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In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…
Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…
A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
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…
With the ongoing investment in data collection and communication technology in power systems, data-driven optimization has been established as a powerful tool for system operators to handle stochastic system states caused by weather- and…
Bayesian optimization has been successful at global optimization of expensive-to-evaluate multimodal objective functions. However, unlike most optimization methods, Bayesian optimization typically does not use derivative information. In…
Lookahead, also known as non-myopic, Bayesian optimization (BO) aims to find optimal sampling policies through solving a dynamic program (DP) that maximizes a long-term reward over a rolling horizon. Though promising, lookahead BO faces the…
We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements, without requiring access to velocity data. This is particularly relevant in system identification tasks where…
We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…
This paper studies an optimization-based state estimation approach for discrete-time nonlinear systems under bounded process and measurement disturbances. We first introduce a full information estimator (FIE), which is given as a solution…
Data-driven methods for the identification of the governing equations of dynamical systems or the computation of reduced surrogate models play an increasingly important role in many application areas such as physics, chemistry, biology, and…
Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…
We present a novel approach for efficient and reliable goal-directed long-horizon navigation for a multi-robot team in a structured, unknown environment by predicting statistics of unknown space. Building on recent work in…
Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…
We investigate the problem of persistently monitoring a finite set of targets with internal states that evolve with linear stochastic dynamics using a finite set of mobile agents. We approach the problem from the infinite-horizon…
Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…
A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…
We present one of the first algorithms on model based reinforcement learning and trajectory optimization with free final time horizon. Grounded on the optimal control theory and Dynamic Programming, we derive a set of backward differential…
One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…