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math.OC2025
Conditional Generative Modeling of Stochastic LTI Systems: A Behavioral Approach
Jiayun Li, Yilin Mo
This paper presents a data-driven model for Linear Time-Invariant (LTI) stochastic systems by sampling from the conditional probability distribution of future outputs given past in…
math.OC2024
Regret Analysis with Almost Sure Convergence for OBF-ARX Filter
Jiayun Li, Yiwen Lu, Yilin Mo
This paper considers the output prediction problem for an unknown Linear Time-Invariant (LTI) system. In particular, we focus our attention on the OBF-ARX filter, whose transfer fu…