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Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…
The vast majority of systems of practical interest are characterised by nonlinear dynamics. This renders the control and optimization of such systems a complex task due to their nonlinear behaviour. Additionally, standard methods such as…
Latent feature models (LFM)s are widely employed for extracting latent structures of data. While offering high, parameter estimation is difficult with LFMs because of the combinational nature of latent features, and non-identifiability is a…
This paper focuses on the development of an online inverse reinforcement learning (IRL) technique for a class of nonlinear systems. The developed approach utilizes observed state and input trajectories, and determines the unknown cost…
Linear dynamical systems are a fundamental and powerful parametric model class. However, identifying the parameters of a linear dynamical system is a venerable task, permitting provably efficient solutions only in special cases. This work…
The problem of state estimation has a long history with many successful algorithms that allow analytical derivation or approximation of posterior filtering distribution given the noisy observations. This report tries to conclude previous…
We consider an immersed elastic body that is actively driven through a structured fluid by a motor or an external force. The behavior of such a system generally cannot be solved analytically, necessitating the use of numerical methods.…
Discovering the governing equations of a physical system and designing an effective feedback controller remains one of the most challenging and intensive areas of ongoing research. This task demands a deep understanding of the system…
Data generated from dynamical systems with unknown dynamics enable the learning of state observers that are: robust to modeling error, computationally tractable to design, and capable of operating with guaranteed performance. In this paper,…
We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…
The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development…
Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…
We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…
A large amount of observational data has been accumulated in various fields in recent times, and there is a growing need to estimate the generating processes of these data. A linear non-Gaussian acyclic model (LiNGAM) based on the…
We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…
Discrete-time linear time-varying (LTV) systems form a powerful class of models to approximate complex dynamical systems with nonlinear dynamics for the purpose of analysis, design and control. Motivated by inference of spatio-temporal…
This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…
The development of efficient and robust dynamic models is fundamental in the field of systems and control engineering. In this paper, a new formulation for the dynamic model of nonlinear mechanical systems, that can be applied to different…
This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…
Data-driven discovery of governing equations from data remains a fundamental challenge in nonlinear dynamics. Although sparse regression techniques have advanced system identification, they struggle with rational functions and noise…