Related papers: Finite Sample Identification of Bilinear Dynamical…
This paper presents uniform-in-time finite-sample bounds for regularized linear regression with vector-valued outputs and conditionally zero-mean subgaussian noise. By revisiting classical self-normalized martingale arguments, we obtain…
We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…
Forecasting with longitudinal data has been rarely studied. Most of the available studies are for continuous response and all of them are for univariate response. In this study, we consider forecasting multivariate longitudinal binary data.…
We consider a class of monotone systems in which the control signal multiplies the state. Among other applications, such bilinear systems can be used to model the evolutionary dynamics of HIV in the presence of combination drug therapy. For…
In the present paper, two existing nonlinear system identification methodologies are used to identify data-driven models. The first methodology focuses on identifying the system using steady-state excitations. To accomplish this, a…
In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…
In this work, we address the problem of finite-time stabilization for a class of bilinear system. We propose a decomposition-based approach in which the nominal system is split into two subsystems, one of which is inherently finite-time…
The dynamics of a linear dynamical system over a finite field can be described by using the elementary divisors of the corresponding matrix. It is natural to extend the investigation to a general finite commutative ring. In a previous…
In this paper we propose a new method to detect and classify coexisting solutions in nonlinear systems. We focus on mechanical and structural systems where we usually avoid multistability for safety and reliability. We want to be sure that…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
This paper is motivated by the theory of sequential dynamical systems, developed as a basis for a mathematical theory of computer simulation. It contains a classification of finite dynamical systems on binary strings, which are obtained by…
The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…
Parametric prediction error methods constitute a classical approach to the identification of linear dynamic systems with excellent large-sample properties. A more recent regularized approach, inspired by machine learning and Bayesian…
We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…
We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…
Knowledge about existence, strength, and dominant direction of causal influences is of paramount importance for understanding complex systems. With limited amounts of realistic data, however, current methods for investigating causal links…
Accuracy and generalization capabilities are key objectives when learning dynamical system models. To obtain such models from limited data, current works exploit prior knowledge and assumptions about the system. However, the fusion of…
One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…
Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…