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This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…

This paper considers the problem of linear time-invariant (LTI) system identification using input/output data. Recent work has provided non-asymptotic results on partially observed LTI system identification using a single trajectory but is…

We consider the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems, with linearly parameterised uncertainty. Assuming a region of the state space…

This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…

The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

The growing scale and complexity of safety-critical control systems underscore the need to evolve current control architectures aiming for the unparalleled performances achievable through state-of-the-art optimization and machine learning…

The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…

We address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

In the analysis and control of discrete-time linear time-invariant systems, the spectral radius of the system state matrix plays an essential role. Usually, it is assumed that system matrices are known, from which the spectral radius can be…

We present a new method for learning control law that stabilizes an unknown nonlinear dynamical system at an equilibrium point. We formulate a system identification task in a self-supervised learning setting that jointly learns a controller…

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

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…