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In this paper we propose an identification method for latent-variable graphical models associated to autoregressive (AR) Gaussian stationary processes. The identification procedure exploits the approximation of AR processes through…

Optimization and Control · Mathematics 2018-09-06 Daniele Alpago , Mattia Zorzi , Augusto Ferrante

Much recent progress has been achieved for stabilization of linear and nonlinear systems with input delays that are long and dependent on either time or the plant state---provided the dependence is known. In this paper we consider the delay…

Optimization and Control · Mathematics 2012-09-11 Nikolaos Bekiaris-Liberis , Miroslav Krstic

By developing new efficient techniques and using an appropriate fixed point theorem, we derive several new sufficient conditions for the pseudo almost periodic solutions with double measure for some system of differential equations with…

Analysis of PDEs · Mathematics 2020-03-11 Mohsen Miraoui , Dušan D. Repovš

The focus of this paper is on linear system identification in the setting where it is known that the underlying partially-observed linear dynamical system lies within a finite collection of known candidate models. We first consider the…

Optimization and Control · Mathematics 2024-04-15 Haoyuan Sun , Ali Jadbabaie

This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertainty without relying on asymptotic in data-length arguments. To…

Methodology · Statistics 2021-02-11 Mark P. Balenzuela , Adrian G. Wills , Christopher Renton , Brett Ninness

Learning the unknown causal parameters of a linear structural causal model is a fundamental task in causal analysis. The task, known as the problem of identification, asks to estimate the parameters of the model from a combination of…

Artificial Intelligence · Computer Science 2024-07-18 Julian Dörfler , Benito van der Zander , Markus Bläser , Maciej Liskiewicz

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

This paper proposes a new methodology in linear time-periodic (LTP) system identification. In contrast to previous methods that totally separate dynamics at different tag times for identification, the method focuses on imposing appropriate…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Andrea Iannelli , Mohammad Khosravi , Anilkumar Parsi , Roy S. Smith

Systems with delayed feedback can possess chaotic attractors with extremely high dimension, even if only a few physical degrees of freedom are involved. We propose a state space reconstruction from time series data of a scalar observable,…

chao-dyn · Physics 2019-08-17 Rainer Hegger , Martin J. Bünner , Holger Kantz , Antonino Giaquinta

In this paper is proposed the method of the identification of complex dynamic systems. Method can be used for the identification of linear and nonlinear complex dynamic systems for the determined or stochastic signals at the inputs and the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexander Shaydurov

Entanglement detection typically relies on linear inequalities for mean values of certain observables (entanglement witnesses), where violation indicates entanglement. We provide a general method to improve any of these inequalities for…

Quantum Physics · Physics 2007-05-23 Otfried Gühne , Norbert Lütkenhaus

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Data-driven approaches are increasingly popular for identifying dynamical systems due to improved accuracy and availability of sensor data. However, relying solely on data for identification does not guarantee that the identified systems…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Nam T. Nguyen , Juan C. Tique

We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$…

Numerical Analysis · Mathematics 2022-11-08 Michele Benzi , Chiara Faccio

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Optimization and Control · Mathematics 2013-12-30 S. Damak , M. Di Loreto , W. Lombardi , V Andrieu

Inspired by the work of Tsiamis et al. \cite{tsiamis2022learning}, in this paper we study the statistical hardness of learning to stabilize linear time-invariant systems. Hardness is measured by the number of samples required to achieve a…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Xiong Zeng , Zexiang Liu , Zhe Du , Necmiye Ozay , Mario Sznaier

The identification of Linear Time-Varying (LTV) systems from input-output data is a fundamental yet challenging ill-posed inverse problem. This work introduces a unified Bayesian framework that models the system's impulse response, $h(t,…

Machine Learning · Statistics 2026-04-01 Yaniv Shulman

This brief note complements some results regarding a recently developed technique for the stability analysis of linear time-invariant, time delay systems using the matrix Lambert W function. By means of a numeric example, it is shown that…

Optimization and Control · Mathematics 2017-08-14 Rudy Cepeda-Gomez

This paper presents a Lyapunov-Halanay method to study global asymptotic stabilization (GAS) of nonlinear retarded systems subject to large constant delays in input/output - a challenging problem due to their inherent destabilizing effects.…

Systems and Control · Electrical Eng. & Systems 2026-03-16 Xin Yu , Wei Lin

The aim of this work is to study the existence of a periodic solutions of nth-order differential equations with delay d dt x(t) + d 2 dt 2 x(t) + d 3 dt 3 x(t) + ... + d n dt n x(t) = Ax(t) + L(xt) + f (t). Our approach is based on the…

Spectral Theory · Mathematics 2017-07-26 Bahloul Rachid
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