Related papers: Uncertainty Quantification of Data-Driven Output P…

Autonomous systems often have complex and possibly unknown dynamics due to, e.g., black-box components. This leads to unpredictable behaviors and makes control design with performance guarantees a major challenge. This paper presents a…

To collect large scale annotated data, it is inevitable to introduce label noise, i.e., incorrect class labels. To be robust against label noise, many successful methods rely on the noisy classifiers (i.e., models trained on the noisy…

We consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identifying the system parameters under general heavy-tailed noise…

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…

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

We present a framework for systematically combining data of an unknown linear time-invariant system with prior knowledge on the system matrices or on the uncertainty for robust controller design. Our approach leads to linear matrix…

We present a robust data-driven control scheme for an unknown linear system model with bounded process and measurement noise. Instead of depending on a system model in traditional predictive control, a controller utilizing data-driven…

We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the…

For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

Behavioral systems define discrete-time LTI systems in terms of a set of trajectories, which forms a linear subspace. This subspace underlies the subspace predictor used in data-driven prediction and control. In practice, such subspaces are…

This article proposes an approach to design output-feedback controllers for unknown continuous-time linear time-invariant systems using only input-output data from a single experiment. To address the lack of state and derivative…

Data-driven control in unknown environments requires a clear understanding of the involved uncertainties for ensuring safety and efficient exploration. While aleatoric uncertainty that arises from measurement noise can often be explicitly…

Quantum computing has significantly advanced in recent years, boasting devices with hundreds of quantum bits (qubits), hinting at its potential quantum advantage over classical computing. Yet, noise in quantum devices poses significant…

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

When measurements from dynamical systems are noisy, it is useful to have estimation algorithms that have low sensitivity to measurement noises and outliers. In the first set of results described in this paper we obtain optimal estimators…

Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in…

We consider the problem of computing reachable sets directly from noisy data without a given system model. Several reachability algorithms are presented for different types of systems generating the data. First, an algorithm for computing…

We consider the problem of adaptive estimation of the regression function in a framework where we replace ergodicity assumptions (such as independence or mixing) by another structural assumption on the model. Namely, we propose adaptive…

We present a local minimax lower bound on the excess cost of designing a linear-quadratic controller from offline data. The bound is valid for any offline exploration policy that consists of a stabilizing controller and an energy bounded…

This paper studies the stability and $\mathcal{H}_{\infty}$ performance analysis problem for linear networked and quantized control systems with both communication delays random packet losses. To deal with the network-induced uncertainties…