arXiv subjects

Matthias A. Müller

Publications and source records attributed to Matthias A. Müller.

At least 19 recordsLinked to original sources

arXiv2026

On asymptotic stability of the time-varying Kalman filter for unstabilizable linear systems: an optimization perspective

This paper establishes the necessary and sufficient conditions for asymptotic stability of the time-varying Kalman filter applied to a linear time invariant system with semidefinite initial state covariance and positive definite process and measurement noise. Rather than analyze the discrete Riccati equation as in the classic literature, the equivalent state smoothing optimization problem is stated and all results are established using properties of this optimization problem. A Lyapunov-like function, termed a modified $Q$-function is derived and used for this analysis. This optimization approach removes the need for the classic but cumbersome Riccati iteration algebra and provides better generalization and application for nonlinear systems.

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arXiv2026

Turnpike properties in nonlinear system identification

We analyze the problem of learning general discrete-time nonlinear state-space models using the simulation error minimization (SEM) method. In this setting, model parameters are typically learned by minimizing the mismatch between simulated and measured outputs over a training dataset, or shorter subsequences extracted from it. Specifically, we study the cumulative output turnpike property of the underlying SEM optimization problem, which requires optimal output sequences emanating from a fixed initial state to approach and remain close to an optimal output sequence of the corresponding SEM problem with free initial state. In the presence of non-unique optimal output sequences---as may arise, for instance, in fully black-box system identification using neural networks---the property is formulated with respect to the closest such sequence. Turnpike behavior is generally desirable in practice, as it provides a theoretical justification for employing computationally more tractable SEM formulations with fixed initial states while ensuring that their optimal output sequences remain close to unconstrained optimal ones. Under a mild reachability condition, we establish equivalence between the cumulative turnpike property, coercivity of the value function, and a tailored notion of strict dissipativity. We additionally introduce a cardinality turnpike property and show that it is strictly weaker than the cumulative notion. Finally, we establish sufficient conditions for turnpike behavior based on incremental output stability, convexity of the stage cost, and a suitable optimality condition, and illustrate the theory by means of a numerical example.

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arXiv2026

Robust stability of event-triggered nonlinear moving horizon estimation

In this work, we propose an event-triggered moving horizon estimation (ET-MHE) scheme for the remote state estimation of general nonlinear systems. In the presented method, whenever an event is triggered, a single measurement is transmitted and the nonlinear MHE optimization problem is subsequently solved. If no event is triggered, the current state estimate is updated using an open-loop prediction based on the system dynamics. Moreover, we introduce a novel event-triggering rule under which we demonstrate robust global exponential stability of the ET-MHE scheme, assuming a suitable detectability condition is met. In addition, we show that with the adoption of a varying horizon length, a tighter bound on the estimation error can be achieved. Finally, we validate the effectiveness of the proposed method through two illustrative examples.

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arXiv2026

Sample-based detectability and moving horizon state estimation of continuous-time systems

In this paper we propose a detectability condition for nonlinear continuous-time systems with irregular/infrequent output measurements, namely a sample-based version of incremental integral input/output-to-state stability (i-iIOSS). We provide a sufficient condition for an i-iIOSS system to be sample-based i-iIOSS. This condition is also exploited to analyze the relationship between sample-based i-iIOSS and sample-based observability for linear systems, such that previously established sampling strategies for linear systems can be used to guarantee sample-based i-iIOSS. Furthermore, we present a sample-based moving horizon estimation scheme, for which robust stability can be shown. Finally, we illustrate the applicability of the proposed estimation scheme through a biomedical simulation example.

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arXiv2026

Robust and efficient data-driven predictive control

We propose a robust and efficient data-driven predictive control (eDDPC) scheme which is more sample efficient (requires less offline data) compared to existing schemes, and is also computationally efficient. This scheme employs a recently proposed data-based representation of linear time-invariant (LTI) systems as a predictor. Such a representation serves as an alternative to Hankel-based predictors obtained from, e.g., the so-called fundamental lemma, and can be derived by exploiting the kernel structure of shallow Hankel matrices of data. This allows for application of our proposed scheme using very short (and potentially irregularly measured) noisy input-output data, the amount of which is independent of the prediction horizon. To account for measurement noise, we provide a novel result that quantifies the uncertainty between the true (unknown) restricted behavior of the system and the estimated one from noisy data. Furthermore, we show that the robust eDDPC scheme is recursively feasible and that the resulting closed-loop system is practically exponentially stable. Finally, we compare the performance of this scheme to existing ones on a case study of a four tank system.

