Related papers: Arbitrary matrix coefficient assignment for block …
In this paper we show that the empirical eigenvalue distribution of any sample covariance matrix generated by independent copies of a stationary regular sequence has a limiting distribution depending only on the spectral density of the…
The block Kaczmarz method and its variants are designed for solving the over-determined linear system. They involve iteratively projecting the current point onto the solution space of a subset of constraints. In this work, by alternately…
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…
This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…
This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…
This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a…
The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…
This paper considers the data-driven stabilization of linear boundary controlled parabolic PDEs by making use of the Koopman operator. For this, a Koopman eigenstructure assignment problem is solved, which amounts to determine a feedback of…
The arc-length continuation framework is used for the design of state feedback control laws that enable a microscopic simulator trace its own open-loop coarse bifurcation diagram. The steering of the system along solution branches is…
In large process control systems it frequently becomes desirable to establish feedback relationships that were not anticipated during the design phase of the project. The "Generic Lock" architecture discussed in this paper makes it possible…
The problem of optimizing affine feedback laws that explicitly steer the mean and covariance of an uncertain system state in the presence of a Gaussian random field is considered. Spatially-dependent disturbances are successively…
Our goal is to find a matrix model with $BMS_3$ constraints built in. These constraints are imposed through Loop equations. We solve them using a free field realisation of the algebra and write down the partition function in eigenvalue…
We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…
Eigenvalues of a density matrix characterize well the quantum state's properties, such as coherence and entanglement. We propose a simple method to determine all the eigenvalues of an unknown density matrix of a finite-dimensional system in…
The set of covariance matrices of a continuous-variable quantum system with a finite number of degrees of freedom is a strict subset of the set of real positive-definite matrices due to Heisenberg's uncertainty principle. This has the…
Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…
The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…
The paper addresses the exact linearization of flat nonlinear discrete-time systems by generalized static or dynamic feedbacks which may also depend on forward-shifts of the new input. We first investigate the question which forward-shifts…
This note studies the robust output feedback stabilization problem of a class of multi-input multi-output invertible nonlinear systems, for which an "ideal" state feedback based on feedback linearization can be designed under certain mild…
This paper studies a stabilization problem for linear MIMO systems subject to external perturbation that further requires the closed-loop system render a specified gain from the external perturbation to the output. The problem arises from…