相关论文: Reinforcement Solver for H-infinity Filter with Bo…

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…

In this paper, state and noise covariance estimation problems for linear system with unknown multiplicative noise are considered. The measurement likelihood is modelled as a mixture of two Gaussian distributions and a Student's t…

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

This paper introduces a novel (HDAG - Harmonic Detection for Auditory Gain) method for speech intelligibility enhancement in noisy scenarios. In the proposed scheme, a series of selective Gammachirp filters are adopted to emphasize the…

The optimal \(H_{\infty}\) control problem over an infinite time horizon, which incorporates a performance function with a discount factor \(e^{-\alpha t}\) (\(\alpha > 0\)), is important in various fields. Solving this optimal…

Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…

The total variation filtering technique emerges as a highly effective strategy for restoring signals with discontinuities in various parts of their structure. This study presents and implements a one-dimensional signal filtering algorithm…

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…

This paper presents a structure-preserving Bayesian approach for learning nonseparable Hamiltonian systems using stochastic dynamic models allowing for statistically-dependent, vector-valued additive and multiplicative measurement noise.…

We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing…

The problem of estimating an unknown force driving a linear oscillator is revisited. When using linear measurement, feedback is often cited as a mechanism to enhance bandwidth or sensitivity. We show that as long as the oscillator dynamics…

We study the problem of joint optimization involving coding and control policies for a controlled Markovian sytem over a finite-rate noiseless communication channel. While structural results on the optimal encoding and control have been…

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

We study finite horizon linear quadratic control with additive noise in a perturbancewise framework that unifies the classical model, a constraint embedded affine policy class, and a distributionally robust formulation with a Wasserstein…

In this paper we propose and analyse a hybrid numerical-asymptotic boundary element method for the solution of problems of high frequency acoustic scattering by a class of sound-soft nonconvex polygons. The approximation space is enriched…

This paper is aimed at extending the H-infinity Bounded Real Lemma to stochastic systems under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in entropy theoretic terms using…

This paper considers the linear inverse problem where we wish to estimate a structured signal $x$ from its corrupted observations. When the problem is ill-posed, it is natural to make use of a convex function $f(\cdot)$ that exploits the…

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Low-rank matrix completion has been studied extensively under various type of categories. The problem could be categorized as noisy completion or exact completion, also active or passive completion algorithms. In this paper we focus on…