Related papers: Hybrid Iterative Linear Quadratic Estimation: Opti…

The phase estimation algorithm is a powerful quantum algorithm with applications in cryptography, number theory, and simulation of quantum systems. We use this algorithm to simulate the time evolution of a system of two spin-1/2 particles…

State estimation for legged robots is challenging due to their highly dynamic motion and limitations imposed by sensor accuracy. By integrating Kalman filtering, optimization, and learning-based modalities, we propose a hybrid solution that…

The robustness of dynamical systems against external perturbations is crucial in engineering; however, it is often overlooked for the lack of methods for rapidly computing it. This paper proposes a novel algorithm for estimating the…

In this paper, we present a novel method for computing the optimal feedback gain of the infinite-horizon Linear Quadratic Regulator (LQR) problem via an ordinary differential equation. We introduce a novel continuous-time Bellman error,…

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

In this paper we present an improved dqds algorithm for computing all the singular values of a bidiagonal matrix to high relative accuracy. There are two key contributions: a novel deflation strategy that improves the convergence for badly…

Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochastic approximation methods, such as Kiefer-Wolfowitz (KW) and…

Deep-learning-based intelligent services have become prevalent in cyber-physical applications including smart cities and health-care. Collaborative end-edge-cloud computing for deep learning provides a range of performance and efficiency…

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Hierarchical Reinforcement Learning (HRL) exploits temporal abstraction to solve large Markov Decision Processes (MDP) and provide transferable subtask policies. In this paper, we introduce an off-policy HRL algorithm: Hierarchical Q-value…

Online nonparametric estimators are gaining popularity due to their efficient computation and competitive generalization abilities. An important example includes variants of stochastic gradient descent. These algorithms often take one…

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

Simultaneous Localization and Mapping (SLAM) algorithms perform visual-inertial estimation via filtering or batch optimization methods. Empirical evidence suggests that filtering algorithms are computationally faster, while optimization…

This paper develops an incremental learning algorithm based on quadratic inference function (QIF) to analyze streaming datasets with correlated outcomes such as longitudinal data and clustered data. We propose a renewable QIF (RenewQIF)…

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

In this note we propose a new variant of the hybrid variance-reduced proximal gradient method in [7] to solve a common stochastic composite nonconvex optimization problem under standard assumptions. We simply replace the independent…

In this paper, we consider an LQR design problem for distributed control systems. For large-scale distributed systems, finding a solution might be computationally demanding due to communications among agents. To this aim, we deal with LQR…

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…

In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…

In this paper, we develop novel accuracy and performance guarantees for optimal state estimation of general nonlinear systems (in particular, moving horizon estimation, MHE). Our results rely on a turnpike property of the optimal state…