Related papers: Kernel Methods for Linear Discrete-Time Equations
A general input-output modelling technique for aperiodic-sampling linear systems has been developed. The procedure describes the dynamics of the system and includes the sequence of sampling periods among the variables to be handled. Some…
A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An iterative scheme is constructed for…
Traditional methods in educational research often fail to capture the complex and evolving nature of learning processes. This chapter examines the use of complex systems theory in education to address these limitations. The chapter covers…
We explore the merits of training of support vector machines for binary classification by means of solving systems of ordinary differential equations. We thus assume a continuous time perspective on a machine learning problem which may be…
In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the…
New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…
Dynamical systems that evolve continuously over time are ubiquitous throughout science and engineering. Machine learning (ML) provides data-driven approaches to model and predict the dynamics of such systems. A core issue with this approach…
Hamiltonian dynamics describe a wide range of physical systems. As such, data-driven simulations of Hamiltonian systems are important for many scientific and engineering problems. In this work, we propose kernel-based methods for…
We investigate continuous regularization methods for linear inverse problems of static and dynamic type. These methods are based on dynamic programming approaches for linear quadratic optimal control problems. We prove regularization…
This paper presents an algorithm for the unsupervised learning of latent variable models from unlabeled sets of data. We base our technique on spectral decomposition, providing a technique that proves to be robust both in theory and in…
Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…
We study the learning ability of linear recurrent neural networks with Gradient Descent. We prove the first theoretical guarantee on linear RNNs to learn any stable linear dynamic system using any a large type of loss functions. For an…
We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system…
This paper studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…
We propose a computational framework for replacing the repeated numerical solution of differential Riccati equations in finite-horizon Linear Quadratic Regulator (LQR) problems by a learned operator surrogate. Instead of solving a nonlinear…
We develop a methodology that utilizes deep learning to simultaneously solve and estimate canonical continuous-time general equilibrium models in financial economics. We illustrate our method in two examples: (1) industrial dynamics of…
This paper proposes a framework for adaptively learning a feedback linearization-based tracking controller for an unknown system using discrete-time model-free policy-gradient parameter update rules. The primary advantage of the scheme over…
We present a machine-learning scheme based on the relativistic dynamics of a quantum system, namely a quantum detector inside a cavity resonator. An equivalent analog model can be realized for example in a circuit QED platform subject to…
Dynamical systems across many disciplines are modeled as interacting particles or agents, with interaction rules that depend on a very small number of variables (e.g. pairwise distances, pairwise differences of phases, etc...), functions of…
The method of controlled Lagrangians for discrete mechanical systems is extended to include potential shaping in order to achieve complete state-space asymptotic stabilization. New terms in the controlled shape equation that are necessary…