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This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Gaussian process regression in its most simplified form assumes normal homoscedastic noise and utilizes analytically tractable mean and covariance functions of predictive posterior distribution using Gaussian conditioning. Its…

Applications · Statistics 2023-01-20 Pooja Algikar , Lamine Mili

Analysis of heterogeneous patterns in complex spatio-temporal data finds usage across various domains in applied science and engineering, including training autonomous vehicles to navigate in complex traffic scenarios. Motivated by…

Machine Learning · Statistics 2021-02-16 Sunrit Chakraborty , Aritra Guha , Rayleigh Lei , XuanLong Nguyen

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

When sample data are governed by an unknown sequence of independent but possibly non-identical distributions, the data-generating process (DGP) in general cannot be perfectly identified from the data. For making decisions facing such…

Theoretical Economics · Economics 2022-05-11 Xiaoyu Cheng

Human motion prediction is a stochastic process: Given an observed sequence of poses, multiple future motions are plausible. Existing approaches to modeling this stochasticity typically combine a random noise vector with information about…

This work investigates data-driven prediction and control of Hammerstein-Wiener systems using physics-informed Gaussian process (GP) models that encode the block-oriented model structure. Data-driven prediction algorithms have been…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Mingzhou Yin , Matthias A. Müller

Planar pushing remains a challenging research topic, where building the dynamic model of the interaction is the core issue. Even an accurate analytical dynamic model is inherently unstable because physics parameters such as inertia and…

Robotics · Computer Science 2020-07-28 Lin Cong , Michael Görner , Philipp Ruppel , Hongzhuo Liang , Norman Hendrich , Jianwei Zhang

We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet…

Systems and Control · Electrical Eng. & Systems 2026-04-02 András Sasfi , Ivan Markovsky , Alberto Padoan , Florian Dörfler

Human motion prediction is an important and challenging topic that has promising prospects in efficient and safe human-robot-interaction systems. Currently, the majority of the human motion prediction algorithms are based on deterministic…

Robotics · Computer Science 2021-07-15 Jie Xu , Xingyu Chen , Xuguang Lan , Nanning Zheng

An important issue in quadcopter control is that an accurate dynamic model of the system is nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based estimation is an…

Systems and Control · Electrical Eng. & Systems 2021-12-23 Yuhan Liu , Roland Tóth

Autonomous agents must be able to safely interact with other vehicles to integrate into urban environments. The safety of these agents is dependent on their ability to predict collisions with other vehicles' future trajectories for…

Robotics · Computer Science 2020-02-07 Andrew Patterson , Aditya Gahlawat , Naira Hovakimyan

Heteroscedastic Gaussian process regression, based on the concept of chained Gaussian processes, is used to build surrogates to predict site-specific loads on an offshore wind turbine. Stochasticity in the inflow turbulence and irregular…

Applications · Statistics 2022-06-15 Deepali Singh , Richard P. Dwight , Kasper Laugesen , Laurent Beaudet , Axelle Viré

We present a data-driven nonlinear predictive control approach for the class of discrete-time multi-input multi-output feedback linearizable nonlinear systems. The scheme uses a non-parametric predictive model based only on input and noisy…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Mohammad Alsalti , Victor G. Lopez , Julian Berberich , Frank Allgöwer , Matthias A. Müller

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

Planning is a powerful approach to control problems with known environment dynamics. In unknown environments the agent needs to learn a model of the system dynamics to make planning applicable. This is particularly challenging when the…

Machine Learning · Computer Science 2020-05-11 Nathanael Bosch , Jan Achterhold , Laura Leal-Taixé , Jörg Stückler

The standard approach to answering an identifiable causal-effect query (e.g., $P(Y|do(X)$) when given a causal diagram and observational data is to first generate an estimand, or probabilistic expression over the observable variables, which…

Artificial Intelligence · Computer Science 2024-08-28 Anna Raichev , Alexander Ihler , Jin Tian , Rina Dechter

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…

Systems and Control · Computer Science 2018-02-23 Sanket Kamthe , Marc Peter Deisenroth
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