Related papers: Sampling low-dimensional Markovian dynamics for pr…
Learning dynamical models from data plays a vital role in engineering design, optimization, and predictions. Building models describing dynamics of complex processes (e.g., weather dynamics, or reactive flows) using empirical knowledge or…
This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…
Systems may depend on parameters which one may control, or which serve to optimise the system, or are imposed externally, or they could be uncertain. This last case is taken as the ``Leitmotiv'' for the following. A reduced order model is…
Model-based methods are the dominant paradigm for controlling robotic systems, though their efficacy depends heavily on the accuracy of the model used. Deep neural networks have been used to learn models of robot dynamics from data, but…
Computing reduced-order models using non-intrusive methods is particularly attractive for systems that are simulated using black-box solvers. However, obtaining accurate data-driven models can be challenging, especially if the underlying…
Dynamical models underpin our ability to understand and predict the behavior of natural systems. Whether dynamical models are developed from first-principles derivations or from observational data, they are predicated on our choice of state…
A powerful approach for understanding neural population dynamics is to extract low-dimensional trajectories from population recordings using dimensionality reduction methods. Current approaches for dimensionality reduction on neural data…
Model-based controllers on real robots require accurate knowledge of the system dynamics to perform optimally. For complex dynamics, first-principles modeling is not sufficiently precise, and data-driven approaches can be leveraged to learn…
Modeling unknown systems from data is a precursor of system optimization and sequential decision making. In this paper, we focus on learning a Markov model from a single trajectory of states. Suppose that the transition model has a small…
This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…
We develop a new method which extends Dynamic Mode Decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, complex systems. DMD finds spatial-temporal coherent modes, connects local-linear…
Low-dimensional representations of underdamped systems often provide insightful grasps and analytical tractability. Here, we build such representations via information projections, obtaining an optimal model that captures the most…
Latent variable models are powerful tools for learning low-dimensional manifolds from high-dimensional data. However, when dealing with constrained data such as unit-norm vectors or symmetric positive-definite matrices, existing approaches…
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…
We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…
A central challenge in data visualization is to understand which data samples are required to generate an image of a data set in which the relevant information is encoded. In this work, we make a first step towards answering the question of…
Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…
Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…
Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…
Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…