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In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

The robust distributed state estimation for a class of continuous-time linear time-invariant systems is achieved by a novel kernel-based distributed observer, which, for the first time, ensures fixed-time convergence properties. The…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Pudong Ge , Peng Li , Boli Chen , Fei Teng

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

In survey analysis, the estimation of the cumulative distribution function (cdf) is of great interest: it allows for instance to derive quantiles estimators or other non linear parameters derived from the cdf. We consider the case where the…

Methodology · Statistics 2014-04-14 Sandrine Casanova , Eve Leconte

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

We study the verification problem for closed-loop dynamical systems with neural-network controllers (NNCS). This problem is commonly reduced to computing the set of reachable states. When considering dynamical systems and neural networks in…

Systems and Control · Electrical Eng. & Systems 2022-07-07 Christian Schilling , Marcelo Forets , Sebastian Guadalupe

This paper proposes the DnD Filter, a differentiable filter that utilizes diffusion models for state estimation of dynamic systems. Unlike conventional differentiable filters, which often impose restrictive assumptions on process noise…

Robotics · Computer Science 2026-01-13 Ziyu Wan , Lin Zhao

This paper presents a novel data-driven, direct filtering approach for unknown linear time-invariant systems affected by unknown-but-bounded measurement noise. The proposed technique combines independent multistep prediction models,…

Optimization and Control · Mathematics 2020-08-28 Marco Lauricella , Lorenzo Fagiano

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

A general decentralized computational framework for set-valued state estimation and prediction for the class of systems that accept a hybrid state machine representation is considered in this article. The decentralized scheme consists of a…

Systems and Control · Computer Science 2013-02-28 Naim Bajcinca , Yashar Kouhi , Vladislav Nenchev , Jörg Raisch

In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical…

Optimization and Control · Mathematics 2015-06-23 Chong Li , Nicola Elia

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…

Optimization and Control · Mathematics 2018-02-02 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh

We propose a simple yet effective divide-and-discard (DD) approach to guaranteed state estimation for nonlinear discrete-time systems. Our method iteratively subdivides interval enclosures of the state and propagates them forward in time…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Nico Holzinger , Matthias Althoff

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

The paper deals with stochastic difference-of-convex functions (DC) programs, that is, optimization problems whose the cost function is a sum of a lower semicontinuous DC function and the expectation of a stochastic DC function with respect…

Numerical Analysis · Mathematics 2020-12-14 Le Thi Hoai An , Huynh Van Ngai , Pham Dinh Tao , Luu Hoang Phuc Hau

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

We present a Model Predictive Control (MPC) strategy for unknown input-affine nonlinear dynamical systems. A non-parametric method is used to estimate the nonlinear dynamics from observed data. The estimated nonlinear dynamics are then…

Systems and Control · Electrical Eng. & Systems 2020-10-12 Dimitris Papadimitriou , Ugo Rosolia , Francesco Borrelli

In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…

Optimization and Control · Mathematics 2018-02-09 Ligang Sun , Hamza Alkhatib , Boris Kargoll , Vladik Kreinovich , Ingo Neumann

Fractional-order dynamical networks are increasingly being used to model and describe processes demonstrating long-term memory or complex interlaced dependencies amongst the spatial and temporal components of a wide variety of dynamical…

Optimization and Control · Mathematics 2021-08-04 Sarthak Chatterjee , Andrea Alessandretti , A. Pedro Aguiar , Sérgio Pequito
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