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We consider the problem of learning a realization for a linear time-invariant (LTI) dynamical system from input/output data. Given a single input/output trajectory, we provide finite time analysis for learning the system's Markov…
Signal temporal logic (STL) is a powerful tool for describing complex behaviors for dynamical systems. Among many approaches, the control problem for systems under STL task constraints is well suited for learning-based solutions, because…
We complete the first step towards the resolution of several decades-old challenges in disturbance-robust adaptive control. For a scalar linear system with an unknown parameter for which no a priori bound is given, with a disturbance that…
In this paper, an attack-resilient estimation algorithm is presented for linear discrete-time stochastic systems with state and input constraints. It is shown that the state estimation errors of the proposed estimation algorithm are…
Efficient skill acquisition, representation, and on-line adaptation to different scenarios has become of fundamental importance for assistive robotic applications. In the past decade, dynamical systems (DS) have arisen as a flexible and…
In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…
In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…
This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…
The system identification problem is to estimate dynamical parameters from the output data, obtained by performing measurements on the output fields. We investigate system identification for quantum linear systems. Our main objectives are…
We propose an approach to design a Model Predictive Controller (MPC) for constrained Linear Time Invariant systems performing an iterative task. The system is subject to an additive disturbance, and the goal is to learn to satisfy state and…
We study stability issue of reset and impulsive switched systems. We find time constraints (dwell time and flee time) on switching signals which stabilize a given reset switched system. For a given collection of matrices, we find an…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…
We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…
We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…
We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
In many computational tasks and dynamical systems, asynchrony and randomization are naturally present and have been considered as ways to increase the speed and reduce the cost of computation while compromising the accuracy and convergence…
We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…