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Performance Guarantees for Data-Driven Sequential Decision-Making

The solutions to many sequential decision-making problems are characterized by dynamic programming and Bellman's principle of optimality. However, due to the inherent complexity of solving Bellman's equation exactly, there has been significant interest in developing various approximate dynamic programming (ADP) schemes to obtain near-optimal solutions. A fundamental question that arises is: how close are the objective values produced by ADP schemes relative to the true optimal objective values? In this paper, we develop a general framework that provides performance guarantees for ADP schemes in the form of ratio bounds. Specifically, we show that the objective value under an ADP scheme is at least a computable fraction of the optimal value. We further demonstrate the applicability of our theoretical framework through several applications: data-driven robot path planning, pendulum stabilization, and multi-agent sensor coverage.

eess.SY

Stochastic Nonlinear Model Predictive Control with Gaussian Mixture Uncertainty Propagation

We propose a novel Stochastic Nonlinear Model Predictive Control (SNMPC) framework for nonlinear systems with additive noise. Building on recent advances in nonlinear uncertainty propagation, we show that the state distribution of the system can be tractably approximated over time by Gaussian mixture distributions, with formal error bounds in Wasserstein distance. This representation yields closed-form expressions for expected costs and chance constraints, which become exact for affine constraints and exact up to a constant for quadratic costs. Consequently, the resulting control problem can be solved efficiently via nonlinear programming, while providing formal open-loop guarantees of correctness and asymptotic optimality. Experiments on a set of benchmarks demonstrate that the proposed approach compares favorably with existing methods in nonlinear settings with multi-modal disturbances, where standard approaches lead to poorly scaled solutions and unsafe or overly conservative control actions.

eess.SY

Finite Sample Identification of Analytic Nonlinear Systems

This paper studies the identification of linearly parameterized nonlinear (LPN) systems. Although LPN systems share the same linear parameterization structure as linear systems, they are more challenging to identify. In particular, previous work has shown, through a counterexample based on a piecewise-affine system, that non-active exploration is generally insufficient for LPN system identification. In this paper, we consider LPN systems with real-analytic feature functions. We show that non-active exploration is sufficient for the identification of this class of systems by establishing non-asymptotic convergence rates of least-squares estimation and set-membership estimation. In addition, we provide counterexamples to show that non-active exploration may not be sufficient for system identification for non-real-analytic systems, even if those systems are infinitely differentiable. We present numerical experiments to further support and validate our theoretical results.

eess.SY

Physically Constrained Federated Additive Models for O-RAN SLA-Risk Prediction

Proactive service assurance in O-RAN requires predicting per-slice SLA violations before they occur. The prediction model must be auditable by operators and must train across base stations without pooling per-slice KPIs, which are commercially sensitive because slices are leased to individual tenants. Neural additive models (NAMs) offer auditability because each KPI contributes through a visible shape function. However, visibility alone does not guarantee physical validity. On the ColO-RAN testbed dataset, unconstrained NAMs learn effects that contradict wireless physics, for example predicting higher risk when channel quality improves. This failure appears under both local and centralized training, and non-IID federated averaging worsens it. We present Monotone FedNAM, a federated additive model in which KPIs with unambiguous physical direction are represented as monotone splines whose constraints survive FedAvg aggregation by construction, while contestable KPIs remain unconstrained. The model trains and operates as a Non-RT RIC rApp and is compact enough for deployment as a Near-RT RIC xApp. Monotone FedNAM eliminates all monotonicity violations, raises constrained shape consistency from 0.71 to 1.00, generalizes to an unseen scheduling policy, and reduces uplink traffic by 65%, at a cost of 0.04 to 0.07 AUC. These results show that physically constrained federated additive models can support auditable SLA risk inference for multi-tenant O-RAN service assurance

cs.LG

System Identification of Lithium-Ion Battery Equivalent Circuit Models Using Ensemble Kalman Inversion

System identification remains an intriguing challenge for lithium-ion batteries, as many models are nonlinear, exhibit multi-physics coupling, and involve a large number of parameters. In this paper, we address this challenge using the ensemble Kalman inversion (EnKI) method for battery system identification. EnKI performs maximum a posteriori parameter estimation through successive local Gaussian approximations, enabling an iterative and incremental search for unknown parameters. The search combines Monte Carlo sampling with Kalman-type updates to evolve an ensemble of samples, thereby offering empirical stability and the ability to handle strongly nonlinear models. We validate the proposed approach on two equivalent circuit models with coupled electro-thermal dynamics, through both simulation and experiments. The results demonstrate that the proposed approach achieves accurate parameter estimation with rapid iterative convergence, and it shows strong potential for application to other battery models.

eess.SY

Subspace Based Identification of Errors-in-Variables Linear Descriptor Systems

The identification of linear descriptor systems (DAEs) from noise-corrupted data makes two critical assumptions: requirement of an \textit{a priori} classification of variables into inputs and outputs, and a pre-specified structural assumption with respect to the index of the system. This paper proposes a data-driven methodology for identifying index-0 and index-1 DAEs within an errors-in-variables framework. We extend a subspace-based iterative PCA (SMI-IPCA) approach to the behavioral setting, treating all measured variables as a unified augmented vector to avoid classification bias. This method enables systematic estimation of the noise variances, the number of algebraic and differential output variables, while simultaneously identifying the algebraic constraints and kernel representation of the dynamic system corresponding to its minimal realization order without prior structural knowledge. Simulation studies on index-0 and index-1 systems demonstrate the effectiveness of the proposed approach and its practical applicability.

eess.SY

On Distributed Control of Continuum Swarms: Local Controllers as Differential Operators

We study the problem of distributed control of large-scale robotic swarms which can be modeled as continuum densities evolving under the continuity equation. We propose a formalization of distributed controllers as (generally nonlinear) spatial differential operators, in which control inputs depend only on local information about the state and environment. This perspective yields a fully local, PDE-based framework for analysis and design. We apply this framework to the problem of stabilizing a swarm density around an arbitrary target density, and investigate fundamental limitations of low-spatial-order distributed controllers in achieving this goal. In particular, we show that controllers which act in a purely pointwise manner are incompatible with natural system symmetries and strong forms of stability, and must rely on mixing-type behavior to achieve stabilization. In contrast, we present a simple first-order control law which achieves stabilization and enjoys substantially stronger properties.

eess.SY

Managing Inherent Risk: On the Conceptualization of Risk in Defense Systems

Certain defense systems are, by nature, deployed in a civilian environment in order to serve a defensive function for that environment. However, the risk involved with their deployment and operation poses a challenge for the public acceptance of these systems. Compared to safety engineering for civilian systems, the risk constellation is quite different. While reducing risk of safety-critical systems is generally desirable, defense systems are required to cause harm in order to be useful. In both cases, not all risk can be eliminated. The complex risk constellation of defense systems has implications for the systems' designs. We compare the concepts of risk in existing standards from both the civilian and the military domains. An extended constellation of risks needs to be considered, including risk caused by external threats to physical security. By including this risk constellation in public communication about defense systems, we aim to stimulate a productive debate.

eess.SY

Horizon-Independent Contraction for Continuous-Time Discounted Regularized Mean-Field Games

We study contraction properties of non-stationary continuous-time mean-field games (MFGs) under discounting and entropy regularization. The state of the representative agent evolves according to a controlled continuous-time Markov chain, and both the state and action spaces are finite. In contrast to the undiscounted case, we show that, under a sufficiently large discount rate, finite-horizon MFGs admit a horizon-independent contraction condition, which also coincides with the corresponding infinite-horizon non-stationary contraction condition. As a byproduct, we obtain an explicit convergence rate between finite- and infinite-horizon mean-field equilibria. For each finite horizon, we further derive a refined contraction criterion from the spectral radius of a positive operator that majorizes the propagation of policy errors, and show that its large-horizon limit agrees with the horizon-independent contraction factor. Finally, we provide an explicit error bound between discounted and undiscounted finite-horizon regularized equilibria.

