相关论文: Near optimal finite time identification of arbitra…

We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with…

The goal of this paper is to assess the robustness of an uncertain linear time-varying (LTV) system on a finite time horizon. The uncertain system is modeled as a connection of a known LTV system and a perturbation. The input/output…

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…

We propose a methodology for performing risk-averse quadratic regulation of partially observed Linear Time-Invariant (LTI) systems disturbed by process and output noise. To compensate against the induced variability due to both types of…

We present a sample- and time-efficient differentially private algorithm for ordinary least squares, with error that depends linearly on the dimension and is independent of the condition number of $X^\top X$, where $X$ is the design matrix.…

In this paper, the parameter estimation problem for a multi-timescale adaptive threshold (MAT) neuronal model is investigated. By manipulating the system dynamics, which comprise of a non-resetting leaky integrator coupled with an adaptive…

We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the…

System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…

Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

This paper considers a finite sample perspective on the problem of identifying an LTI system from a finite set of possible systems using trajectory data. To this end, we use the maximum likelihood estimator to identify the true system and…

In this note, a novel methodology that can extract a number of analysis results for linear time-invariant systems (LTI) given only a single trajectory of the considered system is proposed. The superiority of the proposed technique relies on…

In the application of the Expectation Maximization algorithm to identification of dynamical systems, internal states are typically chosen as latent variables, for simplicity. In this work, we propose a different choice of latent variables,…

In this paper, we provide a unified analysis of temporal difference learning algorithms with linear function approximators by exploiting their connections to Markov jump linear systems (MJLS). We tailor the MJLS theory developed in the…

Resilient systems are able to recover quickly and easily from disturbed system states that might result from hazardous events or malicious attacks. In this paper a novel resilience metric for linear time invariant systems is proposed: the…

This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under…

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,…

In this paper, we study non-asymptotic deviation bounds of the least squares estimator in Gaussian AR($n$) processes. By relying on martingale concentration inequalities and a tail-bound for $\chi^2$ distributed variables, we provide a…