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We discuss the problem of input design for uncertainty reduction in a parameter estimation procedure. Assuming a linear continuous-time control system with noisy measurements, we formulate an objective of variance reduction in a Bayesian…

Optimization and Control · Mathematics 2025-11-21 Ludovic Sacchelli , Alessandro Scagliotti

This paper proposes a new framework and several results to quantify the performance of data-driven state-feedback controllers for linear systems against targeted perturbations of the training data. We focus on the case where subsets of the…

Systems and Control · Electrical Eng. & Systems 2019-12-24 Rajasekhar Anguluri , Abed AlRahman Al Makdah , Vaibhav Katewa , Fabio Pasqualetti

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

We present an approach to compute stabilizing controllers for continuous-time linear time-invariant systems directly from an input-output trajectory affected by process and measurement noise. The proposed output-feedback design combines (i)…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Alessandro Bosso , Marco Borghesi , Andrea Iannelli , Bowen Yi , Giuseppe Notarstefano

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-27 Shahriar Talebi , Amirhossein Taghvaei , Mehran Mesbahi

This paper is concerned with the design of an augmented state feedback controller for finite-dimensional linear systems with nonlinear observation dynamics. Most of the theoretical results in the area of (optimal) feedback design are based…

Systems and Control · Electrical Eng. & Systems 2019-08-30 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…

Machine Learning · Computer Science 2021-11-22 Yahya Sattar , Samet Oymak

As we transition towards the deployment of data-driven controllers for black-box cyberphysical systems, complying with hard safety constraints becomes a primary concern. Two key aspects should be addressed when input-output data are…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Luca Furieri , Baiwei Guo , Andrea Martin , Giancarlo Ferrari-Trecate

We consider a class of nonlinear control synthesis problems where the underlying mathematical models are not explicitly known. We propose a data-driven approach to stabilize the systems when only sample trajectories of the dynamics are…

Systems and Control · Electrical Eng. & Systems 2020-06-30 Hyungjin Choi , Umesh Vaidya , Yongxin Chen

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

Machine Learning · Statistics 2018-12-17 Alessandro Davide Ialongo , Mark van der Wilk , James Hensman , Carl Edward Rasmussen

This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Ming Li , Fan Liu , Yifeng Xiong , Jie Xu , Tao Liu

We propose a novel approach to input design for identification of nonlinear state space models. The optimal input sequence is obtained by maximizing a scalar cost function of the Fisher information matrix. Since the Fisher information…

Optimization and Control · Mathematics 2016-03-18 Patricio E. Valenzuela , Johan Dahlin , Cristian R. Rojas , Thomas B. Schön

Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…

Robotics · Computer Science 2025-01-13 Miguel Saavedra-Ruiz , Steven A. Parkison , Ria Arora , James Richard Forbes , Liam Paull

Recently, several studies proposed non-linear transformations, such as a logarithmic or Gaussianization transformation, as efficient tools to recapture information about the (Gaussian) initial conditions. During non-linear evolution, part…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-16 Julien Carron , Istvan Szapudi

We present a learning theory for the training of a linear system operator having an input compositional variable and propose a Bayesian inversion method for inferring the unknown variable from an output of a noisy linear system. We assume…

Machine Learning · Statistics 2018-07-03 Se Un Park

This paper investigates the linear output regulation problem with both the exosystem and the plant fully unknown. A data-driven regulator is proposed to achieve asymptotic regulation and closed-loop stability without performing model…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Shangkun Liu , Lei Wang , Bowen Yi

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

We present a robust data-driven control scheme for an unknown linear system model with bounded process and measurement noise. Instead of depending on a system model in traditional predictive control, a controller utilizing data-driven…

Systems and Control · Electrical Eng. & Systems 2022-07-14 Amr Alanwar , Yvonne Stürz , Karl Henrik Johansson

In this article, we present data-driven feedback linearization for nonlinear systems with periodic orbits in the zero-dynamics. This scenario is challenging for data-driven control design because the higher order terms of the internal…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Karthik Shenoy , Akshit Saradagi , Ramkrishna Pasumarthy , Vijaysekhar Chellaboina