cs.GT

A Systematic Approach to Mechanism Design with Stochastic Dynamic Stability

We consider a resource allocation problem with strategic agents that have private stochastic satisfaction functions and local constraints. To achieve a global optimal solution, we propose an incentive mechanism that induces a game among the agents. For the payment function of the mechanism, we construct a family of quadratic functions using the linear matrix inequality (LMI) approach that implements the social welfare maximizing outcome on the unique Nash equilibrium (NE) of the induced game while ensuring budget balance and individual rationality. Moreover, we propose a decentralized variable sample-size proximal best-response (VS-PBR) algorithm with Krasnoselskij iteration where only aggregate information is available to the agents. The algorithm is dynamically stable, as it is proven to converge in the mean-square sense to the NE of the game. The efficiency of the mechanism is then investigated on the Sioux Falls City transportation network, where electric vehicle (EV) users jointly select their destination and route.

eess.SY

Eavesdropping on Goal-Oriented Communication: Timing Attacks and Countermeasures

Goal-oriented communication is a new paradigm that considers the meaning of transmitted information to optimize communication. One possible application is the remote monitoring of a process under communication costs: scheduling updates based on goal-oriented considerations can significantly reduce transmission frequency while maintaining high-quality tracking performance. However, goal-oriented scheduling also opens a timing-based side-channel that an eavesdropper may exploit to obtain information about the state of the remote process, even if the content of updates is perfectly secure. In this work, we study an eavesdropping attack against pull-based goal-oriented scheduling for the tracking of remote Markov processes. We provide a theoretical framework for defining the effectiveness of the attack and of possible countermeasures, as well as a practical heuristic that can provide a balance between the performance gains offered by goal-oriented communication and the information leakage.

eess.SY

Competitive One-Step-Ahead Control of Friedkin--Johnsen Networks: Potential Games, Stability, and the Price of Competition

This paper studies competitive one-step-ahead control of Friedkin-Johnsen networks with overlapping player influence. The one-step interaction is an exact potential game with a unique Nash equilibrium obtained from a symmetric positive-definite system. Sequential best-response sweeps converge for every frozen network state, parallel sweeps obey an exact Jacobi condition (and always converge with two players), and one-sweep implementations require an augmented state-action stability test. For marginal networks, a signed left-right damping condition is sufficient for exact-equilibrium stability and becomes a sharp first-order instability test when its sign is reversed. A resolvent identity clarifies the feedback geometry, while a control-aware centrality identifies the goal conflicts that matter most. We characterize attainable equilibria under unconstrained, convex, and sparse goal restrictions and give a closed form for the same-state welfare loss caused by competition. Numerical examples verify the stability thresholds, geometry, and welfare predictions.

eess.SY

Conformal Prediction Regions for Continuous-Time Trajectories under Random Sampling

Uncertainty quantification for continuous-time trajectories is a prerequisite in many safety-critical engineering domains. However, a major challenge in data-driven uncertainty quantification is that calibration trajectories are sampled only at discrete, often sparse, and random intervals. Standard conformal prediction methods typically fail to provide guarantees in between sampling times. In this work, we introduce a new technique to obtain valid conformal prediction regions for continuous-time trajectories that are sampled at discrete and possibly random times. To accomplish this goal, we make three contributions: (1) we provide an algorithm that leverages regularity properties of the underlying trajectories to obtain valid prediction regions in between samples, (2) we provide methods that estimate valid bounds on the aforementioned regularity properties from an additional high-frequency calibration dataset, and (3) we introduce and compare several algorithms to deal with random sampling times. Finally, we present experiments where we validate that our methods achieve valid coverage across the entire continuous trajectory.

eess.SY

Integrated Transmission and Distribution Expansion Planning Considering Customer Actions and Distributed Energy Resources

The continued integration of distributed energy resources (DERs) motivates research into integrated system planning. While existing literature shows that DERs can reduce system costs, it often overlooks customer behaviour, particularly DER adoption driven by cost savings and incentives. System cost allocation can influence these decisions, affecting DER uptake, grid injections, and overall system efficiency. Therefore, integrated system planning should consider both system- and customer-level benefits of DERs. This paper proposes a multi-step framework that combines an integrated planning model with cost allocation and retailer business models. The integrated planning model minimizes total system costs subject to network constraints, while the cost allocation and retailer models capture customer responses to costs and DER opportunities. By coordinating these models, the framework represents how customer behaviour influences planning outcomes. The proposed approach is demonstrated on a 36-bus system, with results showing that incorporating customer decision-making reduces overall system costs, lowers reliance on transmission-connected generation, and supports more realistic system planning.

