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This paper studies distributed adaptive estimation over sensor networks with partially unknown source dynamics. We present parallel continuous-time and discrete-time designs in which each node runs a local adaptive observer and exchanges…
The problem of high-dimensional path-dependent optimal stopping (OS) is important to multiple academic communities and applications. Modern OS tasks often have a large number of decision epochs, and complicated non-Markovian dynamics,…
This paper deals with the problem of predicting the future state of discrete-time input-delayed systems in the presence of unknown disturbances that can affect both the state and the output equations of the plant. Since the disturbance is…
We propose a generalization of the recently developed system identification method called Sign-Perturbed Sums (SPS). The proposed construction is based on the instrumental variables estimate and, unlike the original SPS, it can construct…
This paper presents a linear-programming based algorithm to perform data-driven stabilizing control of linear positive systems. A set of state-input-transition observations is collected up to magnitude-bounded noise. A state feedback…
For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…
This paper proposes new algorithms for attitude estimation and control based on fused inertial vector measurements using linear complementary filters principle. First, n-order direct and passive complementary filters combined with TRIAD…
This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…
We present a stabilizing output-feedback controller for nonlinear finite and infinite-dimensional control systems governed by monotone operators that respects given input constraints. In particular, we show under a detectability-like…
In this work, we investigate the problem of simultaneously learning and controlling a system subject to adversarial choices of disturbances and system parameters. We study the problem for a scalar system with $l_\infty$-norm bounded…
This work presents a computationally efficient approach to data-driven robust contracting controller synthesis for polynomial control-affine systems based on a sum-of-squares program. In particular, we consider the case in which a system…
In this paper, we study the control of a class of time-invariant linear ensemble systems whose natural dynamics are linear in the system parameter. This class of ensemble control systems arises from practical engineering and physical…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…
In a recent paper [arXiv:1612.04918] there are new results concerning the polytopic set of possible states of a linear discrete-time SISO system subject to bounded disturbances from measurements corrupted by bounded noise. Using these…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
The problem of stationary robust L_infinity-induced deconvolution filtering for the uncertain continuous-time linear stochastic systems is addressed. The state space model of the system contains state- and input-dependent noise and…
We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…
Stability analysis tools are essential to understanding and controlling any engineering system. Recently sum-of-squares (SOS) based methods have been used to compute Lyapunov based estimates for the region-of-attraction (ROA) of polynomial…
Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…