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A key challenge when designing particle filters in high-dimensional state spaces is the construction of a proposal distribution that is close to the posterior distribution. Recent advances in particle flow filters provide a promising avenue…
As Moore's law comes to an end, neuromorphic approaches to computing are on the rise. One of these, passive photonic reservoir computing, is a strong candidate for computing at high bitrates (> 10 Gbps) and with low energy consumption.…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…
The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…
Monte Carlo simulations of systems with a complex action are known to be extremely difficult. A new approach to this problem based on a factorization property of distribution functions of observables has been proposed recently. The method…
Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…
This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…
Many science and engineering applications involve solving a linear least-squares system formed from some field measurements. In the distributed cyber-physical systems (CPS), often each sensor node used for measurement only knows partial…
State estimation (SE) of water distribution networks (WDNs) is difficult to solve due to nonlinearity/nonconvexity of water flow models, uncertainties from parameters and demands, lack of redundancy of measurements, and inaccurate flow and…
Distribution network topology detection and state estimation in real-time are critical for modern distribution systems management and control. However, number of sensors in distribution networks are limited and communication links between…
Due largely to challenges associated with physical interpretability of machine learning (ML) methods, and because model interpretability is key to credibility in management applications, many scientists and practitioners are hesitant to…
We consider communication-efficient weighted and unweighted (uniform) random sampling from distributed data streams presented as a sequence of mini-batches of items. This is a natural model for distributed streaming computation, and our…
This note investigates the distributed estimation problem for continuous-time linear time-invariant (LTI) systems observed by a network of observers. Each observer in the network has access to only part of the output of the observed system,…
In this paper we describe in detail and generalize a method for quantum process tomography that was presented in [A. Bendersky, F. Pastawski, J. P. Paz, Physical Review Letters 100, 190403 (2008)]. The method enables the efficient…
In a previous paper (J. Comp. Phys. 230 (2011), 3668--3694), the authors proposed a new practical method for computing expected values of functionals of solutions for certain classes of elliptic partial differential equations with random…
In increasingly digitalized and metered distribution networks, state estimation is generally recognized as a key enabler of advanced network management functionalities. However, despite decades of research, the real-life adoption of state…
The increasing integration of distributed energy resources (DERs) is transforming power systems into complex, decentralized networks, particularly at the distribution level, where active distribution networks (ADNs) introduce new challenges…
Short-term load forecasting is of paramount importance in the efficient operation and planning of power systems, given its inherent non-linear and dynamic nature. Recent strides in deep learning have shown promise in addressing this…
In this paper, we consider a modified projected Gauss-Newton method for solving constrained nonlinear least-squares problems. We assume that the functional constraints are smooth and the the other constraints are represented by a simple…