Related papers: Finite Sample Analysis of Subspace Identification …
This contribution presents a diagnosis scheme for batteries to detect and isolate internal faults in the form of small parameter changes. This scheme is based on an electrochemical reduced-order model of the battery, which allows the…
Simultaneous Input and State Estimation (SISE) enables the reconstruction of unknown inputs and internal states in dynamical systems, with applications in fault detection, robotics, and control. While various methods exist for linear…
This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…
In this paper, we address the distributed filtering and prediction of time-varying random fields represented by linear time-invariant (LTI) dynamical systems. The field is observed by a sparsely connected network of agents/sensors…
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 deals with system representations in finite-sample signal subspaces and their application to data-driven fault detection. The first part addresses concepts of finite-sample image and kernel system representations and, associated…
State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…
We propose a new system identification method, called Sign-Perturbed Sums (SPS), for constructing non-asymptotic confidence regions under mild statistical assumptions. SPS is introduced for linear regression models, including but not…
This paper deals with the error processing problem of sparse identification of nonlinear dynamical systems(SINDy) through introducing the $L_\infty$ approximation to take place of the former $L_2$ approximation. The motivation is that the…
In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approximation to the predictions for the first two moments of the…
Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…
This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…
This work is concerned with robust filtering of nonlinear sampled-data systems with and without exact discrete-time models. A linear matrix inequality (LMI) based approach is proposed for the design of robust $H_{\infty}$ observers for a…
In this paper the problem of continuous-time subspace identification for Linear Time Invariant (LTI) systems is considered and a method which directly identifies a continuous-time state-space form is proposed. First, Hermite basis functions…
Most works on joint state and unknown input (UI) estimation require the assumption that the UIs are linear; this is potentially restrictive as it does not hold in many intelligent autonomous systems. To overcome this restriction and…
Motivated by questions about dense (non-sparse) signals in high-dimensional data analysis, we study the unconditional out-of-sample prediction error (predictive risk) associated with three popular linear estimators for high-dimensional…
Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed…
Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context…
This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safety-critical…
In this document, some structured operator approximation theoretical methods for system identification of nearly eventually periodic systems, are presented. Let $\mathbb{C}^{n\times m}$ denote the algebra of $n\times m$ complex matrices.…