English

Universal approximation of flows of control systems by recurrent neural networks

Systems and Control 2023-09-20 v2 Systems and Control

Abstract

We consider the problem of approximating flow functions of continuous-time dynamical systems with inputs. It is well-known that continuous-time recurrent neural networks are universal approximators of this type of system. In this paper, we prove that an architecture based on discrete-time recurrent neural networks universally approximates flows of continuous-time dynamical systems with inputs. The required assumptions are shown to hold for systems whose dynamics are well-behaved ordinary differential equations and with practically relevant classes of input signals. This enables the use of off-the-shelf solutions for learning such flow functions in continuous-time from sampled trajectory data.

Keywords

Cite

@article{arxiv.2304.00352,
  title  = {Universal approximation of flows of control systems by recurrent neural networks},
  author = {Miguel Aguiar and Amritam Das and Karl H. Johansson},
  journal= {arXiv preprint arXiv:2304.00352},
  year   = {2023}
}

Comments

Accepted to the 62nd IEEE Conference on Decision and Control