Related papers: Moment-Based Exact Uncertainty Propagation Through…
This paper addresses the classical problem of determining the set of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve with…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…
In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…
Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…
This paper develops a new nonlinear filter, called Moment-based Kalman Filter (MKF), using the exact moment propagation method. Existing state estimation methods use linearization techniques or sampling points to compute approximate values…
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…
This paper addresses task-allocation problems with uncertainty in situational awareness for distributed autonomous robots (DARs). The uncertainty propagation over a task-allocation process is done by using the Unscented transform that uses…
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…
This brief addresses the distributed consensus problem of nonlinear multi-agent systems under a general directed communication topology. Each agent is governed by higher-order dynamics with mismatched uncertainties, multiple completely…
This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with…
We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…
We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic…
We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU…
We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…
This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…
Application for semantic segmentation models in areas such as autonomous vehicles and human computer interaction require real-time predictive capabilities. The challenges of addressing real-time application is amplified by the need to…
We present an optimization-based method to plan the motion of an autonomous robot under the uncertainties associated with dynamic obstacles, such as humans. Our method bounds the marginal risk of collisions at each point in time by…
Dynamic state estimation, as opposed to kinematic state estimation, seeks to estimate not only the orientation of a rigid body but also its angular velocity, through Euler's equations of rotational motion. This paper demonstrates that the…
We present a method to automatically approximate moment-based invariants of probabilistic programs with non-polynomial updates of continuous state variables to accommodate more complex dynamics. Our approach leverages polynomial chaos…