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The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure…

Machine Learning · Computer Science 2024-09-23 Armin Lederer , Jonas Umlauft , Sandra Hirche

This work presents an explicit-implicit procedure to compute a model predictive control (MPC) law with guarantees on recursive feasibility and asymptotic stability. The approach combines an offline-trained fully-connected neural network…

Machine Learning · Computer Science 2021-07-07 Steven W. Chen , Tianyu Wang , Nikolay Atanasov , Vijay Kumar , Manfred Morari

Model predictive control (MPC) achieves stability and constraint satisfaction for general nonlinear systems, but requires computationally expensive online optimization. This paper studies approximations of such MPC controllers via neural…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Henrik Hose , Johannes Köhler , Melanie N. Zeilinger , Sebastian Trimpe

We present an approach for satisfying state constraints in systems with nonparametric uncertainty by estimating this uncertainty with a real-time-update Gaussian process (GP) model. Notably, new data is incorporated into the model in real…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Ricardo Gutierrez , Jesse B. Hoagg

Predictive Process Monitoring aims to forecast the future progress of process instances using historical event data. As predictive process monitoring is increasingly applied in online settings to enable timely interventions, evaluating the…

Machine Learning · Computer Science 2023-10-16 Suhwan Lee , Marco Comuzzi , Xixi Lu , Hajo A. Reijers

As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP) has performed a significant role in Bayesian optimization and signal processing. GPs have also advanced online decision-making systems because their posterior…

Machine Learning · Computer Science 2022-10-27 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

This paper presents an off-policy Gaussian Predictive Control (GPC) framework aimed at solving optimal control problems with a smaller computational footprint, thereby facilitating real-time applicability while ensuring critical safety…

Robotics · Computer Science 2026-03-19 Shiva Kumar Tekumatla , Varun Gampa , Siavash Farzan

Ranging from cart-pole systems and autonomous bicycles to bipedal robots, control of these underactuated balance robots aims to achieve both external (actuated) subsystem trajectory tracking and internal (unactuated) subsystem balancing…

Robotics · Computer Science 2020-10-30 Kuo Chen , Jingang Yi , Dezhen Song

Learning-based control methods utilize run-time data from the underlying process to improve the controller performance under model mismatch and unmodeled disturbances. This is beneficial for optimizing industrial processes, where the…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Efe C. Balta , Kira Barton , Dawn M. Tilbury , Alisa Rupenyan , John Lygeros

A key challenge in learning-based model predictive control (MPC) is to collect informative data online for model adaptation while ensuring safety and without penalising control performance. In this paper, we propose an online model…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Laura Boca de Giuli , Alessio La Bella , Manish Prajapat , Johannes Köhler , Anna Scampicchio , Riccardo Scattolini , Melanie Zeilinger

In this paper, we propose a novel learning-based robust feedback linearization strategy to ensure precise trajectory tracking for an important family of Lagrangian systems. We assume a nominal knowledge of the dynamics is given but no…

Robotics · Computer Science 2025-07-16 Giulio Giacomuzzo , Mohamed Abdelwahab , Marco Calì , Alberto Dalla Libera , Ruggero Carli

Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Filipe Marques Barbosa , Johan Löfberg

Modelling robot dynamics accurately is essential for control, motion optimisation and safe human-robot collaboration. Given the complexity of modern robotic systems, dynamics modelling remains non-trivial, mostly in the presence of…

Robotics · Computer Science 2022-05-11 David Jorge , Gabriella Pizzuto , Michael Mistry

An important issue in quadcopter control is that an accurate dynamic model of the system is nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based estimation is an…

Systems and Control · Electrical Eng. & Systems 2021-12-23 Yuhan Liu , Roland Tóth

We propose and analyze a real-time model predictive control (MPC) scheme that utilizes stored data to improve its performance by learning the value function online with stability guarantees. For linear and nonlinear systems, a learning…

Optimization and Control · Mathematics 2020-09-23 Lukas Schwenkel , Meriem Gharbi , Sebastian Trimpe , Christian Ebenbauer

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…

Machine Learning · Computer Science 2019-02-18 Keuntaek Lee , Kamil Saigol , Evangelos A. Theodorou

Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the…

Machine Learning · Computer Science 2022-03-29 Cen-You Li , Barbara Rakitsch , Christoph Zimmer