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The mathematical model of a real flexible elastic system with distributed and discrete parameters is considered. It is a partial differential equation with non-classical boundary conditions. Complexity of the boundary conditions results in…

Analysis of PDEs · Mathematics 2007-05-23 Olena V. Mul , Delfim F. M. Torres

Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using…

Dynamical Systems · Mathematics 2021-08-20 Kasun Fernando , Nan Zou

This paper investigates parameter estimation for open quantum systems under continuous observation, whose conditional dynamics are governed by jump-diffusion stochastic master equations (SMEs) associated with quantum nondemolition (QND)…

Mathematical Physics · Physics 2025-09-25 Weichao Liang , Shuixin Xiao , Daoyi Dong , Ian R. Petersen

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

Continuous phase estimation is known to be superior in accuracy as compared to static estimation. The estimation process is, however, desired to be made robust to uncertainties in the underlying parameters. Here, homodyne phase estimation…

Optimization and Control · Mathematics 2015-09-14 Shibdas Roy , Obaid Ur Rehman , Ian R. Petersen , Elanor H. Huntington

In this paper we investigate a problem of state estimation for the dynamical system described by the linear operator equation with unknown parameters in Hilbert space. We present explicit expressions for linear minimax estimation and error…

Optimization and Control · Mathematics 2008-10-21 Serhiy Zhuk

We propose a moving horizon estimation scheme for joint state and parameter estimation for nonlinear uncertain discrete-time systems. We establish robust exponential convergence of the combined estimation error subject to process…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Julian D. Schiller , Matthias A. Müller

Gradient algorithms are classical in adaptive control and parameter estimation. For instantaneous quadratic cost functions they lead to a linear time-varying dynamic system that converges exponentially under persistence of excitation…

Optimization and Control · Mathematics 2020-10-06 Juan G. Rueda-Escobedo , Jaime A. Moreno

A method to quantify robust performance for situations where structured parameter variations and initial state errors rather than extraneous disturbances are the main performance limiting factors is presented. The approach is based on the…

This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The nominal system is a linear quantum system defined by a linear vector of…

Quantum Physics · Physics 2016-11-17 Ian R. Petersen

We present an adjoint sensitivity method for hybrid discrete -- continuous systems, extending previously published forward sensitivity methods. We treat ordinary differential equations and differential-algebraic equations of index up to two…

Optimization and Control · Mathematics 2019-04-19 Radu Serban , Antonio Recuero

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Optimization and Control · Mathematics 2025-07-10 Jamiree Harrison , Enoch Yeung

In this paper, we analyse the impact of delayed event detection on the stability of a 2-mode planar hybrid automata. We consider hybrid automata with a unique equilibrium point for all the modes, and we find the maximum delay that preserves…

This paper explores learning emulators for parameter estimation with uncertainty estimation of high-dimensional dynamical systems. We assume access to a computationally complex simulator that inputs a candidate parameter and outputs a…

Machine Learning · Computer Science 2022-11-04 Ruoxi Jiang , Rebecca Willett

We propose a general framework for a hybrid continuous-discrete algorithm that integrates continuous-time deterministic dynamics with Metropolis-Hastings steps to combine search dynamics with and without detailed balance. Our purpose is to…

Statistical Mechanics · Physics 2024-10-31 Timothée Leleu , Samuel Reifenstein

As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…

Machine Learning · Computer Science 2021-03-16 Adarsh Subbaswamy , Roy Adams , Suchi Saria

In this paper, a computationally efficient data-driven hybrid automaton model is proposed to capture unknown complex dynamical system behaviors using multiple neural networks. The sampled data of the system is divided by valid partitions…

Systems and Control · Electrical Eng. & Systems 2023-04-28 Yejiang Yang , Zihao Mo , Weiming Xiang

In this paper, we introduce a data-driven modeling approach for dynamics problems with latent variables. The state-space of the proposed model includes artificial latent variables, in addition to observed variables that can be fitted to a…

Optimization and Control · Mathematics 2024-06-19 Yushuang Luo , Xiantao Li , Wenrui Hao

In this work, we study finite-time stability of switched and hybrid systems in the presence of unstable modes. We present sufficient conditions in terms of multiple Lyapunov functions for the origin of the system to be finite time stable.…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Kunal Garg , Dimitra Panagou

Robust stability of moving-horizon estimators is investigated for nonlinear discrete-time systems that are detectable in the sense of incremental input/output-to-state stability and are affected by disturbances. The estimate of a…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Angelo Alessandri