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Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Decision making under uncertainty is critical to real-world, autonomous systems. Model Predictive Control (MPC) methods have demonstrated favorable performance in practice, but remain limited when dealing with complex probability…

Robotics · Computer Science 2021-04-13 Alexander Lambert , Adam Fishman , Dieter Fox , Byron Boots , Fabio Ramos

Control of non-condensing non-ideal-gas power cycles is challenging because their output power dynamics depend on complex system interactions, non-ideal-gas effects complicate turbomachinery behavior, and state constraints must be…

Systems and Control · Electrical Eng. & Systems 2021-08-30 Viv Bone , Michael Kearney , Ingo Jahn

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

Sampling-based methods have become a cornerstone of contemporary approaches to Model Predictive Control (MPC), as they make no restrictions on the differentiability of the dynamics or cost function and are straightforward to parallelize.…

Robotics · Computer Science 2022-12-07 Jacob Sacks , Byron Boots

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Statistics Theory · Mathematics 2019-04-23 Jeremiah Zhe Liu

We propose a robust adaptive Model Predictive Control (MPC) strategy with online set-based estimation for constrained linear systems with unknown parameters and bounded disturbances. A sample-based test applied to predicted trajectories is…

Optimization and Control · Mathematics 2023-03-09 Xiaonan Lu , Mark Cannon

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

In this research we focus on developing a reinforcement learning system for a challenging task: autonomous control of a real-sized boat, with difficulties arising from large uncertainties in the challenging ocean environment and the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Yunduan Cui , Shigeki Osaki , Takamitsu Matsubara

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…

Optimization and Control · Mathematics 2025-11-21 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

With the digitalization of power grids, physical equations become insufficient to describe the network's behavior, and realistic but time-consuming simulators must be used. Numerical experiments, such as safety validation, that involve…

Machine Learning · Computer Science 2025-05-01 Pierre Houdouin , Lucas Saludjian

This paper presents a robust model predictive control (MPC) framework that explicitly addresses the non-Gaussian noise inherent in deep learning-based perception modules used for state estimation. Recognizing that accurate uncertainty…

Robotics · Computer Science 2025-09-08 Nariman Niknejad , Gokul S. Sankar , Bahare Kiumarsi , Hamidreza Modares

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery