相关论文: On the Relation between Discrete and Continuous-ti…
We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
We consider estimation and inference in a linear model with endogenous regressors where the parameters of interest change across two samples. If the first-stage is common, we show how to use this information to obtain more efficient…
Automated code instrumentation, i.e. the insertion of measurement hooks into a target application by the compiler, is an established technique for collecting reliable, fine-grained performance data. The set of functions to instrument has to…
The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…
Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical…
Continuous limits of discrete systems with long-range interactions are considered. The map of discrete models into continuous medium models is defined. A wide class of long-range interactions that give the fractional equations in the…
The aim of this paper is to develop estimation and inference methods for the drift parameters of multivariate L\'evy-driven continuous-time autoregressive processes of order $p\in\mathbb{N}$. Starting from a continuous-time observation of…
We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…
This paper deals with the problem of finite-time learning for unknown discrete-time nonlinear systems' dynamics, without the requirement of the persistence of excitation. Two finite-time concurrent learning methods are presented to…
Unlike for Linear Time-Invariant (LTI) systems, for nonlinear systems, there exists no general framework for systematic convex controller design which incorporates performance shaping. The Linear Parameter-Varying (LPV) framework sought to…
The dissipativity framework is widely used to analyze stability and performance of nonlinear systems. By embedding nonlinear systems in an LPV representation, the convex tools of the LPV framework can be applied to nonlinear systems for…
This paper investigates a class of generalized inverse mixed variational inequality problems (GIMVIPs), which consist in finding a vector $\overline{w}\in \R^d$ such that \[ F(\bar w)\in \Omega \quad \text{and} \quad \langle h(\bar w),…
High-performance computing trends towards many-core systems are expected to continue over the next decade. As a result, parallel-in-time methods, mathematical formulations which exploit additional degrees of parallelism in the time…
A systematic procedure to synthesize interval observers for nonlinear discrete-time systems is proposed. The feedback gains and other matrices are found from the solutions to semidefinite feasibility programs. Two cases are considered: (1)…
Nonlinear systems of affine control inputs overarch many sensor fusion instances. Analyzing whether a state variable in such a nonlinear system can be estimated (i.e., observability) informs better estimator design. Among the research on…
Taking insight from the theory of general relativity, where space and time are treated on the same footing, we develop a novel geometric variational discretization for second order initial value problems (IVPs). By discretizing the dynamics…
The inversion of a Levy measure was first introduced (under a different name) in Sato 2007. We generalize the definition and give some properties. We then use inversions to derive a relationship between weak convergence of a Levy process to…
A novel procedure for the online identification of a class of discrete-time switched linear systems, which simultaneously estimates the parameters and switching manifolds of the systems, is proposed in this paper. Firstly, to estimate the…
Recent years have seen substantial advances in our understanding of high-dimensional ridge regression, but existing theories assume that training examples are independent. By leveraging techniques from random matrix theory and free…