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Active sensing refers to the process of choosing or tuning a set of sensors in order to track an underlying system in an efficient and accurate way. In a wireless environment, among the several kinds of features extracted by traditional…

Information Theory · Computer Science 2016-05-30 Alessandro Biason , Urbashi Mitra , Michele Zorzi

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

We consider the problem of designing almost optimal predictors for dynamical systems from a finite sequence of noisy observations and incomplete knowledge of the dynamics and the noise. We first discuss the properties of the optimal (Bayes)…

Chaotic Dynamics · Physics 2007-07-30 Marian Anghel , Ingo Steinwart

This paper presents an adaptive high performance control method for autonomous miniature race cars. Racing dynamics are notoriously hard to model from first principles, which is addressed by means of a cautious nonlinear model predictive…

Systems and Control · Computer Science 2018-12-19 Lukas Hewing , Alexander Liniger , Melanie N. Zeilinger

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Francisco Moreno-Mora , Lukas Beckenbach , Stefan Streif

Perfect tracking control for real-world Euler-Lagrange systems is challenging due to uncertainties in the system model and external disturbances. The magnitude of the tracking error can be reduced either by increasing the feedback gains or…

Machine Learning · Computer Science 2019-02-26 Thomas Beckers , Dana Kulić , Sandra Hirche

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

Emerging wearable sensors have enabled the unprecedented ability to continuously monitor human activities for healthcare purposes. However, with so many ambient sensors collecting different measurements, it becomes important not only to…

Machine Learning · Computer Science 2019-01-09 Randy Ardywibowo , Guang Zhao , Zhangyang Wang , Bobak Mortazavi , Shuai Huang , Xiaoning Qian

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

This paper studies worst-case robust optimal tracking using noisy input-output data. We utilize behavioral system theory to represent system trajectories, while avoiding explicit system identification. We assume that the recent output data…

Optimization and Control · Mathematics 2021-06-28 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate

Understanding the dynamics and evolution of climate change and associated uncertainties is key for designing robust policy actions. Computer models are key tools in this scientific effort, which have now reached a high level of…

Methodology · Statistics 2024-04-30 Matteo Fontana , Massimo Tavoni , Simone Vantini

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error…

Machine Learning · Computer Science 2020-05-05 Lukas Hewing , Elena Arcari , Lukas P. Fröhlich , Melanie N. Zeilinger

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…

Computation · Statistics 2024-01-22 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

The insensitive parameter in support vector regression determines the set of support vectors that greatly impacts the prediction. A data-driven approach is proposed to determine an approximate value for this insensitive parameter by…

Machine Learning · Computer Science 2020-03-10 Jinran Wu , You-Gan Wang

In recent years, several HPC facilities have started continuous monitoring of their systems and jobs to collect performance-related data for understanding performance and operational efficiency. Such data can be used to optimize the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-03 Ian J. Costello , Abhinav Bhatele

Deriving precise system dynamic models through traditional numerical methods is often a challenging endeavor. The performance of Model Predictive Control is heavily contingent on the accuracy of the system dynamic model. Consequently, this…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Shuai Niu , Qing Sun , Minrui Fei , Xuqian Ju