In this paper we propose a new nonparametric approach to identification of linear time invariant systems using subspace methods. The nonparametric paradigm to prediction of station...
Alessandro Chiuso, Gianluigi Pillonetto, Giuseppe ...
We extend previous works on real-time estimation, via algebraic techniques, to the recovering of the switching signal and of the state for switching linear systems. We characterize...
The paper investigates the synchronization of a network of identical linear state-space models under a possibly time-varying and directed interconnection structure. The main resul...
— The paper presents a new approach to rejection of sinusoidal disturbances acting at the output of a discrete-time linear stable plant with unknown dynamics. It is assumed that ...
Abstract— We study Balanced Truncation for stochastic differential equations. In doing so, we adopt ideas from large deviations theory and discuss notions of controllability and ...