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The goal of system identification is to learn about underlying physics dynamics behind the time-series data. To model the probabilistic and nonparametric dynamics model, Gaussian process (GP) have been widely used; GP can estimate the…

Machine Learning · Statistics 2018-11-22 Young-Jin Park , Han-Lim Choi

Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…

Optimization and Control · Mathematics 2016-04-05 Patrick Holmes , Shreyas Kousik , Shankar Mohan , Ram Vasudevan

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Statistics Theory · Mathematics 2021-10-01 Wenjia Wang

We study the problem of causal structure learning over a set of random variables when the experimenter is allowed to perform at most $M$ experiments in a non-adaptive manner. We consider the optimal learning strategy in terms of minimizing…

Machine Learning · Computer Science 2017-03-01 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

In this paper, we consider the problem of using a robot to explore an environment with an unknown, state-dependent disturbance function while avoiding some forbidden areas. The goal of the robot is to safely collect observations of the…

Robotics · Computer Science 2021-05-17 Dawei Sun , Mohammad Javad Khojasteh , Shubhanshu Shekhar , Chuchu Fan

This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Mazen Alamir

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Robert Lefringhausen , Supitsana Srithasan , Armin Lederer , Sandra Hirche

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

We consider the problem of deriving from experimental data an approximation of an unknown function, whose derivatives also approximate the unknown function derivatives. Solving this problem is useful, for instance, in the context of…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Carlo Novara , Angelo Nicolì , Giuseppe C. Calafiore

In this study, I investigate the dynamic decision problem with a finite parameter space when the functional form of conditional expected rewards is misspecified. Traditional algorithms, such as Thompson Sampling, guarantee neither an…

Econometrics · Economics 2025-05-22 Xinyu Dai

A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…

Systems and Control · Electrical Eng. & Systems 2024-03-11 Zhi Zhang , Chenyu Ma , Saleh Soudijani , Sadegh Soudjani

In this work, we consider the problem of steering the first two moments of the uncertain state of an unknown discrete-time stochastic nonlinear system to a given terminal distribution in finite time. Toward that goal, first, a…

Optimization and Control · Mathematics 2021-04-05 Alexandros Tsolovikos , Efstathios Bakolas

We propose a dual mode extremum seeking control design technique that achieves real-time optimization of an unknown measured cost function in a prescribed time. The controller is shown to achieve semi-global practical stability of the…

Optimization and Control · Mathematics 2024-05-14 Adam Waterman , Martin Guay , Denis Dochain

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas
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