4 papers · 1 filter
A characteristic function framework for chance constraint programming in stochastic model predictive control
Yuwei Ying, Johan Löfberg, Anders Hansson
The computation of chance constraints in stochastic model predictive control is often numerically challenging due to the non-Gaussian nature of the disturbances. To overcome this p…
Informativity and Identifiability for Identification of Networks of Dynamical Systems
Anders Hansson, João Victor Galvão da Mata, Martin S. Andersen
In this paper, we show how informativity and identifiability for networks of dynamical systems can be investigated using Gröbner bases. We provide a sufficient condition for infor…
Maximum Likelihood Estimation for System Identification of Networks of Dynamical Systems
Anders Hansson, João Victor Galvão da Mata, Martin S. Andersen
This paper investigates maximum likelihood estimation for direct system identification in networks of dynamical systems. We establish that the proposed approach is both consistent…
Maximum Likelihood Estimation of Dynamic Sub-Networks with Missing Data
João Victor Galvão da Mata, Anders Hansson, Martin S. Andersen
Maximum likelihood estimation is effective for identifying dynamical systems, but applying it to large networks becomes computationally prohibitive. This paper introduces a maximum…