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A fundamental challenge in learning an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. We formulate a mathematical definition of what it means to safely learn a dynamical system by…

Optimization and Control · Mathematics 2024-06-11 Amir Ali Ahmadi , Abraar Chaudhry , Vikas Sindhwani , Stephen Tu

Learning stable dynamics from observed time-series data is an essential problem in robotics, physical modeling, and systems biology. Many of these dynamics are represented as an inputs-output system to communicate with the external…

Dynamical Systems · Mathematics 2023-01-18 Yuji Okamoto , Ryosuke Kojima

In this paper we propose a method to estimate the initial state of a linear dynamical system with noisy observation. The method allows the user to have estimations in real time, that is, to have a new estimation for each new observation.…

Optimization and Control · Mathematics 2021-05-06 Rocío Díaz Martín , Ivan Medri , Juliana Osorio

We consider the modeling, stability analysis and controller design problems for discrete-time LTI systems with state feedback, when the actuation signal is subject to switching propagation delays, due to e.g. the routing in a multi-hop…

Optimization and Control · Mathematics 2014-01-09 R. M. Jungers , A. D'Innocenzo , M. D. Di Benedetto

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…

Systems and Control · Computer Science 2019-10-31 Mathijs Schuurmans , Pantelis Sopasakis , Panagiotis Patrinos

In this paper, we focus on learning a linear time-invariant (LTI) model with low-dimensional latent variables but high-dimensional observations. We provide an algorithm that recovers the high-dimensional features, i.e. column space of the…

Systems and Control · Electrical Eng. & Systems 2024-06-27 Yuyang Zhang , Shahriar Talebi , Na Li

In many reinforcement learning (RL) applications, we want policies that reach desired states and then keep the controlled system within an acceptable region around the desired states over an indefinite period of time. This latter objective…

Machine Learning · Computer Science 2024-05-28 Brahma S. Pavse , Matthew Zurek , Yudong Chen , Qiaomin Xie , Josiah P. Hanna

We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with…

Optimization and Control · Mathematics 2025-04-17 Alberto Bemporad , Roland Tóth

We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 SooJean Han , Soon-Jo Chung

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

Machine Learning · Computer Science 2020-11-19 Giorgos Mamakoukas , Orest Xherija , T. D. Murphey

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work on robust…

Dynamical Systems · Mathematics 2016-11-18 David Hayden , Ye Yuan , Jorge Gonçalves

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

Optimization and Control · Mathematics 2025-08-08 Xinpei Zhang , Guangyan Jia

Accurate modeling of nonlinear systems is essential for reliable control, yet conventional identification methods often struggle to capture latent dynamics while maintaining stability. We propose a \textit{stable-by-design LPV neural…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Ahmet Eren Sertbaş , Tufan Kumbasar

Recent advances in learning for control allow to synthesize vehicle controllers from learned system dynamics and maintain robust stability guarantees. However, no approach is well-suited for training linear time-invariant (LTI) controllers…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Marc-Antoine Beaudoin , Benoit Boulet

This paper studies the problem of online stabilization of an unknown discrete-time linear time-varying (LTV) system under bounded non-stochastic (potentially adversarial) disturbances. We propose a novel control algorithm based on convex…

Optimization and Control · Mathematics 2023-12-15 Jing Yu , Varun Gupta , Adam Wierman

Learning governing dynamics from data is a common goal across the sciences, yet it is only well-posed when the underlying mechanisms are identifiable. In practice, many data-driven methods implicitly assume identifiability; when this…

Machine Learning · Computer Science 2026-05-13 Aybüke Ulusarslan , Niki Kilbertus , Nora Schneider

Many physical systems are inherently time-varying in nature. When these systems are linearized around a trajectory, generally, the resulting system is Linear Time-Varying (LTV). LTV systems describe an important class of linear systems and…

Systems and Control · Electrical Eng. & Systems 2023-09-25 Shahzad Ahmed , Hafiz Zeeshan Iqbal Khan , Jamshed Riaz

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…

Probability · Mathematics 2015-01-12 Pablo Groisman , Santiago Saglietti