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While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

This paper considers a bi-level discrete-time control framework with real-time constraints, consisting of several local controllers and a central controller. The objective is to bridge the gap between the online convex optimization and…

Optimization and Control · Mathematics 2017-02-21 Andrey Bernstein

This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Kaito Ito , Taira Tsuchiya

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…

Optimization and Control · Mathematics 2021-01-27 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

We provide algorithmically verifiable necessary and sufficient conditions for fundamental system theoretic properties of discrete time linear systems subject to data losses. More precisely, the systems in our modeling framework are subject…

Optimization and Control · Mathematics 2016-09-20 Raphael M. Jungers , W. P. M. H. Heemels , Atreyee Kundu

Nonlinear systems of affine control inputs overarch many sensor fusion instances. Analyzing whether a state variable in such a nonlinear system can be estimated (i.e., observability) informs better estimator design. Among the research on…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Jianzhu Huai , Yukai Lin , Yujia Zhang

In this paper, a concurrent learning based adaptive observer is developed for a class of second-order nonlinear time-invariant systems with uncertain dynamics. The developed technique results in simultaneous online state and parameter…

Systems and Control · Electrical Eng. & Systems 2024-12-06 Rushikesh Kamalapurkar

Dynamical systems, for instance in model predictive control, often contain unknown parameters, which must be determined during system operation. Online or on-the-fly parameter identification methods are therefore necessary. The challenge of…

Optimization and Control · Mathematics 2021-04-05 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen

This paper investigates the data-driven predictive control problems for a class of continuous-time industrial processes with completely unknown dynamics. The proposed approach employs the data-driven technique to get the system matrices…

Optimization and Control · Mathematics 2020-12-08 Yuanqiang Zhou , Dewei Li , Yugeng Xi

Online monitoring aims to evaluate or to predict, at runtime, whether or not the behaviors of a system satisfy some desired specification. It plays a key role in safety-critical cyber-physical systems. In this work, we propose a new…

Systems and Control · Electrical Eng. & Systems 2023-11-10 Xinyi Yu , Weijie Dong , Xiang Yin , Shaoyuan Li

The fundamental lemma from behavioral systems theory yields a data-driven non-parametric system representation that has shown great potential for the data-efficient control of unknown linear and weakly nonlinear systems, even in the…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Ellmaier , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Online system identification is the estimation of parameters of a dynamical system, such as mass or friction coefficients, for each measurement of the input and output signals. Here, the nonlinear stochastic differential equation of a…

Machine Learning · Computer Science 2021-06-18 Wouter M Kouw

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

For constrained linear systems with bounded disturbances and parametric uncertainty, we propose a robust adaptive model predictive control strategy with online parameter estimation. Constraints enforcing persistently exciting closed loop…

Optimization and Control · Mathematics 2023-03-08 Xiaonan Lu , Mark Cannon

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Travis E. Gibson , Sawal Acharya

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang