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作者：Dokoupil, Jakub; Vaclavek, Pavel
作者单位：Brno University of Technology
摘要：The real-time estimation of the time-varying Hammerstein system by using a noniterative learning schema is considered and extended to incorporate a matrix forgetting factor. The estimation is cast in a variational-Bayes framework to best emulate the original posterior distribution of the parameters within the set of distributions with feasible moments. The recursive concept we propose approximates the exact posterior comprising undistorted information about the estimated parameters. In many pr...
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作者：Huang, Linbin; Zhen, Jianzhe; Lygeros, John; Dorfler, Florian
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We introduce a general framework for robust data-enabled predictive control (DeePC) for linear time-invariant systems, which enables us to obtain robust and optimal control in a receding-horizon fashion based on inexact input and output data. Robust DeePC solves a min-max optimization problem to compute the optimal control sequence that is resilient to all possible realizations of the uncertainties in data within a prescribed uncertainty set. We present computationally tractable reformulations...
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作者：Sun, Youbang; Fazlyab, Mahyar; Shahrampour, Shahin
作者单位：Northeastern University; Johns Hopkins University
摘要：Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we leverage quadratic constraints and Lyapunov functions to analyze the stability and characterize the convergence rate of the MD algorithm as well as its distributed variant using semidefinite programming (SDP). For both algorithms, we consider both strongly convex and nonstrongly convex assumptions. For centralized MD and strongly c...
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作者：Huang, Elizabeth Y.; Paccagnan, Dario; Mei, Wenjun; Bullo, Francesco
作者单位：University of California System; University of California Santa Barbara; Imperial College London; Peking University
摘要：Tackling complex team problems requires understanding each team member's skills in order to devise a task assignment maximizing the team performance. This article proposes a novel quantitative model describing the decentralized process by which individuals in a team learn who has what abilities, while concurrently assigning tasks to each of the team members. In the model, the appraisal network represents team members' evaluations of one another, and each team member chooses their own workload....
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作者：Derpich, Milan S.; Yuksel, Serdar
作者单位：Universidad Tecnica Federico Santa Maria; Queens University - Canada
摘要：In this article, we study the optimality of control policies admitting certainty equivalence or separation (of estimation and control) in discrete-time stochastic control, with the following two main contributions. We first revisit the influential theorem given in the seminal 1974 paper by Bar-Shalom and Tse, which studies the equivalence between certainty equivalence (CE) and no-dual-effect (NDE) properties in discrete-time stochastic control problems involving a linear dynamic system with a ...
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作者：Hou, Tan; Li, Yuanlong; Lin, Zongli
作者单位：Shanghai Jiao Tong University; University of Virginia
摘要：Utilizing the min-composite Lyapunov function and the min-projection switching strategy, we solve the local and global stabilization problems for switched linear systems by saturated, not necessarily stabilizing individually, linear feedback laws. Sufficient conditions are derived in the form of matrix inequalities under which the closed-loop system is locally asymptotically stable with an estimate of the domain of attraction or is globally asymptotically stable. The derived conditions are sho...
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作者：Kazkl, Ertan; Saritas, Serkan; Gezici, Sinan; Yuksel, Serdar
作者单位：Queens University - Canada; Middle East Technical University; Ihsan Dogramaci Bilkent University
摘要：We consider communications through a Gaussian noise channel between an encoder and a decoder which have subjective probabilistic models on the source distribution. Although they consider the same cost function, the induced expected costs are misaligned due to their prior mismatch, which requires a game-theoretic approach. We consider two approaches: a Nash setup, with no prior commitment, and a Stackelberg solution concept, where the encoder is committed to a given announced policy a priori. W...
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作者：Paruchuri, Sai Tej; Guo, Jia; Kurdila, Andrew
作者单位：Lehigh University; University System of Georgia; Georgia Institute of Technology; Virginia Polytechnic Institute & State University
摘要：The persistence of excitation (PE) condition is sufficient to ensure parameter convergence in adaptive estimation problems. Recent results on adaptive estimation in reproducing kernel Hilbert spaces (RKHS) introduce PE conditions for RKHS. This article presents sufficient conditions for PE for the particular class of uniformly embedded RKHS defined over smooth Riemannian manifolds. This article also studies the implications of the sufficient condition in the case when the RKHS is finite or inf...
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作者：Yi, Bowen; Ortega, Romeo
作者单位：University of Sydney; Instituto Tecnologico Autonomo de Mexico
摘要：In this article, we study the conditions for convergence of the recently introduced dynamic regressor extension and mixing (DREM) parameter estimator when the extended regressor is generated using linear time-invariant filters. In particular, we are interested in relating these conditions with the ones required for convergence of the classical gradient (or least squares), namely the well-known persistent excitation (PE) requirement on the original regressor vector, phi(t) is an element of R-q,...
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作者：Nie, Yuanbo; Kerrigan, Eric C.
作者单位：Imperial College London; Imperial College London; Imperial College London
摘要：We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct collocation, the new approach alternates between minimizing and constraining the squared norm of the dynamic constraint residuals integrated along the whole solution trajectories. As a result, the method can obtain solutions of higher accuracy for the same mes...
