Related papers: Bayesian Algorithms Learn to Stabilize Unknown Con…
This paper presents a novel framework for stabilizing nonlinear systems represented in state-dependent form. We first reformulate the nonlinear dynamics as a state-dependent parameter-varying model and synthesize a stabilizing controller…
This paper investigates the finite time stabilization problem for a class of nonlinear systems with unknown control directions and unstructured uncertainties. The unstructured uncertainties indicate that not only the parameters but also the…
We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…
Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…
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…
When neural networks are trained from data to simulate the dynamics of physical systems, they encounter a persistent challenge: the long-time dynamics they produce are often unphysical or unstable. We analyze the origin of such…
Dynamic Bayesian networks have been well explored in the literature as discrete-time models: however, their continuous-time extensions have seen comparatively little attention. In this paper, we propose the first constraint-based algorithm…
Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…
A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and…
We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…
Learning and forecasting stochastic time series is essential in various scientific fields. However, despite the proposals of nonlinear filters and deep-learning methods, it remains challenging to capture nonlinear dynamics from a few noisy…
Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…
We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…
Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…
Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…
In this paper, we present a new data-driven method for learning stable models of nonlinear systems. Our model lifts the original state space to a higher-dimensional linear manifold using Koopman embeddings. Interestingly, we prove that…
Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…
This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…
We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…
A strategy is proposed for adaptive stabilization of linear systems, depending on an uncertain parameter. Offline, the Riccati stabilizing feedback input control operators, corresponding to parameters in a finite training set of chosen…