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We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Real physical systems are dissipative -- a pendulum slows, a circuit loses charge to heat -- and forecasting their dynamics from partial observations is a central challenge in scientific machine learning. We address the \emph{position-only}…

Machine Learning · Computer Science 2026-02-23 Shubham Bhardwaj , Chandrajit Bajaj

This paper studies coefficient-level, structure-preserving output-feedback stabilization of linear port-Hamiltonian (pH) descriptor systems. Existing stabilization conditions generally require explicit pH representations, which may be…

Optimization and Control · Mathematics 2026-05-15 Shuo Shi , Juan Zhang

We study the problem of finding solutions to the stable matching problem that are robust to errors in the input and we obtain a polynomial time algorithm for a special class of errors. In the process, we also initiate work on a new…

Data Structures and Algorithms · Computer Science 2018-12-17 Tung Mai , Vijay V. Vazirani

We present a new method for the identification of linear time-invariant passive systems from noisy frequency response data. In particular, we propose to fit a parametrized port-Hamiltonian (pH) system, which is automatically passive, to…

Systems and Control · Electrical Eng. & Systems 2021-06-23 Paul Schwerdtner

Feedback controllers for port-Hamiltonian systems reveal an intrinsic inverse optimality property since each passivating state feedback controller is optimal with respect to some specific performance index. Due to the nonlinear…

Optimization and Control · Mathematics 2020-07-20 Lukas Kölsch , Pol Jané Soneira , Felix Strehle , Sören Hohmann

In this paper we propose a solution to the problem of moment matching with preservation of the port Hamiltonian structure, in the framework of time-domain moment matching. We characterize several families of parameterized port Hamiltonian…

Dynamical Systems · Mathematics 2024-05-06 Tudor C. Ionescu , Alessandro Astolfi

In this paper, we are concerned with the stabilization of linear port-Hamiltonian systems of arbitrary order $N \in \mathbb{N}$ on a bounded $1$-dimensional spatial domain $(a,b)$. In order to achieve stabilization, we couple the system to…

Optimization and Control · Mathematics 2018-09-12 Jochen Schmid , Hans Zwart

General asymptotic approach to the stability problem of multi-parameter solitons in Hamiltonian systems $i\partial E_n/\partial z=\delta H/\delta E_n^*$ has been developed. It has been shown that asymptotic study of the soliton stability…

patt-sol · Physics 2007-05-23 Dmitry V. Skryabin

Stochastic port-Hamiltonian systems represent open dynamical systems with dissipation, inputs, and stochastic forcing in an energy based form. We introduce stochastic port-Hamiltonian neural networks, SPH-NNs, which parameterize the…

Machine Learning · Computer Science 2026-03-12 Luca Di Persio , Matthias Ehrhardt , Youness Outaleb

We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…

Optimization and Control · Mathematics 2022-02-16 Timm Faulwasser , Bernhard Maschke , Friedrich Philipp , Manuel Schaller , Karl Worthmann

In many practical applications, signals and environments are time- varying, which makes fixed filters unreliable. Adaptive filtering, on the other hand, updates in real time to suppress noise, track nonstationary signals, and identify…

General Mathematics · Mathematics 2026-03-12 Keshav Raj Acharya , Pitambar Acharya

Learning stable dynamics from observed time-series data is an essential problem in robotics, physical modeling, and systems biology. Many of these dynamics are represented as an inputs-output system to communicate with the external…

Dynamical Systems · Mathematics 2023-01-18 Yuji Okamoto , Ryosuke Kojima

A framework for identifying nonlinear port-Hamiltonian systems using input-state-output data is introduced. The framework utilizes neural networks' universal approximation capacity to effectively represent complex dynamics in a structured…

Systems and Control · Electrical Eng. & Systems 2025-02-18 Karim Cherifi , Achraf El Messaoudi , Hannes Gernandt , Marco Roschkowski

We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e.…

Optimization and Control · Mathematics 2021-04-13 Manuel Schaller , Friedrich Philipp , Timm Faulwasser , Karl Worthmann , Bernhard Maschke

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

The structure preserving stabilization of (possibly non-regular) linear port-Hamiltonian descriptor (pHDAE) systems by output feedback is discussed. For general descriptor systems the characterization when there exist output feedbacks that…

Optimization and Control · Mathematics 2024-10-29 Delin Chu , Volker Mehrmann

We present a gradient-based calibration algorithm to identify a port-Hamiltonian system from given time-domain input-output data. The gradient is computed with the help of sensitivities and the algorithm is tailored such that the structure…

Numerical Analysis · Mathematics 2023-01-06 Michael Günther , Birgit Jacob , Claudia Totzeck

The modeling framework of port-Hamiltonian descriptor systems and their use in numerical simulation and control are discussed. The structure is ideal for automated network-based modeling since it is invariant under power-conserving…

Dynamical Systems · Mathematics 2022-01-19 Volker Mehrmann , Benjamin Unger

We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…

Systems and Control · Computer Science 2020-04-09 Tuhin Sarkar , Alexander Rakhlin , Munther A. Dahleh