68 citations · 289 across the 51 of their papers we have counts for
6 papers · 1 filter
Estimating Models with High-Order Noise Dynamics Using Semi-Parametric Weighted Null-Space Fitting
Miguel Galrinho, Cristian R. Rojas, Hakan Hjalmarsson
Standard system identification methods often provide inconsistent estimates with closed-loop data. With the prediction error method (PEM), this issue is solved by using a noise mod…
Parametric Identification Using Weighted Null-Space Fitting
Miguel Galrinho, Cristian R. Rojas, Hakan Hjalmarsson
In identification of dynamical systems, the prediction error method using a quadratic cost function provides asymptotically efficient estimates under Gaussian noise and additional…
Sparse Iterative Learning Control with Application to a Wafer Stage: Achieving Performance, Resource Efficiency, and Task Flexibility
Tom Oomen, Cristian R. Rojas
Trial-varying disturbances are a key concern in Iterative Learning Control (ILC) and may lead to inefficient and expensive implementations and severe performance deterioration. The…
Computing monotone policies for Markov decision processes: a nearly-isotonic penalty approach
Robert Mattila, Cristian R. Rojas, Vikram Krishnamurthy +1
This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that…
An analysis of the SPARSEVA estimate for the finite sample data case
Huong Ha, James S. Welsh, Cristian R. Rojas +1
In this paper, we develop an upper bound for the SPARSEVA (SPARSe Estimation based on a VAlidation criterion) estimation error in a general scheme, i.e., when the cost function is…
Asymptotically Efficient Identification of Known-Sensor Hidden Markov Models
Robert Mattila, Cristian R. Rojas, Vikram Krishnamurthy +1
We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contributi…