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We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Jingwei Dong , Arman Sharifi Kolarijani , Peyman Mohajerin Esfahani

The paper is devoted to a stochastic optimal control problem for a two scale, infinite dimensional, stochastic system. The state of the system consists of slow and fast component and its evolution is driven by both continuous Wiener noises…

Optimization and Control · Mathematics 2024-01-17 Elena Bandini , Giuseppina Guatteri , Gianmario Tessitore

As AI systems are increasingly deployed in autonomous agentic settings at scale, it is important to ensure the actions they take are safe and aligned with user intent. Monitoring agent actions is a key safety mechanism, yet reliable…

Artificial Intelligence · Computer Science 2026-05-19 Eugene Koran , Yejun Yun , Samantha Tetef , Benjamin Arnav , Pablo Bernabeu-Pérez

Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…

Machine Learning · Statistics 2021-06-28 Tianyi Chen , Yuejiao Sun , Wotao Yin

In this paper, we consider controlling a class of single-input-single-output (SISO) commensurate fractional-order nonlinear systems with parametric uncertainty and external disturbance. Based on backstepping approach, an adaptive controller…

Systems and Control · Electrical Eng. & Systems 2020-05-15 Xinyao Li , Changyun Wen , Ying Zou

We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

Systems and Control · Computer Science 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

Time-synchronized state estimation is a challenge for distribution systems because of limited real-time observability. This paper addresses this challenge by formulating a deep learning (DL)-based approach to perform unbalanced three-phase…

Machine Learning · Computer Science 2021-02-11 Behrouz Azimian , Reetam Sen Biswas , Anamitra Pal , Lang Tong

Ensemble control offers rich and diverse opportunities in mathematical systems theory. In this paper, we present a new paradigm of ensemble control, referred to as distributional control, for ensemble systems. We shift the focus from…

Optimization and Control · Mathematics 2025-04-08 Jr-Shin Li , Wei Zhang

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

In this paper, a new control scheme, called as additive-decomposition-based tracking control, is proposed to solve the output feedback tracking problem for a class of systems with measurable nonlinearities and unknown disturbances. By the…

Adaptation and Self-Organizing Systems · Physics 2020-03-10 Quan Quan , Kai-Yuan Cai , Hai Lin

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

A continuous-time average consensus system is a linear dynamical system defined over a graph, where each node has its own state value that evolves according to a simultaneous linear differential equation. A node is allowed to interact with…

Optimization and Control · Mathematics 2023-03-31 Tadashi Wadayama , Ayano Nakai-Kasai

This paper addresses performance degradation in anomalous sound detection (ASD) when neither sufficiently similar machine data nor operational state labels are available. We present an integrated pipeline that combines three complementary…

Sound · Computer Science 2025-05-27 Ibuki Kuroyanagi , Takuya Fujimura , Kazuya Takeda , Tomoki Toda

This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…

Optimization and Control · Mathematics 2022-03-23 T. J. Meijer , V. S. Dolk , M. S. Chong , R. Postoyan , B. de Jager , D. Nešić , W. P. M. H. Heemels

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

The problem of synchronization over a group $\mathcal{G}$ aims to estimate a collection of group elements $G^*_1, \dots, G^*_n \in \mathcal{G}$ based on noisy observations of a subset of all pairwise ratios of the form $G^*_i {G^*_j}^{-1}$.…

Optimization and Control · Mathematics 2023-06-19 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

In this paper, we compare the performance of two scenario-based numerical methods to solve stochastic optimal control problems: scenario trees and particles. The problem consists in finding strategies to control a dynamical system perturbed…

Optimization and Control · Mathematics 2010-02-10 Pierre Girardeau

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

We propose a general framework for reconstructing transform-sparse images from undersampled (squared)-magnitude data corrupted with outliers. This framework is implemented using a multi-layered approach, combining multiple initializations…