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eess.SY2026
Joint Identification of Linear Dynamics and Noise Covariance via Distributional Estimation
Yang Hu, Na Li
In this paper, we propose a novel framework for the joint identification of system dynamics and noise covariance in linear systems, under general noise distributions beyond Gaussia…
eess.SY2024
Risk-sensitive Affine Control Synthesis for Stationary LTI Systems
Yang Hu, Shahriar Talebi, Na Li
To address deviations from expected performance in stochastic systems, we propose a risk-sensitive control synthesis method to minimize certain risk measures over the limiting stat…