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Linear Time-Varying Parameter Estimation: Maximum A Posteriori Approach via Semidefinite ProgrammingVakili, S. (author), Khosravi, M. (author), Mohajerin Esfahani, P. (author), Mazo, M. (author)We study the problem of identifying a linear time-varying output map from measurements and linear time-varying system states, which are perturbed with Gaussian observation noise and process uncertainty, respectively. Employing a stochastic model as prior knowledge for the parameters of the unknown output map, we reconstruct their estimates...journal article 2024
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Ghanipoor, Farhad (author), Murguia, Carlos (author), Mohajerin Esfahani, P. (author), van de Wouw, Nathan (author)This paper addresses the problem of robust process and sensor fault reconstruction for nonlinear systems. The proposed method augments the system dynamics with an approximated internal linear model of the combined contribution of known nonlinearities and unknown faults - leading to an approximated linear model in the augmented state. We...journal article 2023
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Sharifi Kolarijani, M.A. (author), Mohajerin Esfahani, P. (author)We propose two novel numerical schemes for the approximate implementation of the dynamic programming (DP) operation concerned with finite-horizon optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms involve discretization of the state and input spaces and are based on an alternative path that solves the...journal article 2023
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Dong, J. (author), Sharifi K., Arman (author), Mohajerin Esfahani, P. (author)We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a bank of filters, and (ii) the introduction of a residual/threshold-based diagnosis rule. We develop an...journal article 2023
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Zattoni Scroccaro, P. (author), Sharifi K., Arman (author), Mohajerin Esfahani, P. (author)In the past few years, online convex optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this article, we propose new step-size rules and OCO algorithms that simultaneously exploit gradient predictions, function predictions and dynamics,...journal article 2023
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Nguyen, Viet Anh (author), Shafieezadeh-Abadeh, Soroosh (author), Kuhn, Daniel (author), Mohajerin Esfahani, P. (author)We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a statistician choosing an estimator—that is, a measurable function of the observation—and a fictitious adversary...journal article 2023
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Hajee, Bram (author), Wisse, Kees (author), Mohajerin Esfahani, P. (author)Multi-sensor networks are becoming more and more popular in order to assess the post-occupancy performance of smart buildings, since they enable continuous monitoring with a high spatial resolution of the occupancy, thermal comfort and indoor air quality. An urgent, but poorly attended topic in this field is the automated detection of sensor...conference paper 2022
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Lavaei, Abolfazl (author), Mohajerin Esfahani, P. (author), Zamani, Majid (author)In this work, we propose a data-driven approach for the stability analysis of discrete-time homogeneous nonlinear systems with unknown models. The proposed framework is based on constructing Lyapunov functions via a set of data, collected from trajectories of unknown systems, while providing an a-priori guaranteed confidence on the stability of...conference paper 2022
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Ghanipoor, Farhad Ghanipoor (author), Murguia, Carlos (author), Mohajerin Esfahani, P. (author), van de Wouw, Nathan (author)In this paper, we present a methodology for actuator and sensor fault estimation in nonlinear systems. The method consists of augmenting the system dynamics with an approximated ultra-local model (a finite chain of integrators) for the fault vector and constructing a Nonlinear Unknown Input Observer (NUIO) for the augmented dynamics. Then, fault...conference paper 2022
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Van der Ploeg, Chris (author), Alirezaei, Mohsen (author), Van De Wouw, Nathan (author), Mohajerin Esfahani, P. (author)In this article, we propose a tractable nonlinear fault estimation filter along with explicit performance bounds for a class of linear dynamical systems in the presence of both additive and nonlinear multiplicative faults. We consider the case, where both faults may occur simultaneously and through an identical dynamical relationship, a...journal article 2022
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van Lagen, G. (author), Abraham, E. (author), Mohajerin Esfahani, P. (author)This article proposes an active fault isolation method for application to water distribution networks (WDNs) to localize leaks. The method relies on the classification of observed outputs to a discrete set of hypothetical faults. Due to parametric uncertainties, the outputs are random vectors that follow unknown probability distribution...journal article 2022
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Pan, K. (author), Palensky, P. (author), Mohajerin Esfahani, P. (author)The main objective of this article is to develop scalable dynamic anomaly detectors with high-fidelity simulators of power systems. On the one hand, models in high-fidelity simulators are typically 'intractable' if one opts to describe them in a mathematical formulation in order to apply existing model-based approaches from the anomaly...journal article 2022
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van der Ploeg, Chris (author), Silvas, Emilia (author), van de Wouw, Nathan (author), Mohajerin Esfahani, P. (author)Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise, or varying system dynamics, such estimation is even more challenging. To address this challenge, this letter proposes a novel filter to estimate multiple fault signals for a class of discrete-time linear...journal article 2022
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Akhtar, Syed Adnan (author), Sharifi K., Arman (author), Mohajerin Esfahani, P. (author)We present a learning method to learn the mapping from an input space to an action space, which is particularly suitable when the action is an optimal decision with respect to a certain unknown cost function. We use an inverse optimization approach to retrieve the cost function by introducing a new loss function and a new hypothesis class of...journal article 2022
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Sarafraz, Mohammad Saeed (author), Proskurnikov, Anton V. (author), Tavazoei, Mohammad Saleh (author), Mohajerin Esfahani, P. (author)In this article, we investigate the problem of practical output regulation, i.e., to design a controller that brings the system output in the vicinity of a desired target value while keeping the other variables bounded. We consider uncertain systems that are possibly nonlinear and the uncertainty of their linear parts is modeled element wise...journal article 2022
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Nguyen, Viet Anh (author), Kuhn, Daniel (author), Mohajerin Esfahani, P. (author)We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a p-dimensional Gaussian random vector from n independent samples. The proposed model minimizes the worst case (maximum) of Stein’s loss across all normal reference distributions within a...journal article 2022
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Sharifi Kolarijani, M.A. (author), Max, G.F. (author), Mohajerin Esfahani, P. (author)In this study, we consider the infinite-horizon, discounted cost, optimal control of stochastic nonlinear systems with separable cost and constraints in the state and input variables. Using the linear-time Legendre transform, we propose a novel numerical scheme for implementation of the corresponding value iteration (VI) algorithm in the...conference paper 2021
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Sharifi Kolarijani, M.A. (author), Proskurnikov, Anton V. (author), Mohajerin Esfahani, P. (author)In this article, we study the nonlinear Fokker-Planck (FP) equation that arises as a mean-field (macroscopic) approximation of bounded confidence opinion dynamics, where opinions are influenced by environmental noises and opinions of radicals (stubborn individuals). The distribution of radical opinions serves as an infinite-dimensional...journal article 2021
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Gravell, Benjamin J. (author), Mohajerin Esfahani, P. (author), Summers, Tyler H. (author)Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control design. Specifically, we examine a multiplicative noise framework which models the inherent uncertainty and...journal article 2021
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Dong, J. (author), Sharifi K., Arman (author), Mohajerin Esfahani, P. (author)In this paper, we propose an approach to detect mode transitions and to isolate active modes in discrete-time, switched affine systems. The proposed approach is in particular constructed for systems in which the controller is oblivious of the switching signal. The diagnosis approach consists of two main parts: construction of a bank of output...conference paper 2021