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arXiv2026

Notes on data-driven output-feedback control of linear MIMO systems

Recent works have approached the data-driven design of dynamic output-feedback controllers for discrete-time LTI systems by constructing non-minimal state vectors composed of past inputs and outputs. Depending on the system's complexity (order $n$, lag $\ell$ and number of outputs $p$), it was observed in several works that such an approach presents significant limitations. In particular, many works require to restrict the class of LTI systems to those satisfying the relation $p\ell=n$. In this note, we show how to address the general MIMO case (for which $p\ell\geq n$ in general) by constructing an alternative non-minimal state vector from data. Different from the existing literature, our method guarantees the satisfaction of certain rank conditions when the system is persistently excited, thereby facilitating the direct data-driven dynamic output-feedback control of MIMO systems by applying methods that were originally developed for the input-state data setting.

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arXiv2026

Local Observability and Moving Horizon Estimation-based Training of Feedforward Neural Networks

In this paper, we propose a moving horizon estimation (MHE)-based training method for feedforward neural networks (FNNs) with rectified linear unit (ReLU) activation functions to determine their ideal weights from a control-theoretic perspective. This allows for a rigorous theoretical analysis of the trained network. First, we reformulate the FNN as a dynamical system with the weights as states. Then, we investigate the local observability of such a system. For two-layer FNNs with fixed output weights, we derive a sufficient condition under which the observability rank condition holds, ensuring a locally observable state. We also show that multi-layer FNNs in general fail to satisfy the observability rank condition. Based on this analysis, we develop a persistently exciting (PE) input design method, which renders a state distinguishable from its neighbors. The resulting local observability provides convergence guarantees for the proposed MHE-based training, where only the projection of the state onto the observable subspace is updated using a fixed-length window of input-output data. The effectiveness of the approach is illustrated via numerical examples.

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arXiv2026

Beyond Shrinkage: Foundations of Data-Driven Control for Piecewise Affine Systems

Data-enabled predictive control (DeePC) has recently attracted attention as a promising approach for controlling systems directly from raw data, without requiring an explicit identification step. However, DeePC has not yet been extended to piecewise affine (PWA) systems, despite their extensive use in the (predictive) control literature and their universal approximation capabilities. To address this gap, in this work, we lay the foundations for data-enabled predictive control of PWA systems, providing: $(i)$ their behavioral characterization; $(ii)$ an extension of Willems' Fundamental Lemma to represent their behavior from raw data; $(iii)$ an analysis of the coherence of DeePC strategies using a linear predictor and shrinkage regularizers; and $(iv)$ a study of the impact of misclassification errors on structuring data for prediction. Our theoretical findings are validated by numerical results on a simple example, emphasizing the need to extend beyond a regularized version of the foundational DeePC framework to design control actions that are both effective and coherent with a PWA system's behavior, thus ensuring the controller's explainability.

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arXiv2026

Data-Based Control of Continuous-Time Linear Systems with Performance Specifications

The design of direct data-based controllers has become a fundamental part of control theory research in the last few years. In this paper, we consider three classes of data-based state feedback control problems for linear systems. These control problems are such that, besides stabilization, some additional performance requirements must be satisfied. First, we formulate and solve a trajectory-reference control problem, on which desired closed-loop trajectories are known and a controller that allows the system to closely follow those trajectories is computed. Then, the solution of the LQR problem for continuous-time systems is presented. Finally, we consider the case in which the precise position of the desired poles of the closed-loop system is known, and introduce a data-based variant of a robust pole-placement procedure. The applicability of the proposed methods is tested using numerical simulations.

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arXiv2026

On Data-based Nash Equilibria in LQ Nonzero-sum Differential Games

This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data from the multiagent system. Then, a stochastic formulation of the game is considered, where each agent measures a different noisy output signal and state observers must be designed for each player. It is shown that the proposed data-based solutions of these games are equivalent to known model-based procedures. The resulting data-based solutions are validated in a numerical experiment.

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arXiv2026

Estimating Hormone Concentrations in the Pituitary-Thyroid Feedback Loop from Irregularly Sampled Measurements

Model-based control techniques have recently been investigated for the recommendation of medication dosages to address thyroid diseases. These techniques often rely on knowledge of internal hormone concentrations that cannot be measured from blood samples. Moreover, the measurable concentrations are typically only obtainable at irregular sampling times. In this work, we empirically verify a notion of sample-based detectability that accounts for irregular sampling of the measurable concentrations on two pituitary-thyroid loop models representing patients with hypo- and hyperthyroidism, respectively, and include the internal concentrations as states. We then implement sample-based moving horizon estimation for the models, and test its performance on virtual patients across a range of sampling schemes. Our study shows robust stability of the estimator across all scenarios, and that more frequent sampling leads to less estimation error in the presence of model uncertainty and misreported dosages.

