Related papers: Exact Recovery for System Identification with More…

This paper establishes problem-specific sample complexity lower bounds for linear system identification problems. The sample complexity is defined in the PAC framework: it corresponds to the time it takes to identify the system parameters…

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

This paper addresses the secure state estimation problem for continuous linear time-invariant systems with non-periodic and asynchronous sampled measurements, where the sensors need to transmit not only measurements but also sampling…

We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…

In many high dimensional classification or regression problems set in a biological context, the complete identification of the set of informative features is often as important as predictive accuracy, since this can provide mechanistic…

This paper presents new methods for set-valued state estimation and active fault diagnosis of linear descriptor systems. The algorithms are based on constrained zonotopes, a generalization of zonotopes capable of describing strongly…

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on…

Motivated by the need to secure cyber-physical systems against attacks, we consider the problem of estimating the state of a noisy linear dynamical system when a subset of sensors is arbitrarily corrupted by an adversary. We propose a…

Understanding the dynamics of complex systems is a central task in many different areas ranging from biology via epidemics to economics and engineering. Unexpected behaviour of dynamic systems or even system failure is sometimes difficult…

The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…

The development of algorithms for secure state estimation in vulnerable cyber-physical systems has been gaining attention in the last years. A consolidated assumption is that an adversary can tamper a relatively small number of sensors. In…

Maintaining the security of control systems in the presence of integrity attacks is a significant challenge. In literature, several possible attacks against control systems have been formulated including replay, false data injection, and…

This paper is concerned with the partially observed linear system identification, where the goal is to obtain reasonably accurate estimation of the balanced truncation of the true system up to order $k$ from output measurements. We consider…

This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…

We study the problem of exact support recovery for high-dimensional sparse linear regression under independent Gaussian design when the signals are weak, rare, and possibly heterogeneous. Under a suitable scaling of the sample size and…

We study the problem of learning a mixture of multiple linear dynamical systems (LDSs) from unlabeled short sample trajectories, each generated by one of the LDS models. Despite the wide applicability of mixture models for time-series data,…

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…

We study the problem of robustly learning Gaussian Single Index Models (SIMs) in the presence of heavy-tailed noise and a constant fraction of adversarially corrupted covariates and responses. Prior work on robust recovery has considered…