相关论文: On algebraic time-derivative estimation and deadbe…

In this paper, we present an empirical balanced truncation method for nonlinear systems with linear time-invariant input vector field components. First, we define differential reachability and observability Gramians. They are matrix valued…

A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

We propose a novel decentralized mixed algebraic and dynamic state observation method for multi-machine power systems with unknown inputs and equipped with Phasor Measurement Units (PMUs). More specifically, we prove that for the…

Optimization algorithms have a rich and fundamental relationship with ordinary differential equations given by its continuous-time limit. When the cost function varies with time -- typically in response to a dynamically changing environment…

Understanding chemical mechanisms requires estimating dynamical statistics such as expected hitting times, reaction rates, and committors. Here, we present a general framework for calculating these dynamical quantities by approximating…

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Adiabatic passage employs a slowly varying time-dependent Hamiltonian to control the evolution of a quantum system along the Hamiltonian eigenstates. For processes of finite duration, the exact time evolving state may deviate from the…

We propose a coalgebraic model for constructing and reasoning about state-based protocols that implement efficient reductions among random processes. We provide basic tools that allow efficient protocols to be constructed in a compositional…

A class of random non-stationary signals termed timbre x dynamics is introduced and studied. These signals are obtained by non-linear transformations of sta-tionary random gaussian signals, in such a way that the transformation can be…

Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…

We develop a time-dependent real-space renormalization-group approach which can be applied to Hamiltonians with time-dependent random terms. To illustrate the renormalization-group analysis, we focus on the quantum Ising Hamiltonian with…

Model order reduction involves constructing a reduced-order approximation of a high-order model while retaining its essential characteristics. This reduced-order model serves as a substitute for the original one in various applications such…

This paper studies an optimization-based state estimation approach for discrete-time nonlinear systems under bounded process and measurement disturbances. We first introduce a full information estimator (FIE), which is given as a solution…

We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative properties of roots of algebraic polynomials from certain general classes. As an application, we give a new proof of a…

We deduce a procedure to apply balanced truncation to parameter-dependent differential-algebraic systems. For that we solve multiple projected Lyapunov equations for different parameter values to compute the Gramians that are required for…

This work introduces a non-intrusive model reduction approach for learning reduced models from partially observed state trajectories of high-dimensional dynamical systems. The proposed approach compensates for the loss of information due to…

In this note, we show how reconstruction schemes can have a significant impact on interpreting lattice Boltzmann simulation data. To reconstruct turbulence quantities, e.g., the kinetic energy dissipation rate and enstrophy, schemes higher…

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

We introduce and study an extension of the classical elapsed time equation in the context of neuron populations that are described by the elapsed time since the last discharge, i.e., the refractory period. In this extension we incorporate…

We consider the method of self-similar renormalization for calculating critical temperatures and critical indices. A new optimized variant of the method for an effective summation of asymptotic series is suggested and illustrated by several…