rachik

We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…

Optimization and Control · Mathematics 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen

Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…

Machine Learning · Statistics 2024-01-03 Aditya Modi , Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

In this paper, we develop and analyze an integral fixed-time sliding mode control method for a scenario in which the system model is only partially known, utilizing Gaussian processes. We present two theorems on fixed-time convergence. The…

Systems and Control · Electrical Eng. & Systems 2025-05-30 Chaimae El Mortajinea , Moussa Labbadib , Adnane Saoudc , Mostafa Bouzia

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

We consider the problem of learning a realization of a partially observed dynamical system with linear state transitions and bilinear observations. Under very mild assumptions on the process and measurement noises, we provide a finite time…

Machine Learning · Computer Science 2024-09-26 Yahya Sattar , Yassir Jedra , Sarah Dean

Nonlinear ordinary differential equations (ODEs) are powerful tools for modeling real-world dynamical systems. However, propagating initial state uncertainty through nonlinear dynamics, especially when the ODE is unknown and learned from…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Peter Amorese , Morteza Lahijanian

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai

Topology learning of networked dynamical systems is an important problem with implications to optimal control, decision-making over networks, cybersecurity and safety. The majority of prior work in consistent topology estimation relies on…

Optimization and Control · Mathematics 2024-10-15 Harish Doddi , Deepjyoti Deka , Murti Salapaka

A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and…

Machine Learning · Computer Science 2023-05-09 Farhad Farokhi , Alex S. Leong , Mohammad Zamani , Iman Shames

When neural networks are used to model dynamics, properties such as stability of the dynamics are generally not guaranteed. In contrast, there is a recent method for learning the dynamics of autonomous systems that guarantees global…

Machine Learning · Computer Science 2022-03-21 Kenji Kashima , Ryota Yoshiuchi , Yu Kawano

This paper focuses on analyzing the finite-time convergence of a nonlinear consensus algorithm for multi-agent networks with unknown inherent nonlinear dynamics. Due to the existence of the unknown inherent nonlinear dynamics, the stability…

Optimization and Control · Mathematics 2013-02-21 Yongcan Cao , Wei Ren

We consider the problem of learning a realization of a partially observed bilinear dynamical system (BLDS) from noisy input-output data. Given a single trajectory of input-output samples, we provide a finite time analysis for learning the…

Machine Learning · Computer Science 2025-10-23 Yahya Sattar , Yassir Jedra , Maryam Fazel , Sarah Dean

We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Alexander N. Jourjine

Extracting dynamic models from data is of enormous importance in understanding the properties of unknown systems. In this work, we employ Lipschitz neural networks, a class of neural networks with a prescribed upper bound on their Lipschitz…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Shiqing Wei , Prashanth Krishnamurthy , Farshad Khorrami

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

We address the tracking problem for a class of uncertain non-affine nonlinear systems with high relative degrees, performing non-repetitive tasks. We propose a rigorously proven, robust adaptive learning control scheme that relies on a…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Shuai Gao , Dong Shen , Abdelhamid Tayebi

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

We present a framework for learning of modeling uncertainties in Linear Time Invariant (LTI) systems. We propose a methodology to extend the dynamics of an LTI (without uncertainty) with an uncertainty model, based on measured data, to…

Systems and Control · Electrical Eng. & Systems 2023-11-01 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw