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20102026
most citedTowards Efficient Maximum Likelihood Estimation of LPV-SS Models

28 citations · 98 across the 47 of their papers we have counts for

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27 papers · 1 filter

math.OC2026

Stability of input-output maps and their minimal realizations in state-linear, state-affine, LPV, and linear switched systems

Mihály Petreczky, Juan-Pablo Ortega, Florian Rossmannek +1

Stability is often assumed in learning and identification, yet it is rarely characterized directly from input--output data. We show that an input--output family admits a stable fin…

math.OC2025

On the equivalence between functionally affine LPV state-space representations and LFT models

Mihály Petreczky, Ziad Alkhoury, Guillaume Mercère

We propose a transformation algorithm for a class of Linear Parameter-Varying (LPV) systems with functional affine dependence on parameters, where the system matrices depend affine…

math.OC2024

Minimal covariance realization and system identification algorithm for a class of stochastic linear switched systems with i.i.d. switching

Elie Rouphael, Manas Mejari, Mihaly Petreczky +1

In this paper, we consider stochastic realization theory of Linear Switched Systems (LSS) with i.i.d. switching. We characterize minimality of stochastic LSSs and show existence an…

math.OC2024

Towards stochastic realization theory for Generalized Linear Switched Systems with inputs: decomposition into stochastic and deterministic components and existence and uniqueness of innovation form

Elie Rouphael, Manas Mejari, Mihaly Petreczky +1

In this paper, we study a class of stochastic Generalized Linear Switched System (GLSS), which includes subclasses of jump-Markov, piecewide-linear and Linear Parameter-Varying (LP…

math.OC2023

Minimal realizations of input-output behaviors by LPV state-space representations with affine dependency

Mihály Petreczky, Roland Tóth, Guillaume Mercère

The paper makes the first steps towards a behavioral theory of LPV state-space representations with an affine dependency on scheduling, by characterizing minimality of such state-s…

math.OC2022

Realization Theory Of Recurrent Neural ODEs Using Polynomial System Embeddings

Martin Gonzalez, Thibault Defourneau, Hatem Hajri +1

In this paper we show that neural ODE analogs of recurrent (ODE-RNN) and Long Short-Term Memory (ODE-LSTM) networks can be algorithmically embeddeded into the class of polynomial s…

math.OC2022

On minimal LPV state-space representations in innovation form: an algebraic characterization

Elie Rouphael, Mihaly Petreczky, Lotfi Belkoura

In this paper we will propose a definition of the concept of minimal state-space representations in innovation form for LPV. We also present algebraic conditions for a stochastic L…

math.OC2021★ 1 cited

Application of robust control for CSR formalization and stakeholders interest

Sana Ben Abdallah, Dhafer Saidane, Mihaly Petreczky

In this paper, we propose a new definition of sustainability that includes dynamics and equity. We propose a theoretical framework that allows finding a fair equilibrium and sustai…

math.OC2021★ 2 cited

Explicit construction of the minimum error variance estimator for stochastic LTI state-space systems

Deividas Eringis, John Leth, Zheng-Hua Tan +2

In this short article, we showcase the derivation of the optimal (minimum error variance) estimator, when one part of the stochastic LTI system output is not measured but is able t…

math.OC2020★ 2 cited

Minimality and identifiability of discrete-time SARX systems

M. Petreczky, L. Bako, S. Lecoeuche +1

The paper studies the problem of minimality and identifiability for Switched Auto-Regressive eXogenous (abbreviated by SARX) systems. We propose formal definitions of the concepts…

math.OC2019

Realization theory of recurrent neural networks and rational systems

Thibault Defourneau, Mihaly Petreczky

In this paper, we show that, under mild assumptions, input-output behavior of a continous-time recurrent neural network (RNN) can be represented by a rational or polynomial nonline…

math.OC2016

Rational observers of rational systems

Jana Nemcova, Mihaly Petreczky, Jan H. van Schuppen

Rational observers are to be constructed for rational systems while polynomial observers are to be constructed for polynomial systems. An observer synthesis procedure is formulated…

math.OC2016★ 1 cited

Minimax Observers for Linear DAEs

Sergiy Zhuk, Mihaly Petreczky

In this note we construct minimax observers for linear stationary DAEs with bounded uncertain inputs, given noisy measurements. We prove a new duality principle and show that a fin…

math.OC2016★ 1 cited

Relationship between Granger non-causality and graph structure of state-space representations

M. Jozsa, M. Petreczky, M. K. Camlibel

In this paper we present an equivalent form of Granger noncausality in state space representation. As a generalization of this result, necessary and sufficient conditions are provi…

math.OC2016

Moment matching for bilinear systems with nice selections

Mihály Petreczky, Rafael Wisniewski, John Leth

The paper develops a method for model reduction of bilinear control systems. It leans upon the observation that the input-output map of a bilinear system has a particularly simple…

math.OC2016

Realization Theory for LPV State-Space Representations with Affine Dependence

Mihály Petreczky, Roland Tóth, Guillaume Mercère

In this paper we present a Kalman-style realization theory for linear parameter-varying state-space representations whose matrices depend on the scheduling variables in an affine w…

math.OC2015★ 1 cited

An Algorithm for System Identification of a Discrete-Time Polynomial System without Inputs

Jana Němcová, Mihály Petreczky, Jan H. van Schuppen

A subalgebraic approximation algorithm is proposed to estimate from a set of time series the parameters of the observer representation of a discrete-time polynomial system without…

math.OC2014

Realization Theory of Stochastic Jump-Markov Linear Systems

Mihaly Petreczky, René Vidal

In this paper, we present a complete stochastic realization theory for stochastic jump-linear systems. We present necessary and sufficient conditions for the existence of a realiza…

math.OC2013★ 1 cited

Solutions of differential-algebraic equations as outputs of LTI systems: application to LQ control problem

Mihaly Petreczky, Sergiy Zhuk

In this paper we synthesize behavioral ideas with geometric control theory and propose a unified geometric framework for representing all solutions of a Linear Time Invariant Diffe…

math.OC2013

Infinite horizon control and minimax observer design for linear DAEs

Sergiy Zhuk, Mihaly Petreczky

In this paper we construct an infinite horizon minimax state observer for a linear stationary differential-algebraic equation (DAE) with uncertain but bounded input and noisy outpu…

math.OC2013

Local Nash Realizations

Jana Němcová, Mihály Petreczky

In this paper we investigate realization theory of a class of non-linear systems, called Nash systems. Nash systems are non-linear systems whose vector fields and readout maps are…

math.OC2013

Balanced truncation for linear switched systems

Mihaly Petreczky, Rafael Wisniewski, John Leth

In this paper, we present a theoretical analysis of the model reduction algorithm for linear switched systems. This algorithm is a reminiscence of the balanced truncation method fo…

math.OC2012★ 6 cited

Affine LPV systems: realization theory, input-output equations and relationship with linear switched systems

Mihaly Petreczky, Guillaume Mercère, Roland Tóth

We formulate a Kalman-style realization theory for discrete-time affine LPV systems. By an affine LPV system we mean an LPV system whose matrices are affine functions of the schedu…

math.OC2011

Identification of Piecewise Linear Models of Complex Dynamical Systems

Ronald L. Westra, Mihály Petreczky, Ralf L. M. Peeters

The paper addresses the realization and identification problem or a subclass of piecewise-affine hybrid systems. The paper provides necessary and sufficient conditions for existenc…