Related papers: Neural optimal feedback control with local learnin…

Controlled interacting particle systems such as the ensemble Kalman filter (EnKF) and the feedback particle filter (FPF) are numerical algorithms to approximate the solution of the nonlinear filtering problem in continuous time. The…

We propose a novel unsupervised learning framework for solving nonlinear optimal control problems (OCPs) with input constraints in real-time. In this framework, a neural network (NN) learns to predict the optimal co-state trajectory that…

Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…

Online Feedback Optimization (OFO) controllers steer a system to its optimal operating point by treating optimization algorithms as auxiliary dynamic systems. Implementation of OFO controllers requires setting the parameters of the…

We consider the problem of nonlinear stochastic optimal control. This problem is thought to be fundamentally intractable owing to Bellman's "curse of dimensionality". We present a result that shows that repeatedly solving an open-loop…

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

This work is concerned with solving neural network-based feedback controllers efficiently for optimal control problems. We first conduct a comparative study of two prevalent approaches: offline supervised learning and online direct policy…

Learning-based filtering has demonstrated strong performance in non-linear dynamical systems, particularly when the statistics of noise are unknown. However, in real-world deployments, environmental factors, such as changing wind conditions…

The ability to accurately control the dynamics of physical systems by measurement and feedback is a pillar of modern engineering. Today, the increasing demand for applied quantum technologies requires to adapt this level of control to…

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Controlling continuous-time dynamical systems is generally a two step process: first, identify or model the system dynamics with differential equations, then, minimize the control objectives to achieve optimal control function and optimal…

We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filter. In the case of unknown systems, existing approaches based…

High fidelity behavior prediction of human drivers is crucial for efficient and safe deployment of autonomous vehicles, which is challenging due to the stochasticity, heterogeneity, and time-varying nature of human behaviors. On one hand,…

Optimal control problems (OCPs) involve finding a control function for a dynamical system such that a cost functional is optimized. It is central to physical systems in both academia and industry. In this paper, we propose a novel…

This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…

In non-linear filtering, it is traditional to compare non-linear architectures such as neural networks to the standard linear Kalman Filter (KF). We observe that this mixes the evaluation of two separate components: the non-linear…

We present an online multi-task learning approach for adaptive nonlinear control, which we call Online Meta-Adaptive Control (OMAC). The goal is to control a nonlinear system subject to adversarial disturbance and unknown…

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…