Related papers: Data Driven Estimation of Stochastic Switched Line…
The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…
This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
This work investigates the problem of estimating the weight matrices of a stable time-invariant linear dynamical system from a single sequence of noisy measurements. We show that if the unknown weight matrices describing the system are in…
Unsteady fluid systems are nonlinear high-dimensional dynamical systems that may exhibit multiple complex phenomena both in time and space. Reduced Order Modeling (ROM) of fluid flows has been an active research topic in the recent decade…
There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of its system matrices, which is known as the proper learning…
We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…
We present a numerical method to learn an accurate predictive model for an unknown stochastic dynamical system from its trajectory data. The method seeks to approximate the unknown flow map of the underlying system. It employs the idea of…
This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
Non-parametric representations of dynamical systems based on the image of a Hankel matrix of data are extensively used for data-driven control. However, if samples of data are missing, obtaining such representations becomes a difficult…
In this paper, we present a methodology to identify discrete-time state-space switched linear systems (SLSs) from input-output measurements. Continuous-state is not assumed to be measured. The key step is a deadbeat observer based…
For the identification of switched systems with a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data for identification is assumed to be collected from globally…
We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems,…
Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identification: parameter estimation to learn the Markov parameters, and…
This paper addresses the problem of data-driven model discrimination for unknown switched systems with unknown linear temporal logic (LTL) specifications, representing tasks, that govern their mode sequences, where only sampled data of the…
We introduce an ordinate method for noisy data analysis, based solely on rank information and thus insensitive to outliers. The method is nonparametric, objective, and the required data processing is parsimonious. Main ingredients are a…
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…
This paper studies the data-driven control of unknown linear-threshold network dynamics to stabilize the state to a reference value. We consider two types of controllers: (i) a state feedback controller with feed-forward reference input and…
Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…