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This paper investigates the ability of the stochastic subspace identification technique to return a valid model from finite measurement data, its asymptotic properties as the data set becomes large, and asymptotic error bounds of the…

系统与控制 · 计算机科学 2017-06-06 Quan Li , Jeffrey T. Scruggs

With increasing share of renewables in power generation mix, system operators would need to run Optimal Power Flow (OPF) problems closer to real-time to better manage uncertainty. Given that OPF is an expensive optimization problem to…

信号处理 · 电气工程与系统科学 2020-12-22 Alex Robson , Mahdi Jamei , Cozmin Ududec , Letif Mones

Optimal power flow (OPF) is a very fundamental but vital optimization problem in the power system, which aims at solving a specific objective function (ex.: generator costs) while maintaining the system in the stable and safe operations. In…

系统与控制 · 电气工程与系统科学 2020-04-09 Yuhao Zhou , Bei Zhang , Chunlei Xu , Tu Lan , Ruisheng Diao , Di Shi , Zhiwei Wang , Wei-Jen Lee

We study the problem of policy evaluation with linear function approximation and present efficient and practical algorithms that come with strong optimality guarantees. We begin by proving lower bounds that establish baselines on both the…

机器学习 · 统计学 2022-08-16 Tianjiao Li , Guanghui Lan , Ashwin Pananjady

We prove that the ordinary least-squares (OLS) estimator attains nearly minimax optimal performance for the identification of linear dynamical systems from a single observed trajectory. Our upper bound relies on a generalization of…

机器学习 · 计算机科学 2018-05-25 Max Simchowitz , Horia Mania , Stephen Tu , Michael I. Jordan , Benjamin Recht

The Optimal Power Flow (OPF) problem is a fundamental building block for the optimization of electrical power systems. It is nonlinear and nonconvex and computes the generator setpoints for power and voltage, given a set of load demands. It…

信号处理 · 电气工程与系统科学 2019-12-04 Ferdinando Fioretto , Terrence W. K. Mak , Pascal Van Hentenryck

This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…

最优化与控制 · 数学 2025-12-17 Vito Cerone , Sophie M. Fosson , Simone Pirrera , Diego Regruto

After sixty years of quantitative biophysical modeling of neurons, the identification of neuronal dynamics from input-output data remains a challenging problem, primarily due to the inherently nonlinear nature of excitable behaviors. By…

神经元与认知 · 定量生物学 2024-02-29 Thiago B. Burghi , Maarten Schoukens , Rodolphe Sepulchre

This paper investigates the control barrier function (CBF) based safety-critical control for continuous nonlinear control affine systems using the more efficient online algorithms through time-varying optimization. The idea lies in that…

系统与控制 · 电气工程与系统科学 2023-03-21 Shengbo Wang , Shiping Wen , Yin Yang , Yuting Cao , Kaibo Shi , Tingwen Huang

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

最优化与控制 · 数学 2018-09-27 Fariba Zohrizadeh , Mohsen Kheirandishfard , Edward Quarm , Ramtin Madani

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

机器学习 · 计算机科学 2026-05-06 Cyrille Kone , Kevin Jamieson

Recently proposed orthogonal time frequency space (OTFS) modulation has been considered as a promising candidate for accommodating various emerging communication and sensing applications in high-mobility environments. In this paper, we…

信息论 · 计算机科学 2021-01-12 Shuangyang Li , Weijie Yuan , Zhiqiang Wei , Jinhong Yuan

This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…

最优化与控制 · 数学 2023-04-04 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…

最优化与控制 · 数学 2025-11-06 Lei Wang , Xin Liu , Xiaojun Chen

We consider the problem of nonlinear system identification when prior knowledge is available on the region of attraction (ROA) of an equilibrium point. We propose an identification method in the form of an optimization problem, minimizing…

最优化与控制 · 数学 2020-03-30 Mohammad Khosravi , Roy S. Smith

The goal of feature selection is to choose the optimal subset of features for a recognition task by evaluating the importance of each feature, thereby achieving effective dimensionality reduction. Currently, proposed feature selection…

机器学习 · 计算机科学 2024-02-27 Zhenxing Zhang , Jun Ge , Zheng Wei , Chunjie Zhou , Yilei Wang

We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…

信息论 · 计算机科学 2012-10-03 Tao Hu , Dmitri B. Chklovskii

Basis Function (BF) expansions are a cornerstone of any engineer's toolbox for computational function approximation which shares connections with both neural networks and Gaussian processes. Even though BF expansions are an intuitive and…

信号处理 · 电气工程与系统科学 2024-08-15 Anton Kullberg , Frida Viset , Isaac Skog , Gustaf Hendeby

We derive finite time error bounds for estimating general linear time-invariant (LTI) systems from a single observed trajectory using the method of least squares. We provide the first analysis of the general case when eigenvalues of the LTI…

系统与控制 · 计算机科学 2019-02-14 Tuhin Sarkar , Alexander Rakhlin

A new framework for nonlinear system identification is presented in terms of optimal fitting of stable nonlinear state space equations to input/output/state data, with a performance objective defined as a measure of robustness of the…

最优化与控制 · 数学 2016-11-17 Mark M. Tobenkin , Ian R. Manchester , Jennifer Wang , Alexandre Megretski , Russ Tedrake