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Learning complex trajectories from demonstrations in robotic tasks has been effectively addressed through the utilization of Dynamical Systems (DS). State-of-the-art DS learning methods ensure stability of the generated trajectories;…

Robotics · Computer Science 2024-12-10 Andreas Sochopoulos , Michael Gienger , Sethu Vijayakumar

Consider an unknown nonlinear dynamical system that is known to be dissipative. The objective of this paper is to learn a neural dynamical model that approximates this system, while preserving the dissipativity property in the model. In…

Machine Learning · Computer Science 2024-04-09 Yuezhu Xu , S. Sivaranjani

We present the first provable method for identifying symmetric linear dynamical systems (LDS) with accuracy guarantees that are independent of the systems' state dimension or effective memory. Our approach builds upon recent work that…

Machine Learning · Computer Science 2025-05-26 Devan Shah , Shlomo Fortgang , Sofiia Druchyna , Elad Hazan

There has been a recent interest in imitation learning methods that are guaranteed to produce a stabilizing control law with respect to a known system. Work in this area has generally considered linear systems and controllers, for which…

Optimization and Control · Mathematics 2021-09-23 Sebastian East

Imitation learning is a paradigm to address complex motion planning problems by learning a policy to imitate an expert's behavior. However, relying solely on the expert's data might lead to unsafe actions when the robot deviates from the…

Robotics · Computer Science 2024-11-06 Amin Abyaneh , Hsiu-Chin Lin

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

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,…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Lei Xin , George Chiu , Shreyas Sundaram

Kalman filter is a key tool for time-series forecasting and analysis. We show that the dependence of a prediction of Kalman filter on the past is decaying exponentially, whenever the process noise is non-degenerate. Therefore, Kalman filter…

Statistics Theory · Mathematics 2019-09-24 Mark Kozdoba , Jakub Marecek , Tigran Tchrakian , Shie Mannor

We consider the problem of learning the dynamics of a linear system when one has access to data generated by an auxiliary system that shares similar (but not identical) dynamics, in addition to data from the true system. We use a weighted…

Machine Learning · Statistics 2025-01-20 Lei Xin , Lintao Ye , George Chiu , Shreyas Sundaram

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…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

We present an efficient and practical (polynomial time) algorithm for online prediction in unknown and partially observed linear dynamical systems (LDS) under stochastic noise. When the system parameters are known, the optimal linear…

Machine Learning · Computer Science 2020-10-13 Paria Rashidinejad , Jiantao Jiao , Stuart Russell

In this article, we discuss some of the recent developments in applying machine learning (ML) techniques to nonlinear dynamical systems. In particular, we demonstrate how to build a suitable ML framework for addressing two specific…

Adaptation and Self-Organizing Systems · Physics 2020-11-30 Sayan Roy , Debanjan Rana

When the system is linear, why should learning be nonlinear? Linear dynamical systems, the analytical backbone of control theory, signal processing and circuit analysis, have exact closed-form solutions via the state transition matrix. Yet…

Machine Learning · Computer Science 2026-03-31 Shafayeth Jamil , Rehan Kapadia

We consider the problem of learning the parameters of a $N$-dimensional stochastic linear dynamics under both full and partial observations from a single trajectory of time $T$. We introduce and analyze a new estimator that achieves a small…

Machine Learning · Statistics 2025-12-08 Minh Vu , Andrey Y. Lokhov , Marc Vuffray

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

A fundamental challenge in learning an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. We formulate a mathematical definition of what it means to safely learn a dynamical system by…

Optimization and Control · Mathematics 2024-06-11 Amir Ali Ahmadi , Abraar Chaudhry , Vikas Sindhwani , Stephen Tu

Learning models for dynamical systems in continuous time is significant for understanding complex phenomena and making accurate predictions. This study presents a novel approach utilizing differential neural networks (DNNs) to model…

Machine Learning · Computer Science 2024-12-13 Wenjie Mei , Xiaorui Wang , Yanrong Lu , Ke Yu , Shihua Li

We consider the problem of learning a realization of a partially observed dynamical system with linear state transitions and bilinear observations. Under very mild assumptions on the process and measurement noises, we provide a finite time…

Machine Learning · Computer Science 2024-09-26 Yahya Sattar , Yassir Jedra , Sarah Dean

We present a novel approach for learning nonlinear dynamic models, which leads to a new set of tools capable of solving problems that are otherwise difficult. We provide theory showing this new approach is consistent for models with long…

Artificial Intelligence · Computer Science 2009-06-03 John Langford , Ruslan Salakhutdinov , Tong Zhang

This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven…

Optimization and Control · Mathematics 2023-09-01 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese