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In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Renato Quartullo , Andrea Garulli , Mirko Leomanni

In this paper, we propose a new model predictive control (MPC) formulation for autonomous driving. The novelty of our MPC stems from the following results. Firstly, we adopt an alternating minimization approach wherein linear velocities and…

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

Machine Learning · Computer Science 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…

Machine Learning · Statistics 2019-07-15 Gonzalo Rios , Felipe Tobar

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 (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Applications · Statistics 2020-11-25 Gurcan Comert

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Safety-critical applications require controllers/policies that can guarantee safety with high confidence. The control barrier function is a useful tool to guarantee safety if we have access to the ground-truth system dynamics. In practice,…

Machine Learning · Computer Science 2021-12-30 Athindran Ramesh Kumar , Sulin Liu , Jaime F. Fisac , Ryan P. Adams , Peter J. Ramadge

In this paper we propose a robust Model Predictive Control where a Gated Recurrent Unit network model is used to learn the input-output dynamic of the system under control. Robust satisfaction of input and output constraints and recursive…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Irene Schimperna , Lalo Magni

This paper proposes a receding horizon active learning and control problem for dynamical systems in which Gaussian Processes (GPs) are utilized to model the system dynamics. The active learning objective in the optimization problem is…

Systems and Control · Electrical Eng. & Systems 2021-05-13 Viet-Anh Le , Truong X. Nghiem

We provide a comprehensive review and practical implementation of a recently developed model predictive control (MPC) framework for controlling unknown systems using only measured data and no explicit model knowledge. Our approach relies on…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

When the dynamics of systems are unknown, supervised machine learning techniques are commonly employed to infer models from data. Gaussian process (GP) regression is a particularly popular learning method for this purpose due to the…

Systems and Control · Electrical Eng. & Systems 2023-05-16 Xiaobing Dai , Armin Lederer , Zewen Yang , Sandra Hirche

One of the key benefits of model predictive control is the capability of controlling a system proactively in the sense of taking the future system evolution into account. However, often external disturbances or references are not a priori…

Optimization and Control · Mathematics 2019-12-03 Janine Matschek , Tim Gonschorek , Magnus Hanses , Norbert Elkmann , Frank Ortmeier , Rolf Findeisen

Model predictive control (MPC) is widely used in process control due to its interpretability and ability to handle constraints. As a parametric policy in reinforcement learning (RL), MPC offers strong initial performance and low data…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Dean Brandner , Sebastien Gros , Sergio Lucia

We present $\mathcal{CL}_1$-$\mathcal{GP}$, a control framework that enables safe simultaneous learning and control for systems subject to uncertainties. The two main constituents are contraction theory-based $\mathcal{L}_1$…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Aditya Gahlawat , Arun Lakshmanan , Lin Song , Andrew Patterson , Zhuohuan Wu , Naira Hovakimyan , Evangelos Theodorou

Model Predictive Control (MPC) is the principal control technique used in industrial applications. Although it offers distinguishable qualities that make it ideal for industrial applications, it can be questioned its robustness regarding…

Optimization and Control · Mathematics 2017-03-16 Alberto Zenere , Mattia Zorzi

Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification. Computation for GP models is intensive, since computing the posterior density, $\pi$, for covariance function parameters…

Computation · Statistics 2013-05-13 Chunyi Wang , Radford M. Neal
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