Related papers: On a Continuous-Time Version of Willems' Lemma
The joint state of a continuously monitored quantum system and the classical filtered measurement record has recently been shown to be described by a quantum Fokker-Planck master equation [Phys. Rev. Lett. 129, 050401 (2022)]. We present a…
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…
This paper presents a novel method for introducing time into discrete and continuous spatial representations used in mobile robotics, by modelling long-term, pseudo-periodic variations caused by human activities. Unlike previous approaches,…
The paper deals with the problem of designing informative input trajectories for data-driven simulation. First, the excitation requirements in the case of noise-free data are discussed and new weaker conditions, which assume the simulated…
Respecting the laws of thermodynamics is crucial for ensuring that numerical simulations of dynamical systems deliver physically relevant results. In this paper, we construct a structure-preserving and thermodynamically consistent finite…
This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…
A variational principle enabling one to compute individual Floquet states of a periodically time-dependent quantum system is formulated, and successfully tested against the benchmark system provided by the analytically solvable model of a…
We consider here systems with piecewise linear dynamics that are periodically sampled with a given period {\tau} . At each sampling time, the mode of the system, i.e., the parameters of the linear dynamics, can be switched, according to a…
The increasing decentralization of power systems driven by a large number of renewable energy sources poses challenges in power flow optimization. Partially unknown power line properties can render model-based approaches unsuitable. With…
Due to their relevance in controller design, we consider the problem of determining the $\mathcal{L}^2$-gain, passivity properties and conic relations of an input-output system. While, in practice, the input-output relation is often…
A general input-output modelling technique for aperiodic-sampling linear systems has been developed. The procedure describes the dynamics of the system and includes the sequence of sampling periods among the variables to be handled. Some…
We propose a simple method to estimate the parameters of a continuously measured quantum system, by fitting correlation functions of the measured signal. We demonstrate the approach in simulation, both on toy examples and on a recent…
In this work, we propose a novel probabilistic sequence model that excels at capturing high variability in time series data, both across sequences and within an individual sequence. Our method uses temporal latent variables to capture…
Topological data analysis is an emerging area in exploratory data analysis and data mining. Its main tool, persistent homology, has become a popular technique to study the structure of complex, high-dimensional data. In this paper, we…
The purpose of this paper is to propose a novel perspective, based on Willems' "behavior theory", on the design of an unknown-input observer for a given linear time-invariant discrete-time state-space model, with unknown disturbances…
Our recent work lays out a general framework for inferring information about the parameters and associated dynamics of a differential equation model from a discrete set of data points collected from the system being modeled. Rigorous…
We set up the theory for a distributed algorithm for computing persistent homology. For this purpose we develop linear algebra of persistence modules. We present bases of persistence modules, and give motivation as for the advantages of…
In this paper we elaborate on the structure of the continuous-time histories description of quantum theory, which stems from the consistent histories scheme. In particular, we examine the construction of history Hilbert space, the…
We consider the problem of learning a classifier from observed functional data. Here, each data-point takes the form of a single time-series and contains numerous features. Assuming that each such series comes with a binary label, the…
In this article we numerically revisit the long-time solution behavior of the Camassa-Holm equation. The finite difference solution of this integrable equation is sought subject to the newly derived initial condition with Delta-function…