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This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Dynamical Systems · Mathematics 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

The performance achieved with traditional model-based control system design approaches typically relies heavily upon accurate modeling of the motion dynamics. However, modeling the true dynamics of present-day increasingly complex systems…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Xiaocong Li , Haiyue Zhu , Jun Ma , Tat Joo Teo , Chek Sing Teo , Masayoshi Tomizuka , Tong Heng Lee

Moving horizon estimation (MHE) offers benefits relative to other estimation approaches by its ability to explicitly handle constraints, but suffers increased computation cost. To help enable MHE on platforms with limited computation power,…

Systems and Control · Electrical Eng. & Systems 2023-04-14 Yujia Yang , Chris Manzie , Ye Pu

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

This paper presents a framework for fast and robust motion planning designed to facilitate automated driving. The framework allows for real-time computation even for horizons of several hundred meters and thus enabling automated driving in…

Robotics · Computer Science 2019-02-26 Zlatan Ajanovic , Bakir Lacevic , Barys Shyrokau , Michael Stolz , Martin Horn

We consider the problem of estimating the transition dynamics $T^*$ from near-optimal expert trajectories in the context of offline model-based reinforcement learning. We develop a novel constraint-based method, Inverse Transition Learning,…

Machine Learning · Computer Science 2026-04-29 Leo Benac , Abhishek Sharma , Sonali Parbhoo , Finale Doshi-Velez

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…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We present a data-driven nonintrusive model order reduction method for dynamical systems with moving boundaries. The proposed method draws on the proper orthogonal decomposition, Gaussian process regression, and moving least squares…

Computational Engineering, Finance, and Science · Computer Science 2021-03-18 Zhan Ma , Wenxiao Pan

Optimisation-based algorithms known as Moving Horizon Estimator (MHE) have been developed through the years. This paper illustrates the implementation of the policy introduced in the companion paper submitted to the 18th IFAC Workshop on…

Optimization and Control · Mathematics 2022-04-21 Federico Oliva , Daniele Carnevale

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Autonomous vehicles (AVs) rely on accurate trajectory prediction of surrounding vehicles to ensure the safety of both passengers and other road users. Trajectory prediction spans both short-term and long-term horizons, each requiring…

Robotics · Computer Science 2024-12-31 Chengyue Wang , Haicheng Liao , Kaiqun Zhu , Guohui Zhang , Zhenning Li

In this article, we propose a novel pessimism-based Bayesian learning method for optimal dynamic treatment regimes in the offline setting. When the coverage condition does not hold, which is common for offline data, the existing solutions…

Machine Learning · Statistics 2023-02-23 Yunzhe Zhou , Zhengling Qi , Chengchun Shi , Lexin Li

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…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Data-driven modeling of human motions is ubiquitous in computer graphics and computer vision applications, such as synthesizing realistic motions or recognizing actions. Recent research has shown that such problems can be approached by…

Graphics · Computer Science 2019-08-21 He Wang , Edmond S. L. Ho , Hubert P. H. Shum , Zhanxing Zhu

Human motion prediction is an important and challenging topic that has promising prospects in efficient and safe human-robot-interaction systems. Currently, the majority of the human motion prediction algorithms are based on deterministic…

Robotics · Computer Science 2021-07-15 Jie Xu , Xingyu Chen , Xuguang Lan , Nanning Zheng

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…

Machine Learning · Computer Science 2013-10-08 Haipeng Luo , Robert E. Schapire
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