Related papers: Maximum Likelihood Identification of Linear Models…
Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…
Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…
In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…
In this paper we are concerned with the error-covariance lower-bounding problem in Kalman filtering: a sensor releases a set of measurements to the data fusion/estimation center, which has a perfect knowledge of the dynamic model, to allow…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…
This paper investigates the distributionally robust filtering of signals generated by state-space models driven by exogenous disturbances with noisy observations in finite and infinite horizon scenarios. The exact joint probability…
This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…
We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…
This study proposes a general, scalable method to learn control-oriented thermal models of buildings that could enable wide-scale deployment of cost-effective predictive controls. An Unscented Kalman Filter augmented for parameter and…
This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…
A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…
We consider robust control synthesis for linear systems with complex specifications that are affected by uncertain disturbances. This work is motivated by autonomous systems interacting with partially known, time-varying environments. Given…
The design of an observer-based state feedback (OBSF) controller with guaranteed passivity properties for port-Hamiltonian systems (PHS) is addressed using linear matrix inequalities (LMIs). The observer gain is freely chosen and the LMIs…
Interval censoring arises frequently in clinical, epidemiological, financial, and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the…
In this paper, state and noise covariance estimation problems for linear system with unknown multiplicative noise are considered. The measurement likelihood is modelled as a mixture of two Gaussian distributions and a Student's t…
This work addresses the design of static output feedback control of discrete-time nonlinear systems satisfying a local Lipschitz continuity condition with time-varying uncertainties. The controller has also a guaranteed disturbance…
Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…
Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…
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…