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For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

General Physics · Physics 2017-11-15 Nash Rochman , Sean X. Sun

This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Kaouther Moussa , Dimitri Peaucelle

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

We consider the problem of data-driven predictive control for an unknown discrete-time linear time-periodic (LTP) system of known period. Our proposed strategy generalizes both Data-enabled Predictive Control (DeePC) and Subspace Predictive…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Angel Sanchez

The study of resilient control of linear time-invariant (LTI) systems against denial-of-service (DoS) attacks is gaining popularity in emerging cyber-physical applications. In previous works, explicit system models are required to design a…

Systems and Control · Electrical Eng. & Systems 2021-10-26 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

We consider the problem of parameter estimation using weakly supervised datasets, where a training sample consists of the input and a partially specified annotation, which we refer to as the output. The missing information in the annotation…

Machine Learning · Computer Science 2012-06-22 M. Pawan Kumar , Ben Packer , Daphne Koller

We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…

Dynamical Systems · Mathematics 2016-06-08 Elena Braverman , Conall Kelly , Alexandra Rodkina

Temporal logic rules are often used in control and robotics to provide structured, human-interpretable descriptions of trajectory data. These rules have numerous applications including safety validation using formal methods, constraining…

Machine Learning · Computer Science 2025-04-29 Emi Soroka , Rohan Sinha , Sanjay Lall

We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…

Systems and Control · Computer Science 2018-04-23 Ahmet Cetinkaya , Hideaki Ishii , Tomohisa Hayakawa

This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…

Optimization and Control · Mathematics 2026-01-12 Cheng'ao Li , Ting Hou , Weihai Zhang , Feiqi Deng

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

In many applications, the integrals and derivatives of signals carry valuable information (e.g., cumulative success over a time window, the rate of change) regarding the behavior of the underlying system. In this paper, we extend the…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Ali Tevfik Buyukkocak , Derya Aksaray , Yasin Yazıcıoğlu

The increasing ease of obtaining and processing data together with the growth in system complexity has sparked the interest in moving from conventional model-based control design towards data-driven concepts. Since in many engineering…

Optimization and Control · Mathematics 2021-07-29 Juan G. Rueda-Escobedo , Emilia Fridman , Johannes Schiffer

In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This paper deals with the problem of robust dynamic output feedback stabilization of interval fractional-order linear time invariant (FO-LTI) systems with the fractional order $1\le\alpha<2$. In this study, a new formulation based on the…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Pouya Badri , Mahdi Sojoodi

The Extended Long Short-Term Memory (xLSTM) network has demonstrated strong capability in modeling complex long-term dependencies in time series data. Despite its success, the deterministic architecture of xLSTM limits its representational…

Machine Learning · Computer Science 2026-01-23 Zihao Wang , Yunjie Li , Lingmin Zan , Zheng Gong , Mengtao Zhu

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Optimization and Control · Mathematics 2016-08-02 Corentin Briat

Estimating the parameters governing the dynamics of a system is a prerequisite for its optimal control. We present a simple but powerful method that we call STEADY, for STochastic Estimation algorithm for DYnamical variables, to estimate…

Quantum Physics · Physics 2019-05-29 Stefan Krastanov , Sisi Zhou , Steven T. Flammia , Liang Jiang
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