Related papers: High Dimensional Geometry and Limitations in Syste…
This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…
We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…
This paper explores the observability and estimation capability of dynamical systems using predominantly relative measurements of the system's state-space variables, with minimal to no reliance on absolute measurements of these variables.…
We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…
Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…
Motivated by problems in controlled experiments, we study the discrepancy of random matrices with continuous entries where the number of columns $n$ is much larger than the number of rows $m$. Our first result shows that if $\omega(1) = m =…
This paper focuses on the system identification of an important class of nonlinear systems: linearly parameterized nonlinear systems, which enjoys wide applications in robotics and other mechanical systems. We consider two system…
Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…
Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the…
In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…
Safe navigation in new environments requires autonomous vehicles and robots to accurately interpret their surroundings, relying on LiDAR scene segmentation, out-of-distribution (OOD) obstacle detection, and uncertainty computation. We…
Linear-threshold networks (LTNs) capture the mesoscale behavior of interacting populations of neurons and are of particular interest to control theorists due to their dynamical richness and relative ease of analysis. The aim of this paper…
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…
We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system.…
Invariant measures encode the long-time behaviour of a dynamical system. In this work, we propose an optimization-based method to discover invariant measures directly from data gathered from a system. Our method does not require an explicit…
As power systems transition toward renewable-rich and inverter-dominated operations, accurate time-domain dynamic analysis becomes increasingly critical. Such analysis supports key operational tasks, including transient stability…
We introduce SILAS, a data-driven framework for discovering polynomial ordinary differential equations (ODEs) with provably bounded trajectories. Boundedness is certified by compact absorbing sets defined via polynomial Lyapunov functions.…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
This paper deals with the exponential stability of systems made of a hyperbolic PDE coupled with an ODE with different time scales, the dynamics of the PDE being much faster than that of the ODE. Such a difference of time scales is modeled…
This paper presents a principled approach for detecting out-of-distribution (OOD) samples in deep neural networks (DNN). Modeling probability distributions on deep features has recently emerged as an effective, yet computationally cheap…