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In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistically assume that the boundary data are noisy, for a given…

Methodology · Statistics 2017-09-13 Fabrizio Ruggeri , Zaid Sawlan , Marco Scavino , Raul Tempone

This paper introduces a novel parameterization to characterize unknown linear time-invariant systems using noisy data. The presented parameterization describes exactly the set of all systems consistent with the available data. We then…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Felix Brändle , Frank Allgöwer

Inverse parallel schemes remain indispensable tools for computing the roots of nonlinear systems, yet their dynamical behavior can be unexpectedly rich, ranging from strong contraction to oscillatory or chaotic transients depending on the…

Numerical Analysis · Mathematics 2026-01-21 Mudassir Shams , Andrei Velichko , Bruno Carpentieri

The problem of identifying single modules in multiple-input-single-output (MISO) systems is considered. A novel approach to distributed identification of MISO finite impulse response systems is presented. The distributed identification is…

Systems and Control · Computer Science 2018-07-24 Tom R. V. Steentjes , Mircea Lazar , Paul M. J. Van den Hof

This paper introduces a systematic approach to synthesize linear parameter-varying (LPV) representations of nonlinear (NL) systems which are described by input affine state-space (SS) representations. The conversion approach results in…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Hossam S. Abbas , Roland Tóth , Mihály Petreczky , Nader Meskin , Javad Mohammadpour Velni , Patrick J. W. Koelewijn

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

Although persistent excitation is often acknowledged as a sufficient condition to exponentially converge in the field of adaptive parameter estimation, it must be noted that in practical applications this may be unguaranteed. Recently, more…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Siyu Chen , Jing Na , Yingbo Huang

In this paper we provide a new linear sampling method based on the same data but a different definition of the data operator for two inverse problems: the multi-frequency inverse source problem for a fixed observation direction and the Born…

Numerical Analysis · Mathematics 2024-01-22 Lorenzo Audibert , Shixu Meng

We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are…

Optimization and Control · Mathematics 2015-05-21 Giorgio Valmorbida , Dhruva Raman , James Anderson

We present an adaptive algorithm for the computation of quantities of interest involving the solution of a stochastic elliptic PDE where the diffusion coefficient is parametrized by means of a Karhunen-Lo\`eve expansion. The approximation…

Numerical Analysis · Mathematics 2023-07-19 Uta Seidler , Michael Griebel

This paper introduces an adaptive-neuro identification method that enhances the robustness of a centralized multi-quadrotor transportation system. This method leverages online tuning and learning on decomposed error subspaces, enabling…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Tianhua Gao , Kohji Tomita , Akiya Kamimura

Large-scale sequential data is often exposed to some degree of inhomogeneity in the form of sudden changes in the parameters of the data-generating process. We consider the problem of detecting such structural changes in a high-dimensional…

Methodology · Statistics 2016-01-15 Florencia Leonardi , Peter Bühlmann

In this paper, we consider data-driven reconstruction of unknown inputs to linear time-invariant (LTI) multiple-input multiple-output (MIMO) systems. We propose a novel autoregressive estimator based on a constrained least-squares…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Enno Breukelman , Takumi Shinohara , Joowon Lee , Henrik Sandberg

The identifiability of latent variable models has received increasing attention due to its relevance in interpretability and out-of-distribution generalisation. In this work, we study the identifiability of Switching Dynamical Systems,…

Machine Learning · Statistics 2024-06-05 Carles Balsells-Rodas , Yixin Wang , Yingzhen Li

Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

Optimization and Control · Mathematics 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi

Dynamic systems described by differential equations often involve feedback among system components. When there are time delays for components to sense and respond to feedback, delay differential equation (DDE) models are commonly used. This…

Methodology · Statistics 2024-06-24 Yuxuan Zhao , Samuel W. K. Wong

We consider the problem of safe control design for a class of nonlinear, control-affine systems subject to an unknown, additive, nonlinear disturbance. Leveraging recent advancements in the application of Koopman operator theory to the…

Optimization and Control · Mathematics 2022-12-02 Mitchell Black , Dimitra Panagou

This paper addresses the problem of data-driven model discrimination for unknown switched systems with unknown linear temporal logic (LTL) specifications, representing tasks, that govern their mode sequences, where only sampled data of the…

Artificial Intelligence · Computer Science 2023-06-19 Zeyuan Jin , Nasim Baharisangari , Zhe Xu , Sze Zheng Yong

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky