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We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…

Optimization and Control · Mathematics 2023-06-21 Wouter Jongeneel , Tobias Sutter , Daniel Kuhn

Accurate modeling of nonlinear systems is essential for reliable control, yet conventional identification methods often struggle to capture latent dynamics while maintaining stability. We propose a \textit{stable-by-design LPV neural…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Ahmet Eren Sertbaş , Tufan Kumbasar

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…

Numerical Analysis · Mathematics 2022-07-08 Nikita Zvonarev , Nina Golyandina

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the…

Dynamical Systems · Mathematics 2023-09-27 Samuel E. Otto , Gregory R. Macchio , Clarence W. Rowley

The nonlinear dynamics of a system with periodic structure can be analyzed using a square matrix. We show that because the special property of the square matrix constructed for nonlinear dynamics, we can reduce the dimension of the matrix…

Classical Physics · Physics 2018-09-11 Li Hua Yu

The state space dynamics representation is the most general approach for nonlinear systems and often chosen for system identification. During training, the state trajectory can deform significantly leading to poor data coverage of the state…

Machine Learning · Computer Science 2025-07-11 Hermann Klein , Max Heinz Herkersdorf , Oliver Nelles

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

Machine Learning · Computer Science 2020-11-19 Giorgos Mamakoukas , Orest Xherija , T. D. Murphey

Accurate state estimation is critical for optimal policy design in dynamic systems. However, obtaining true system states is often impractical or infeasible, complicating the policy learning process. This paper introduces a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Ashik E Rasul , Hyung-Jin Yoon

A quantitative definition of numerical stiffness for initial value problems is proposed. Exponential integrators can effectively integrate linearly stiff systems, but they become expensive when the linear coefficient is a matrix, especially…

Numerical Analysis · Mathematics 2023-05-23 Thoma Zoto , John C. Bowman

This paper presents a new algorithm for set-based state estimation of nonlinear discrete-time systems with bounded uncertainties. The novel method builds upon essential properties and computational advantages of constrained zonotopes (CZs)…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Brenner S. Rego , Guilherme V. Raffo , Marco H. Terra , Joseph K. Scott

Efficient structural reanalysis for high-rank modification plays an important role in engineering computations which require repeated evaluations of structural responses, such as structural optimization and probabilistic analysis. To…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Wenxiong Li , Suiyin Chen , Huan Huang

Time series forecasting remains a central challenge problem in almost all scientific disciplines. We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system using Dynamic Mode Decomposition…

Physics and Society · Physics 2021-07-13 Daniel Dylewsky , David Barajas-Solano , Tong Ma , Alexandre M. Tartakovsky , J. Nathan Kutz

Recently, a \textbf{SCHUR} method was proposed in \cite{Chu2} to solve the robust pole assignment problem in state feedback control. It takes the departure from normality of the closed-loop system matrix $A_c$ as the measure of robustness,…

Optimization and Control · Mathematics 2014-10-14 Guo Zhen-chen , Cai Yun-feng , Qian Jiang , Xu Shu-fang

In this paper, we propose a new paradigm of fault diagnosis in dynamic systems as an alternative to the well-established observer-based framework. The basic idea behind this work is to (i) formulate fault detection and isolation as…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Steven X. Ding , Linlin Li , Tianyu Liu

The paper is devoted to the solution of a weighted nonlinear least-squares problem for low-rank signal estimation, which is related to Hankel structured low-rank approximation problems. A modified weighted Gauss-Newton method, which uses…

Numerical Analysis · Mathematics 2020-12-01 N. Zvonarev , N. Golyandina

In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…

Optimization and Control · Mathematics 2019-03-29 Nicolas Gillis , Michael Karow , Punit Sharma

Learning stable dynamics from observed time-series data is an essential problem in robotics, physical modeling, and systems biology. Many of these dynamics are represented as an inputs-output system to communicate with the external…

Dynamical Systems · Mathematics 2023-01-18 Yuji Okamoto , Ryosuke Kojima

In this paper, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic…

Optimization and Control · Mathematics 2023-10-27 Shahriar Talebi , Mehran Mesbahi
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