We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting...
详细信息
ISBN:
(数字)9798350316339
ISBN:
(纸本)9798350316346
We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is observed noisily. To recover closed-loop system parameters, we develop inference methods based on probabilistic statespace model (SSM) techniques. First, we show that the system parameters exhibit non-identifiability in the infinite-horizon from closed-loop measurements, and we provide exact and numerical methods to disentangle the parameters. Second, to improve parameter identifiability, we show that we can further enhance recovery by either (1) incorporating additional partial measurements of the control signals or (2) moving to the finitehorizon setting. We further illustrate the performance of our methodology through numerical examples.
The weak-field limit of Einstein–Cartan (EC) relativity is studied. The equations of EC theory are rewritten such that they formally resemble those of Einstein General Relativity (EGR);this allows ideas from post-New...
详细信息
High-order finite volume and finite element methods offer impressive accuracy and cost efficiency when solving hyperbolic conservation laws with smooth solutions. However, if the solution contains discontinuities, the...
详细信息
High-order finite volume and finite element methods offer impressive accuracy and cost efficiency when solving hyperbolic conservation laws with smooth solutions. However, if the solution contains discontinuities, these high-order methods can introduce unphysical oscillations and severe overshoots/undershoots. Slope limiters are an effective remedy, combating these oscillations by preserving monotonicity. Some limiters can even maintain a strict maximum principle in the numerical solution. They can be classified into one of two categories: a priori and a posteriori limiters. The former revises the high-order solution based only on data at the current time tn, while the latter involves computing a candidate solution at tn+1 and iteratively recomputing it until some conditions are satisfied. These two limiting paradigms are available for both finite volume and finite element methods. In this work, we develop a methodology to compare a priori and a posteriori limiters for finite volume solvers at arbitrarily high order. We select the maximum principle preserving scheme presented in [1, 2] as our a priori limited scheme. For a posteriori limiting, we adopt the methodology presented in [3] and search for so-called troubled cells in the candidate solution. We revise them with a robust MUSCL fallback scheme. The linear advection equation is solved in both one and two dimensions and we compare variations of these limited schemes based on their ability to maintain a maximum principle, solution quality over long time integration and computational cost. This analysis reveals a fundamental tradeoff between these three aspects. The high-order a posteriori limited solutions boast great quality at long time-scales, taking full advantage of the sharp gradients of the high-order finite volume method. However, they introduce consistent maximum principle violations. On the other hand, the high-order a priori limited solutions can preserve a strict maximum principle. Interestingly, thi
In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In part...
详细信息
We study the small-mass (overdamped) limit of Langevin equations for a particle in a potential and/or magnetic field with matrix-valued and state-dependent drift and diffusion. We utilize a bootstrapping argument to d...
详细信息
We induce virtual critical coupling in an overcoupled photonic microresonator using complex-frequency pulses. We observe efficient cavity storage as an incident pulse of time constant 138 ps suppresses the resonant tr...
详细信息
The main purpose of this research work is to apply the theory of "interval graphs" to a specific viral genome, reconstruct the sequence from the unknown-ordered fragments for possible combinations for furthe...
详细信息
ISBN:
(纸本)9781510671768
The main purpose of this research work is to apply the theory of "interval graphs" to a specific viral genome, reconstruct the sequence from the unknown-ordered fragments for possible combinations for further studies. We use the restriction digestion method to cut the chromosome into many segments with several restriction enzymes. These cut segments can be separated by agarose gel electrophoresis according to their molecular size and are not in order of the original sequence. Besides, the segments cut out by each enzyme are different, so there will be intersections (sub-segments). The method of interval graph, suggested by14, attempts to use the information at the intersection to reorganize the original sequence. We selected our own patented insect viral gene sequence and conducted research on the above-mentioned interval graph method. More specifically, the isolated recombinant baculovirus, tentatively named ABM, and the widely-used prototype of baculovirus species, which is Autographa californica multiple nucleopolyhedrovirus (AcMNPV), were used as the model system. Although the length of the insect viral genome sequence we used is relatively short as compared with the genome of organisms, this study failed to achieve the purpose of sorting by the method of interval graph. The two main reasons can be summarized as follows: First, the enzyme experiment detected multiple short segments that did not intersect with other segments, and the interval graph method could not determine their positions in the original sequence. Secondly, any "graph" is made up of vertices and edges. Representing gene sequences with interval graphs means translating segments and intersecting segments with vertices and edges. Even if the improved method was adopted, the number of vertices and edges that can be loaded by the existing hardware makes this research unable to complete all the steps of the basic interval graph construction. This paper illustrates the experimental methods, mathematic
Statistical models for spatial processes play a central role in analyses of spatial data. Yet, it is the simple, interpretable, and well understood models that are routinely employed even though, as is revealed throug...
详细信息
With the rise of artificial intelligence, many people nowadays use artificial intelligence to help solve some problems in life, and the medical field is also with the rise of artificial intelligence, many people are s...
详细信息
The general case of embedded (4,5) pairs of explicit 7-stage Runge-Kutta methods with FSAL property (a7 j = bj, 1 ≤ j ≤ 7, c7 = 1) is considered. Besides exceptional cases, the pairs form five 4-dimensional families...
详细信息
暂无评论