Related papers: Data-driven optimal control under safety constrain…
Koopman operators and transfer operators represent dynamical systems through their induced linear action on vector spaces of observables, enabling the use of operator-theoretic techniques to analyze nonlinear dynamics in state space. The…
Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare. To select a prespecified-size principal submatrix from…
In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…
In this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace. The Koopman operator is an infinite-dimensional linear operator that evolves…
This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded approximate subgradients, we show that this algorithm exhibits…
The control of legged robots, particularly humanoid and quadruped robots, presents significant challenges due to their high-dimensional and nonlinear dynamics. While linear systems can be effectively controlled using methods like Model…
We propose a method to compute approximate solutions to the minimum-fuel far-field rendezvous problem for thrust-vectoring spacecraft. It is well-known that the use of linearized spacecraft rendezvous equations may not give sufficiently…
The Koopman operator provides a powerful framework for representing the dynamics of general nonlinear dynamical systems. However, existing data-driven approaches to learning the Koopman operator rely on batch data. In this work, we present…
This paper considers the problem of fitting the parameters of a Kalman smoother to data. We formulate the Kalman smoothing problem with missing measurements as a constrained least squares problem and provide an efficient method to solve it…
In recent years there has been a considerable drive towards data-driven analysis, discovery and control of dynamical systems. To this end, operator theoretic methods, namely, Koopman operator methods have gained a lot of interest. In…
We introduce the sparse operator compression to compress a self-adjoint higher-order elliptic operator with rough coefficients and various boundary conditions. The operator compression is achieved by using localized basis functions, which…
We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…
Nonlinearity in dynamics has long been a major challenge in robotics, often causing significant performance degradation in existing control algorithms. For example, the navigation of bipedal robots can exhibit nonlinear behaviors even under…
Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…
Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper…
An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the cost functional are bounded operators on the spaces of…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
Developing controllers for obstacle avoidance between polytopes is a challenging and necessary problem for navigation in tight spaces. Traditional approaches can only formulate the obstacle avoidance problem as an offline optimization…
The Koopman operator has become an essential tool for data-driven approximation of dynamical (control) systems, e.g., via extended dynamic mode decomposition. Despite its popularity, convergence results and, in particular, error bounds are…
There are a large number of methods for solving under-determined linear inverse problem. Many of them have very high time complexity for large datasets. We propose a new method called Two-Stage Sparse Representation (TSSR) to tackle this…