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We consider the dynamic linear regression problem, where the predictor vector may vary with time. This problem can be modeled as a linear dynamical system, with non-constant observation operator, where the parameters that need to be learned…

Machine Learning · Computer Science 2022-10-13 Mark Kozdoba , Edward Moroshko , Shie Mannor , Koby Crammer

We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system. Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model…

Statistics Theory · Mathematics 2022-01-03 Ali Jadbabaie , Horia Mania , Devavrat Shah , Suvrit Sra

This paper addresses the problem of optimal robust stabilization of a discrete-time minimum-phase plant in the framework of robust control theory in the $\ell_1$ setup and under poor a priori information. Coefficients of the transfer…

Optimization and Control · Mathematics 2024-04-12 Victor F. Sokolov

In this research we consider linear time-invariant plants and assume that the regressor finite excitation requirement is met. In such case, a new law to adjust the controller parameters, which ensures the exponential stability of the…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Anton Glushchenko , Kostantin Lastochkin , Vladislav Petrov

A novel adaptive control approach is proposed to solve the globally asymptotic state stabilization problem for uncertain pure-feedback nonlinear systems which can be transformed into the pseudo-affine form. The pseudo-affine pure-feedback…

Systems and Control · Computer Science 2016-09-29 Mingzhe Hou , Zongquan Deng , Guangren Duan

The conceptually new approach based on the logarithmic norm to design of robust adaptive state-feedback controller for linear time-varying (LTV) systems under system's modeling uncertainty and nonlinear external disturbance is proposed.…

Optimization and Control · Mathematics 2020-12-18 Robert Vrabel

In this report, we propose a new adaptive time filter algorithm for the unsteady Stokes/Darcy model. First we present a first order ${\theta}$-scheme with the variable time step which is one parameter family of Linear Multi-step methods and…

Numerical Analysis · Mathematics 2022-08-29 Yi Qin , Yang Wang , Yi Li , Jian Li

It is nontrivial to achieve global zero-error regulation for uncertain nonlinear systems. The underlying problem becomes even more challenging if mismatched uncertainties and unknown time-varying control gain are involved, yet certain…

Systems and Control · Electrical Eng. & Systems 2022-02-15 Hefu Ye , Yongduan Song

Unknown inputs related to, e.g., sensor aging, modeling errors, or device bias, represent a major concern in wireless sensor networks, as they degrade the state estimation performance. To improve the performance, unknown-input observers…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Yuzhou Wei , Giorgia Disarò , Wenjie Liu , Jian Sun , Maria Elena Valcher , Gang Wang

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…

Machine Learning · Computer Science 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

In this paper, we study the leader-following consensus problem of multiple Euler-Lagrange systems subject to an uncertain leader system. We first establish an adaptive distributed observer for a neutrally stable linear leader system whose…

Systems and Control · Electrical Eng. & Systems 2019-09-18 Shimin Wang , Jie Huang

In the case of a linear state space model, we implement an MCMC sampler with two phases. In the learning phase, a self-tuning sampler is used to learn the parameter mean and covariance structure. In the estimation phase, the parameter mean…

Applications · Statistics 2018-03-22 Zhanglong Cao , David Bryant , Matthew Parry

This paper considers the problem of data-driven prediction of partially observed systems using a recurrent neural network. While neural network based dynamic predictors perform well with full-state training data, prediction with partial…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Debdipta Goswami

We present a method to obtain a data-driven Koopman operator-based model that adapts itself during operation and can be straightforwardly used for the controller and observer design. The adaptive model is able to accurately describe…

Optimization and Control · Mathematics 2023-12-01 Annika Junker , Keno Pape , Julia Timmermann , Ansgar Trächtler

We consider the problem of automatic variable selection in a linear model with asymmetric or heavy-tailed errors when the number of explanatory variables diverges with the sample size. For this high-dimensional model, the penalized least…

Statistics Theory · Mathematics 2018-12-10 Gabriela Ciuperca

In this paper, a novel finite - time Nonlinear Extended State Observer (NLESO) is proposed and employed in Active Disturbance Rejection Control (ADRC) to stabilize a nonlinear system against system's uncertainties and discontinuous…

Systems and Control · Computer Science 2019-04-02 Ibraheem Kasim Ibraheem , Amjad J. Humaidi

A systematic procedure to synthesize interval observers for nonlinear discrete-time systems is proposed. The feedback gains and other matrices are found from the solutions to semidefinite feasibility programs. Two cases are considered: (1)…

Optimization and Control · Mathematics 2020-11-10 Adam M Tahir , Behcet Acikmese

Firstly, a new state feedback model reference adaptive control approach is developed for uncertain systems with gain scheduled reference models in a multi-input multi-output (MIMO) setting. Specifically, adaptive state feedback for output…

Optimization and Control · Mathematics 2014-03-18 Mehrdad Pakmehr , Tansel Yucelen