eess.SY

Control of Decommissioned Satellites and Space Debris Using CubeSats with Ion Electrospray Engines

The emergence of the New Space era has led to a rapidly increasing number of satellites in Low Earth Orbit (LEO). Consequently, more stringent deorbiting requirements have recently been imposed to avoid the Kessler syndrome in LEO. This has resulted in the proposal of new concepts for space debris removal, including attaching CubeSats to space debris as a promising mitigation strategy. The initial phase of this strategy involves stabilizing and controlling the debris' attitude. This paper proposes an attitude control design for decommissioned satellites using attached CubeSats with staged ion electrospray engines (iESE). The compact design of iESE combined with staging provides increased reliability and mission durations. The large uncertainty in the dynamics of the combined system, i.e. satellite and attached CubeSats, poses a significant challenge to the control design. The approach taken here uses the robust control framework, specifically $μ$-synthesis, to tackle this challenge. The feasibility of the approach is demonstrated on a decommissioned satellite with multiple flexile appendages.

eess.SY

Intelligent Road Anomaly Detection with Real-time Notification System for Enhanced Road Safety

This study aims to improve transportation safety, especially traffic safety. Road damage anomalies such as potholes and cracks have emerged as a significant and recurring cause for accidents. To tackle this problem and improve road safety, a comprehensive system has been developed to detect potholes, cracks (e.g. alligator, transverse, longitudinal), classify their sizes, and transmit this data to the cloud for appropriate action by authorities. The system also broadcasts warning signals to nearby vehicles warning them if a severe anomaly is detected on the road. Moreover, the system can count road anomalies in real-time. It is emulated through the utilization of Raspberry Pi, a camera module, deep learning model, laptop, and cloud service. Deploying this innovative solution aims to proactively enhance road safety by notifying relevant authorities and drivers about the presence of potholes and cracks to take actions, thereby mitigating potential accidents arising from this prevalent road hazard leading to safer road conditions for the whole community.

cs.CV

Observability Analysis for Fusion of Doppler Measurements in Multistatic Radar Near the Tx-Rx Baseline

This paper studies multistatic measurement fusion when a target lies within the Tx--Rx (Transmitter-Receiver) baseline ambiguity zone, with particular emphasis on configurations involving two closely spaced stationary Tx--Rx pairs. Such configurations provide overlapping detectable regions and extend the effective detection range compared with sparsely spaced multistatic systems. However, in this region, the accuracy of range and bearing measurements degrades rapidly, and Doppler measurements often remain the only reliable information source. As a result, target trajectory estimation becomes highly challenging, with observability being marginal or even completely lost. To address this problem, the observability of target trajectories is analyzed under various conditions, enabling system designers to assess system performance in advance. A Doppler-only measurement fusion approach is then developed, employing a multiple-initial-point Maximum Likelihood (ML) nonlinear estimator for initial state estimation, followed by dynamic state updates using an Extended Kalman Filter (EKF). Simulation results are presented and shown to be consistent with the observability analysis.

eess.SY

D-RADI: A Low-rank ADI Algorithm for Solving Large-scale Discrete-time Algebraic Riccati Equations

The low-rank alternating direction implicit (ADI) method is an efficient numerical technique for solving several types of large-scale matrix equations that admit low-rank solutions. The discrete-time algebraic Riccati equation (DARE) is an important matrix equation with applications in state estimation, controller design, and filter design. In the literature, the low-rank Cholesky factor ADI method for Stein equations has been used within Newton iterations to solve large-scale DAREs. However, no dedicated low-rank ADI solver is available for such DAREs. To address this gap, this paper presents a low-rank ADI solver for large-scale DAREs. We also propose an efficient approach to generate ADI shifts automatically, which makes the proposed solver fully autonomous for solving DAREs. The effectiveness of the proposed solver is compared with MATLAB's \texttt{idare} on a moderate-order problem. Efficiency and accuracy are further demonstrated on large-scale DAREs of order $10^6$. Numerical results confirm that the solver is efficient, accurate, and fully autonomous.

math.NA