相关论文: Stable Linear System Identification with Prior Kno…

This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…

We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…

We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…

Accurate modeling of spatiotemporal dynamics is crucial to understanding complex phenomena across science and engineering. However, this task faces a fundamental challenge when the governing equations are unknown and observational data are…

In this paper, we develop a system identification algorithm to identify a model for unknown linear quantum systems driven by time-varying coherent states, based on empirical single-shot continuous homodyne measurement data of the system's…

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

In recent years, nonlinear dynamic system identification using artificial neural networks has garnered attention due to its broad potential applications across science and engineering. However, purely data-driven approaches often struggle…

Recent studies have revealed that neural combinatorial optimization (NCO) has advantages over conventional algorithms in many combinatorial optimization problems such as routing, but it is less efficient for more complicated optimization…

This paper develops an asymptotically efficient recursive identification algorithm for autoregressive systems with exogenous inputs under one-bit communications. In particular, the proposed method asymptotically achieves the Cramer-Rao…

In this paper, we develop a method for solving the problem of minimizing the $H^2$ error norm between the transfer functions of original and reduced systems on the set of stable matrices and two Euclidean spaces. That is, we develop a…

Most existing works on optimal filtering of linear time-invariant (LTI) stochastic systems with arbitrary unknown inputs assume perfect knowledge of the covariances of the noises in the filter design. This is impractical and raises the…

Learning how complex dynamical systems evolve over time is a key challenge in system identification. For safety critical systems, it is often crucial that the learned model is guaranteed to converge to some equilibrium point. To this end,…

We introduce Riemannian Lyapunov Optimizers (RLOs), a family of optimization algorithms that unifies classic optimizers within one geometric framework. Unlike heuristic improvements to existing optimizers, RLOs are systematically derived…

This work proposes a detectability condition for linear time-varying systems based on the exponential dichotomy spectrum. The condition guarantees the existence of an observer, whose gain is determined only by the unstable modes of the…

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

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…

Transformers and linear state space models can be evaluated in parallel on modern hardware, but evaluating nonlinear RNNs appears to be an inherently sequential problem. Recently, however, Lim et al. '24 developed an approach called DEER,…

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…