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arXiv2026

Data-based Moving Horizon Estimation under Irregularly Measured Data

In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements available. This setting is encountered in applications where measuring is expensive or time-consuming. Furthermore, the state estimation framework does not rely on a standard mathematical model, but on an implicit system representation based on measured data. We prove sample-based practical robust exponential stability of the proposed estimator under mild assumptions. Furthermore, we apply the proposed scheme to estimate the states of a gastrointestinal tract absorption system.

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arXiv2026

A Unified Bayesian Framework for Data-Driven Smoothing, Prediction, and Control

Extending data-driven algorithms based on Willems' fundamental lemma to stochastic data often requires empirical and customized workarounds. This work presents a unified Bayesian framework for linear systems that provides a systematic and general method for handling stochastic data-driven tasks, including smoothing, prediction, and control, via maximum a posteriori estimation. This framework formulates a unified trajectory estimation problem for the three tasks by specifying different types of trajectory knowledge. Then, a Bayesian problem is solved that optimally combines trajectory knowledge with a data-driven characterization of the trajectory from offline data for correlated input-output uncertainties with elliptical distributions. Under specific conditions, this problem is shown to generalize existing data-driven prediction and control algorithms. Numerical examples demonstrate the performance of the unified approach for all three tasks against other data-driven and system identification approaches.

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arXiv2026

The Cesàro Value Iteration

In this paper, we consider undiscouted infinite-horizon optimal control for deterministic systems with an uncountable state and input space. We specifically address the case when the classic value iteration does not converge. For such systems, we use the Ces`aro mean to define the infinite-horizon optimal control problem and the corresponding infinite-horizon value function. Moreover, for this value function, we introduce the Cesàro value iteration and prove its convergence for the special case of systems with periodic optimal operating behavior. For this instance, we also show that the Cesàro value function recovers the undiscounted infinite-horizon optimal cost, if the latter is well-defined.

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arXiv2026

On stability and non-averaged performance of economic MPC with terminal conditions for optimal periodic operation

Operation at steady state is often not optimal when optimizing over an economic cost objective. In many cases, periodic operation yields better performance. Therefore, we derive asymptotic stability guarantees of an economic model predictive control scheme with terminal conditions for systems with optimal periodic operation for a more general setup than existing methods can handle. Moreover, we establish a non-averaged closed-loop performance bound by defining the closed-loop cost via a Cesàro summation instead of ordinary summation. Such a non-averaged performance bound provides new insights for systems with periodic optimal operation.

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arXiv2026

Small-gain analysis of exponential incremental input/output-to-state stability for large-scale distributed systems

We provide a detectability analysis for nonlinear large-scale distributed systems in the sense of exponential incremental input/output-to-state stability (i-IOSS). In particular, we prove that the overall system is exponentially i-IOSS if each subsystem is i-IOSS, with interconnections treated as external inputs, and a suitable small-gain condition holds. The analysis is extended to a Lyapunov characterization, resulting in a different quantitative outcome regarding the small-gain condition, which is further analyzed within this work. Moreover, we derive linear matrix inequality conditions posed solely on the local subsystems and their interconnections, which guarantee exponential i-IOSS of the overall distributed system. The results are illustrated on a numerical example.

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arXiv2026

An Output Feedback Q-learning Algorithm for Optimal Control of Nonlinear Systems with Koopman Linear Embedding

In the reinforcement learning literature, strong theoretical guarantees have been obtained for algorithms applicable to LTI systems. However, in the nonlinear case only weaker results have been obtained for algorithms that mostly rely on the use of function approximation strategies like, for example, neural networks. In this paper, we study the applicability of a known output-feedback Q-learning algorithm to the class of nonlinear systems that admit a Koopman linear embedding. This algorithm uses only input-output data, and no knowledge of either the system model or the Koopman lifting functions is required. Moreover, no function approximation techniques are used, and the same theoretical guarantees as for LTI systems are preserved. Furthermore, we analyze the performance of the algorithm when the Koopman linear embedding is only an approximation of the real nonlinear system. A simulation example verifies the applicability of this method.

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arXiv2026

Sample-based Moving Horizon Estimation

In this paper, we propose a sample-based moving horizon estimation (MHE) scheme for general nonlinear systems to estimate the current system state using irregularly and/or infrequently available measurements. The cost function of the MHE optimization problem is suitably designed to accommodate these irregular output sequences. We also establish that, under a suitable sample-based detectability condition known as sample-based incremental input/output-to-state stability (i-IOSS), the proposed sample-based MHE achieves robust global exponential stability (RGES). Additionally, for the case of linear systems, we draw connections between sample-based observability and sample-based i-IOSS. This demonstrates that previously established conditions for linear systems to be sample-based observable can be utilized to verify or design sampling strategies that satisfy the conditions to guarantee RGES of the sample-based MHE. Finally, the effectiveness of the proposed sample-based MHE is illustrated through a simulation example.

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