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In this paper, we present a novel optimization algorithm designed specifically for estimating state-space models to deal with heavy-tailed measurement noise and constraints. Our algorithm addresses two significant limitations found in…

Signal Processing · Electrical Eng. & Systems 2024-11-19 Yifan Yu , Shengjie Xiu , Daniel P. Palomar

This extended abstract introduces a novel method for continuous state estimation of continuum robots. We formulate the estimation problem as a factor-graph optimization problem using a novel Gaussian-process prior that is parameterized over…

Robotics · Computer Science 2024-09-20 Spencer Teetaert , Sven Lilge , Jessica Burgner-Kahrs , Timothy D. Barfoot

We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban

The purpose of this paper is twofold. First, we use a classical method to establish Gaussian bounds of the fundamental matrix of a generalized parabolic Lam\'{e} system with only bounded and measurable coefficients. Second, we derive a…

Analysis of PDEs · Mathematics 2021-04-27 Huan Xu

An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial…

Statistical Mechanics · Physics 2009-10-31 E. Kanzieper

GMRES is a popular Krylov subspace method for solving linear systems of equations involving a general non-Hermitian coefficient matrix. The conventional bounds on GMRES convergence involve polynomial approximation problems in the complex…

Numerical Analysis · Mathematics 2022-09-07 Mark Embree

In this paper, we consider the problem of blind estimation of states and topology (BEST) in power systems. We use the linearized DC model of real power measurements with unknown voltage phases (i.e. states) and an unknown admittance matrix…

Information Theory · Computer Science 2019-03-27 Sivan Grotas , Yair Yakoby , Idan Gera , Tirza Routtenberg

We derive a bound on the precision of state estimation for finite dimensional quantum systems and prove its attainability in the generic case where the spectrum is non-degenerate. Our results hold under an assumption called local asymptotic…

Quantum Physics · Physics 2019-05-09 Yuxiang Yang , Giulio Chiribella , Masahito Hayashi

Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev , Dmitri E. Kvasov , Falah M. H. Khalaf

The focus is on a model reduction framework for parameterized elliptic eigenvalue problems by a reduced basis method. In contrast to the standard single output case, one is interested in approximating several outputs simultaneously, namely…

Numerical Analysis · Mathematics 2016-03-03 Thomas Horger , Barbara Wohlmuth , Thomas Dickopf

Finite-state abstractions are widely studied for the automated synthesis of correct-by-construction controllers for stochastic dynamical systems. However, existing abstraction methods often lead to prohibitively large finite-state models.…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

This paper presents an abstraction-refinement method to synthesize control inputs for a discrete-time piecewise linear system. The controlled system behavior satisfies a finite-word linear-time temporal objective while incurring minimal…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Pavithra Prabhakar

Biological systems are often modelled at different levels of abstraction depending on the particular aims/resources of a study. Such different models often provide qualitatively concordant predictions over specific parametrisations, but it…

Machine Learning · Statistics 2016-05-10 Giulio Caravagna , Luca Bortolussi , Guido Sanguinetti

Software model checkers based on under-approximations and SMT solvers are very successful at verifying safety (i.e. reachability) properties. They combine two key ideas -- (a) "concreteness": a counterexample in an under-approximation is a…

Logic in Computer Science · Computer Science 2013-06-11 Anvesh Komuravelli , Arie Gurfinkel , Sagar Chaki , Edmund M. Clarke

This note summarizes the optimization formulations used in the study of Markov decision processes. We consider both the discounted and undiscounted processes under the standard and the entropy-regularized settings. For each setting, we…

Optimization and Control · Mathematics 2020-12-18 Lexing Ying , Yuhua Zhu

We address the problem of autonomous tracking and state estimation for marine vessels, autonomous vehicles, and other dynamic signals under a (structured) sparsity assumption. The aim is to improve the tracking and estimation accuracy with…

Methodology · Statistics 2021-06-01 Rui Gao , Simo Särkkä , Rubén Claveria-Vega , Simon Godsill

This paper addresses the following verification task: Given a graph transformation system and a class of initial graphs, can we guarantee (non-)reachability of a given other class of graphs that characterizes bad or erroneous states? Both…

Logic in Computer Science · Computer Science 2025-04-14 Barbara König , Arend Rensink , Lara Stoltenow , Fabian Urrigshardt

On a weakly Blackwell space we show how to define a Markov chain approximating problem, for the target problem. The approximating problem is proved to converge to the optimal reduced problem under different pseudometrics. A computational…

Probability · Mathematics 2009-01-14 Giacomo Aletti , Diane Saada

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

We study general (not necessarily Hamiltonian) first-order symmetric system $J y'-B(t)y=\D(t) f(t)$ on an interval $\cI=[a,b) $ with the regular endpoint $a$ and singular endpoint $b$. It is assumed that the deficiency indices $n_\pm(\Tmi)$…

Functional Analysis · Mathematics 2014-03-18 Vadim Mogilevskii
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