Related papers: Formal Verification of Unknown Dynamical Systems v…
Uncertainty quantification plays a key role in the development of autonomous systems, decision-making, and tracking over wireless sensor networks (WSNs). However, there is a need of providing uncertainty confidence bounds, especially for…
Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…
Reliability analysis aims at estimating the failure probability of an engineering system. It often requires multiple runs of a limit-state function, which usually relies on computationally intensive simulations. Traditionally, these…
Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure…
We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…
This study presents a Bayesian maximum \textit{a~posteriori} (MAP) framework for dynamical system identification from time-series data. This is shown to be equivalent to a generalized Tikhonov regularization, providing a rational…
We present a numerical method to learn an accurate predictive model for an unknown stochastic dynamical system from its trajectory data. The method seeks to approximate the unknown flow map of the underlying system. It employs the idea of…
Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…
Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…
This paper presents a new fuel cycle benchmarking analysis methodology by coupling Gaussian process regression, a popular technique in Machine Learning, to dynamic time warping, a mechanism widely used in speech recognition. Together they…
We propose the multistep port-Hamiltonian Gaussian process (MS-PHS GP) to learn physically consistent continuous-time dynamics and a posterior over the Hamiltonian from noisy, irregularly-sampled trajectories. By placing a GP prior on the…
For real-life nonlinear systems, the exact form of nonlinearity is often not known and the known governing equations are often based on certain assumptions and approximations. Such representation introduced model-form error into the system.…
Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…
Physical modeling is critical for many modern science and engineering applications. From a data science or machine learning perspective, where more domain-agnostic, data-driven models are pervasive, physical knowledge -- often expressed as…
Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…
In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced…
This work provides a framework for nonlinear model-free control of systems with unknown input-output dynamics, but outputs that can be controlled by the inputs. This framework leads to real-time control of the system such that a feasible…
Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…
This work is motivated by an application for the homogeneization of GNSS-derived IWV (Integrated Water Vapour) series. Indeed, these GPS series are affected by abrupt changes due to equipment changes or environemental effects. The detection…
Advances in experimental techniques allow the collection of high-resolution spatio-temporal data that track individual motile entities. These tracking data can be used to calibrate mathematical models describing the motility of individual…