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We consider the problem of jointly estimating the number as well as the parameters of two-dimensional sinusoidal signals, observed in the presence of an additive colored noise field. We begin by elaborating on the least squares estimation…

Methodology · Statistics 2008-01-21 Mark Kliger , Joseph M. Francos

We propose a sequential quadratic programming (SQP) algorithm for inequality constrained optimization that is robust to the presence of bounded noise in function and derivative evaluations. We cover the case where constraint evaluations…

Optimization and Control · Mathematics 2026-04-17 Figen Oztoprak , Richard Byrd

In system identification, it is often difficult to find a physical intuition to choose a noise model structure. The importance of this choice is that, for the prediction error method (PEM) to provide asymptotically efficient estimates, the…

Systems and Control · Computer Science 2016-10-28 Niklas Everitt , Miguel Galrinho , Håkan Hjalmarsson

In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…

Numerical Analysis · Mathematics 2023-04-18 Zhaonan Dong , Moritz Hauck , Roland Maier

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

We consider a discrete-time linear quadratic Gaussian networked control setting where the (full information) observer and controller are separated by a fixed-rate noiseless channel. The minimal rate required to stabilize such a system has…

Systems and Control · Computer Science 2018-09-14 Anatoly Khina , Yorie Nakahira , Yu Su , Hikmet Yıldız , Babak Hassibi

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

Numerical Analysis · Mathematics 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint

Assessment of practical quantum information processing (QIP) remains partial without understanding limits imposed by noise. Unfortunately, mere description of noise grows exponentially with system size, becoming cumbersome even for modest…

Quantum Physics · Physics 2024-08-14 Vikesh Siddhu , John Smolin

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…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

Consider a distributed control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and…

Information Theory · Computer Science 2017-10-20 Victoria Kostina , Babak Hassibi

A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…

Optimization and Control · Mathematics 2026-03-11 Serge Gratton , Philippe L. Toint

Given black-box access to the input and output systems, we develop the first efficient quantum causal order discovery algorithm with polynomial query complexity with respect to the number of systems. We model the causal order with quantum…

Quantum Physics · Physics 2021-09-29 Ge Bai , Ya-Dong Wu , Yan Zhu , Masahito Hayashi , Giulio Chiribella

Here we present a quantum algorithm for clustering data based on a variational quantum circuit. The algorithm allows to classify data into many clusters, and can easily be implemented in few-qubit Noisy Intermediate-Scale Quantum (NISQ)…

Quantum Physics · Physics 2024-01-08 Pablo Bermejo , Roman Orus

Consider a remote estimation problem where a sensor wants to communicate the state of an uncertain source to a remote estimator over a finite time horizon. The uncertain source is modeled as an autoregressive process with bounded noise.…

Systems and Control · Computer Science 2019-02-12 Mukul Gagrani , Yi Ouyang , Mohammad Rasouli , Ashutosh Nayyar

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

While variational quantum algorithms (VQAs) have demonstrated considerable success in unconstrained optimization, their application to constrained combinatorial problems face a trade-off. Penalty-based methods, despite their circuit…

Quantum Physics · Physics 2026-03-09 Hui-Min Li , Yuan-Liang Han , Zhi-Xi Wang , Shao-Ming Fei

We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…

Quantum Physics · Physics 2017-11-07 Dominic W. Berry , Andrew M. Childs , Aaron Ostrander , Guoming Wang

Data-driven reduced order modeling of chaotic dynamics can result in systems that either dissipate or diverge catastrophically. Leveraging non-linear dimensionality reduction of autoencoders and the freedom of non-linear operator inference…

Machine Learning · Computer Science 2023-05-16 Andrey A. Popov , Renato Zanetti

Gate model quantum computers with too many qubits to be simulated by available classical computers are about to arrive. We present a strategy for programming these devices without error correction or compilation. This means that the number…

Quantum Physics · Physics 2017-03-21 E. Farhi , J. Goldstone , S. Gutmann , H. Neven