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The reconstruction of images from their corresponding noisy Radon transform is a typical example of an ill-posed linear inverse problem as arising in the application of computerized tomography (CT). As the (naive) solution does not depend…
Stability enforcement remains a challenge in data-driven control paradigms, where no parametrised model of the system is available. For instance, the system's instabilities can be estimated in order to enforce a closed-loop stability…
We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…
There are various inverse problems -- including reconstruction problems arising in medical imaging -- where one is often aware of the forward operator that maps variables of interest to the observations. It is therefore natural to ask…
Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…
We shall investigate randomized algorithms for solving large-scale linear inverse problems with general regularizations. We first present some techniques to transform inverse problems of general form into the ones of standard form, then…
A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…
This work is concerned with the iterative regularization of a non-smooth nonlinear ill-posed problem where the forward mapping is merely directionally but not G\^ateaux differentiable. Using a Bouligand subderivative of the forward mapping,…
The randomized row method is a popular representative of the iterative algorithm because of its efficiency in solving the overdetermined and consistent systems of linear equations. In this paper, we present an extended randomized multiple…
This paper studies data-driven iterative learning control (ILC) for linear time-invariant (LTI) systems with unknown dynamics, output disturbances and input box-constraints. Our main contributions are: 1) using a non-parametric data-driven…
Inexact Newton regularization methods have been proposed by Hanke and Rieder for solving nonlinear ill-posed inverse problems. Every such a method consists of two components: an outer Newton iteration and an inner scheme providing…
We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…
This paper presents a new data-driven robust predictive control law, for linear systems affected by unknown-but-bounded process disturbances. A sequence of input-state data is used to construct a suitable uncertainty representation based on…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…
Matrix-variate time series data are increasingly popular in economics, statistics, and environmental studies, among other fields. This paper develops regularized estimation methods for analyzing high-dimensional matrix-variate time series…
We study the problem of regularization of inverse problems adopting a purely data driven approach, by using the similarity to the method of regularization by projection. We provide an application of a projection algorithm, utilized and…
For data-driven iterative learning control (ILC) methods, both the model estimation and controller design problems are converted to parameter estimation problems for some chosen model structures. It is well-known that if the model order is…
In recent years, the so-called `direct data-driven control' has been a topic of intense research, and it is expected that it will become prominent in future complex dynamical systems control. Within this framework, regularization not only…
This paper aims to solve numerically the two-dimensional inverse medium scattering problem with far-field data. This is a challenging task due to the severe ill-posedness and strong nonlinearity of the inverse problem. As already known, it…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…