Related papers: Data-Driven Approach for Uncertainty Propagation a…
We propose the K-series estimation approach for the recovery of unknown univariate and multivariate distributions given knowledge of a finite number of their moments. Our method is directly applicable to the probabilistic analysis of…
This paper proposes an algorithm capable of driving a system to follow a piecewise linear trajectory without prior knowledge of the system dynamics. Motivated by a critical failure scenario in which a system can experience an abrupt change…
In this work, we consider wave propagation in materials characterized by nonlinear properties or damage. To accelerate the simulations of the resulting high-dimensional problems, we apply model order reduction methods. Depending on the…
Flight dynamics involve uncertainties in parameters, aerodynamic derivatives, and engine thrust. These uncertainties can be categorized into three types: known-predictable, known-unpredictable, and unknown. While advanced control systems…
We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…
We propose a method to perform set-based state estimation of an unknown dynamical linear system using a data-driven set propagation function. Our method comes with set-containment guarantees, making it applicable to safety-critical systems.…
Probabilistic forecasting of complex phenomena is paramount to various scientific disciplines and applications. Despite the generality and importance of the problem, general mathematical techniques that allow for stable long-term forecasts…
The abstraction of dynamical systems is a powerful tool that enables the design of feedback controllers using a correct-by-design framework. We investigate a novel scheme to obtain data-driven abstractions of discrete-time stochastic…
We develop a novel lifting technique for nonlinear system identification based on the framework of the Koopman operator. The key idea is to identify the linear (infinitedimensional) Koopman operator in the lifted space of observables,…
Soft robots are challenging to model due in large part to the nonlinear properties of soft materials. Fortunately, this softness makes it possible to safely observe their behavior under random control inputs, making them amenable to…
The filtering problems are derived from a sequential minimization of a quadratic function representing a compromise between model and data. In this paper, we use the Perron-Frobenius operator in stochastic process to develop a…
We propose a machine-learning approach to model long-term out-of-sample dynamics of brain activity from task-dependent fMRI data. Our approach is a three stage one. First, we exploit Diffusion maps (DMs) to discover a set of variables that…
Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…
We study the problem of distributed Kalman filtering for sensor networks in the presence of model uncertainty. More precisely, we assume that the actual state-space model belongs to a ball, in the Kullback-Leibler topology, about the…
We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…
Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…
Koopman operator is a composition operator defined for a dynamical system described by nonlinear differential or difference equation. Although the original system is nonlinear and evolves on a finite-dimensional state space, the Koopman…
This paper presents a novel data-driven stochastic MPC design for discrete-time nonlinear systems with additive disturbances by leveraging the Koopman operator and a distributionally robust optimization (DRO) framework. By lifting the…
Predicting the evolution of complex systems governed by partial differential equations (PDEs) remains challenging, especially for nonlinear, chaotic behaviors. This study introduces Koopman-inspired Fourier Neural Operators (kFNO) and…
The geometry of dynamical systems estimated from trajectory data is a major challenge for machine learning applications. Koopman and transfer operators provide a linear representation of nonlinear dynamics through their spectral…