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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

We consider the design of fast and reliable neural network (NN)-based approximations of traditional stabilizing controllers for linear systems with polytopic uncertainty, including control laws with variable structure and those based on a…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Filippo Fabiani , Paul J. Goulart

In practical applications, quantum systems are inevitably subject to significant uncertainties, including unknown initial states, imprecise physical parameters, and unmodeled environmental noise, all of which pose major challenges to robust…

Mathematical Physics · Physics 2025-11-12 Weichao Liang , Daoyi Dong

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

We develop an unsupervised, nonparametric, and scalable statistical learning method for detection of unknown objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that…

Statistics Theory · Mathematics 2018-07-16 Mikhail A. Langovoy , Olaf Wittich , Patrick Laurie Davies

The parareal in time algorithm allows to perform parallel simulations of time dependent problems. This algorithm has been implemented on many types of time dependent problems with some success. Recent contributions have allowed to extend…

Numerical Analysis · Mathematics 2015-03-19 Xiaoying Dai , Yvon Maday

Immersion and Invariance is a technique for the design of stabilizing and adaptive controllers and state observers for nonlinear systems. In all these applications the problem considered is the stabilization of equilibrium points. Motivated…

Systems and Control · Computer Science 2019-12-03 Romeo Ortega , Bowen Yi , Jose Guadalupe Romero , Alessandro Astolfi

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 work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

This paper proposes an algorithm capable of driving a system to follow a piecewise linear trajectory without prior knowledge of the system dynamics. Motivated by a critical failure scenario in which a system can experience an abrupt change…

Robotics · Computer Science 2025-10-06 Taha Shafa , Yiming Meng , Melkior Ornik

In this paper, we mainly study the robust stability of linear continuous systems with parameter uncertainties, a more general kind of uncertainties for system matrices is considered, i.e., entries of system matrices are rational functions…

Symbolic Computation · Computer Science 2010-03-17 Xiaorong Hou , Junwei Shao

We propose a new method for blind system identification. Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix…

Systems and Control · Computer Science 2016-05-20 Giulio Bottegal , Riccardo S. Risuleo , Håkan Hjalmarsson

This paper proposes a finite-time Newton seeking control design for systems described by unknown multivariable static maps. The Newton seeking system has an averaged system that implements a Newton continuous-time algorithm. The averaged…

Optimization and Control · Mathematics 2020-12-18 Martin Guay , Mouhacine Benosman

This paper investigates the robust stabilisation of a class of fractional-order non-linear systems via fixed-order dynamic output feedback controller in terms of linear matrix inequalities (LMIs). The systematic stabilisation algorithm…

Optimization and Control · Mathematics 2019-06-05 Elyar Zavary , Mahdi Sojoodi

Problem of adaptive state observer synthesis for linear time-varying (LTV) system with unknown time-varying parameter and delayed output measurements is considered. State observation problem has attracted the attention of many researchers…

Dynamical Systems · Mathematics 2022-07-26 Alexey Bobtsov , Nikolay Nikolaev , Olga Slita , Olga Kozachek

This paper studies the stabilization for a kind of linear and impulse control systems in finite-dimensional spaces, where impulse instants appear periodically. We present several characterizations on the stabilization; show how to design…

Optimization and Control · Mathematics 2019-07-11 Shulin Qin , Gengsheng Wang , Huaiqiang Yu

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

The control of quantum phenomena is a topic that has carried out many challenging problems. Among others, the Hamiltonian identification, i.e, the inverse problem associated with the unknown features of a quantum system is still an open…

Optimization and Control · Mathematics 2009-03-11 Yvon Maday , Julien Salomon

The classical approach to linear system identification is given by parametric Prediction Error Methods (PEM). In this context, model complexity is often unknown so that a model order selection step is needed to suitably trade-off bias and…

Machine Learning · Statistics 2013-03-13 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song
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