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Standard Bayesian approaches for linear time-invariant (LTI) system identification are hindered by parameter non-identifiability; the resulting complex, multi-modal posteriors make inference inefficient and impractical. We solve this…

Machine Learning · Statistics 2025-08-29 Andrey Bryutkin , Matthew E. Levine , Iñigo Urteaga , Youssef Marzouk

Linear time-translation-invariant (LTI) models offer simple, yet powerful, abstractions of complex classical dynamical systems. Quantum versions of such models have so far relied on assumptions of Markovianity or an internal state-space…

Quantum Physics · Physics 2024-10-16 Jacques Ding , Hudson A. Loughlin , Vivishek Sudhir

A complete framework for the linear time-invariant (LTI) filtering theory of bivariate signals is proposed based on a tailored quaternion Fourier transform. This framework features a direct description of LTI filters in terms of their…

Signal Processing · Electrical Eng. & Systems 2018-08-29 Julien Flamant , Pierre Chainais , Nicolas Le Bihan

This paper considers the problem of linear time-invariant (LTI) system identification using input/output data. Recent work has provided non-asymptotic results on partially observed LTI system identification using a single trajectory but is…

Optimization and Control · Mathematics 2021-11-23 Yang Zheng , Na Li

We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the…

Dynamical Systems · Mathematics 2023-02-13 Riccardo Morandin , Jonas Nicodemus , Benjamin Unger

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

Under-approximations of reachable sets and tubes have been receiving growing research attention due to their important roles in control synthesis and verification. Available under-approximation methods applicable to continuous-time linear…

Systems and Control · Electrical Eng. & Systems 2023-05-15 Mohamed Serry , Jun Liu

The state-of-the-art in optimal control from timed temporal logic specifications, including Metric Temporal Logic (MTL) and Signal Temporal Logic (STL), is based on Mixed-Integer Convex Programming (MICP). The standard MICP approach is…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Vince Kurtz , Hai Lin

In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any initial condition. Necessary and sufficient…

Optimization and Control · Mathematics 2014-12-08 Lorenzo Ntogramatzidis , Jean-Francois Tregouet , Robert Schmid , Augusto Ferrante

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

This paper presents a general framework for the design of linear controllers for linear systems subject to time-domain constraints. The design framework exploits sums-of-squares techniques to incorporate the time-domain constraints on…

Optimization and Control · Mathematics 2012-05-04 W. H. T. M. Aangenent , W. P. M. H. Heemels , M. J. G. Van De Molengraft , Didier Henrion , Maarten Steinbuch

In this work we provide a mathematical framework to describe the periodically time variant (PTV) linear systems. We study their frequency-domain features to estimate the output bandwidth, a necessary value to obtain a suitable digital…

Signal Processing · Electrical Eng. & Systems 2023-05-15 Juan I. Bonetti , Agustín C. Galletto , Mario R. Hueda

Motivated by neuronal models from neuroscience, we consider the system identification of simple feedback structures whose behaviors include nonlinear phenomena such as excitability, limit-cycles and chaos. We show that output feedback is…

Systems and Control · Electrical Eng. & Systems 2020-02-25 Thiago B. Burghi , Maarten Schoukens , Rodolphe Sepulchre

Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…

Systems and Control · Computer Science 2018-06-06 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

In this paper, we establish a unified framework for subspace identification (SID) of linear parameter-varying (LPV) systems to estimate LPV state-space (SS) models in innovation form. This framework enables us to derive novel LPV SID…

Systems and Control · Electrical Eng. & Systems 2020-08-11 P. B. Cox , R. Tóth

An interpolation method for discretising continuous-time Linear Time Invariant (LTI) models is proposed in this paper. It consists first in using the Loewner interpolation framework on a specific set of frequency data and secondly to…

Systems and Control · Electrical Eng. & Systems 2019-07-26 Pierre Vuillemin , Charles Poussot-Vassal

The sensitivity of long-time averages of a hyperbolic chaotic system to parameter perturbations can be determined using the shadowing direction, the uniformly-bounded-in-time solution of the sensitivity equations. Although its existence is…

Chaotic Dynamics · Physics 2019-05-22 Davide Lasagna , Ati Sharma , Johan Meyers

This paper addresses a system identification for linear periodically time-varying plants in the discrete-time setting. A system identification algorithm for linear, periodically time-varying plants is introduced based on a cyclic…

Systems and Control · Electrical Eng. & Systems 2025-02-17 Hiroshi Okajima , Yusuke Fujimoto , Hiroshi Oku , Haruto Kondo

Quantization is the process of mapping an input signal from an infinite continuous set to a countable set with a finite number of elements. It is a non-linear irreversible process, which makes the traditional methods of system…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , Constantino M. Lagoa

This paper studies the variation diminishing property of $k$-positive linear time-invariant (LTI) systems, which map inputs with $k-1$ sign changes to outputs with at most the same variation. We characterize this property for the Toeplitz…

Optimization and Control · Mathematics 2022-02-17 Christian Grussler , Rodolphe Sepulchre