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In this paper, we develop a system identification algorithm to identify a model for unknown linear quantum systems driven by time-varying coherent states, based on empirical single-shot continuous homodyne measurement data of the system's…
In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is a unnormalized probability density function of the filter…
The identifiability analysis of linear Ordinary Differential Equation (ODE) systems is a necessary prerequisite for making reliable causal inferences about these systems. While identifiability has been well studied in scenarios where the…
We address the problem of state estimation and attack isolation for general discrete-time nonlinear systems when sensors are corrupted by (potentially unbounded) attack signals. For a large class of nonlinear plants and observers, we…
Suppose $X$ is a multidimensional diffusion process. Assume that at time zero the state of $X$ is fully observed, but at time $T>0$ only linear combinations of its components are observed. That is, one only observes the vector $L X_T$ for a…
The author studies the Cramer-Rao type bound by a linear programming approach. By this approach, he found a necessary and sufficient condition that the Cramer-Rao type bound is attained by a random measurement. In a spin 1/2 system, this…
This paper develops a data-driven stabilization method for continuous-time linear time-invariant systems with theoretical guarantees and no need for signal derivatives. The framework, based on linear matrix inequalities (LMIs), is…
This paper deals with the problem of providing a data-driven solution to the local stabilization of linear systems subject to input saturation. After presenting a model-based solution to this well-studied problem, a systematic method to…
We study a discrete-time random feature method for nonlinear, time-dependent partial differential equations. In contrast to continuous-time formulations that treat time as an additional input variable, the method advances the solution step…
This paper considers discrete-time switched systems under dwell-time switching and in the presence of saturation nonlinearity. Based on Multiple Lyapunov Functions and using polytopic representation of nested saturation functions, a…
While reachability analysis is one of the most promising approaches for formal verification of dynamic systems, a major disadvantage preventing a more widespread application is the requirement to manually tune algorithm parameters such as…
In practical applications, the efficacy of a control algorithm relies critically on the accurate knowledge of the parameters and states of the underlying system. However, obtaining these quantities in practice is often challenging. Adaptive…
This study is concerned with the problem of partial state estimation for linear time-invariant (LTI) distributed state-space systems. A necessary and sufficient condition is established in terms of a simple rank criterion involving the…
Diffusion models have achieved great success in generating high-dimensional samples across various applications. While the theoretical guarantees for continuous-state diffusion models have been extensively studied, the convergence analysis…
The measurability by means of continuous measurements, of an observable $\A(t_0)$, at an instant, and of a time averaged observable, $\bar \A=1/T\int \A(t')dt'$, is examined for linear and in particular for non-linear quantum mechanical…
Time-invariant finite-dimensional systems, under reasonable continuity assumptions, exhibit the property that if solutions exist for all future times, the set of vectors reachable from a bounded set of initial conditions over bounded time…
Motivated by a condition monitoring application arising from subsea engineering we derive a novel, scalable approach to detecting anomalous mean structure in a subset of correlated multivariate time series. Given the need to analyse such…
We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system. Several recent papers have conducted a non-asymptotic…
This paper concerns the problem of adaptive output regulation for multivariable nonlinear systems in normal form. We present a regulator employing an adaptive internal model of the exogenous signals based on the theory of nonlinear…
Consider a discrete dynamical system given by a square matrix $M \in \mathbb{Q}^{d \times d}$ and a starting point $s \in \mathbb{Q}^d$. The orbit of such a system is the infinite trajectory $\langle s, Ms, M^2s, \ldots\rangle$. Given a…