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We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

Optimization and Control · Mathematics 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

Diverse domains of science and engineering use parameterised mechanistic models. Engineers and scientists can often hypothesise several rival models to explain a specific process or phenomenon. Consider a model discrimination setting where…

Machine Learning · Computer Science 2021-11-02 Simon Olofsson , Eduardo S. Schultz , Adel Mhamdi , Alexander Mitsos , Marc Peter Deisenroth , Ruth Misener

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…

Machine Learning · Computer Science 2020-09-16 A. Rene Geist , Sebastian Trimpe

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

We propose a novel targeted exploration strategy designed specifically for uncertain linear time-invariant systems with energy-bounded disturbances, i.e., without any assumptions on the distribution of the disturbances. We use classical…

Optimization and Control · Mathematics 2026-03-12 Janani Venkatasubramanian , Johannes Köhler , Mark Cannon , Frank Allgöwer

In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…

Systems and Control · Computer Science 2017-09-12 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

In many parameter estimation problems, the exact model is unknown and is assumed to belong to a set of candidate models. In such cases, a predetermined data-based selection rule selects a parametric model from a set of candidates before the…

Signal Processing · Electrical Eng. & Systems 2025-04-25 Nadav Harel , Tirza Routtenberg

We consider the problem of optimizing a black-box function based on noisy bandit feedback. Kernelized bandit algorithms have shown strong empirical and theoretical performance for this problem. They heavily rely on the assumption that the…

Machine Learning · Computer Science 2021-11-10 Ilija Bogunovic , Andreas Krause

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

We consider the problem of optimal trajectory tracking for unknown systems. A novel data-enabled predictive control (DeePC) algorithm is presented that computes optimal and safe control policies using real-time feedback driving the unknown…

Optimization and Control · Mathematics 2019-03-19 Jeremy Coulson , John Lygeros , Florian Dörfler

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…

Machine Learning · Computer Science 2019-09-26 Thanh Le , Vasant Honavar

This article aims at discovering the unknown variables in the system through data analysis. The main idea is to use the time of data collection as a surrogate variable and try to identify the unknown variables by modeling gradual and sudden…

Methodology · Statistics 2023-10-12 V. Roshan Joseph , William E. Lewis , Henry S. Yuchi , Kathryn A. Maupin

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

We develop a systematic projection-operator technique for constructing Gaussian approximations and their perturbative corrections in bosonic nonlinear models. As a case study, we apply it to the driven dissipative Kerr oscillator. In the…

Quantum Physics · Physics 2026-03-02 K. Sh. Meretukov , A. E. Teretenkov
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