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Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Arnab Sarker , Peter Fisher , Joseph E. Gaudio , Anuradha M. Annaswamy

Nonlinear optimization methods are typically iterative and make use of gradient information to determine a direction of improvement and function information to effectively check for progress. When this information is corrupted by noise,…

Optimization and Control · Mathematics 2025-10-21 Albert S. Berahas , Michael J. O'Neill , Clément W. Royer

We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…

Numerical Analysis · Mathematics 2024-12-30 Grigorios A. Pavliotis , Sebastian Reich , Andrea Zanoni

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

Causal discovery methods are intrinsically constrained by the set of assumptions needed to ensure structure identifiability. Moreover additional restrictions are often imposed in order to simplify the inference task: this is the case for…

Machine Learning · Computer Science 2023-04-07 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Kun Zhang , Francesco Locatello

We consider a class of misspecified dynamical models where the governing term is only approximately known. Under the assumption that observations of the system's evolution are accessible for various initial conditions, our goal is to infer…

Machine Learning · Statistics 2017-06-06 Gal Shulkind , Lior Horesh , Haim Avron

Coherent wide parameter-space searches for continuous gravitational waves are typically limited in sensitivity by their prohibitive computing cost. Therefore semi-coherent methods (such as StackSlide) can often achieve a better sensitivity.…

General Relativity and Quantum Cosmology · Physics 2015-06-03 Reinhard Prix , Miroslav Shaltev

Safely exploring environments with a-priori unknown constraints is a fundamental challenge that restricts the autonomy of robots. While safety is paramount, guarantees on sufficient exploration are also crucial for ensuring autonomous task…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Manish Prajapat , Johannes Köhler , Matteo Turchetta , Andreas Krause , Melanie N. Zeilinger

We propose a simple drop-in noise-tolerant replacement for the standard finite difference procedure used ubiquitously in blackbox optimization. In our approach, parameter perturbation directions are defined by a family of structured…

Robotics · Computer Science 2018-05-22 Krzysztof Choromanski , Atil Iscen , Vikas Sindhwani , Jie Tan , Erwin Coumans

Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…

Machine Learning · Computer Science 2020-02-27 Vidyashankar Sivakumar , Zhiwei Steven Wu , Arindam Banerjee

In a recent paper we described a novel approach to the detection and parameter estimation of a non-Gaussian stochastic background of gravitational waves. In this work we propose an improved version of the detection procedure, preserving…

General Relativity and Quantum Cosmology · Physics 2023-08-22 Matteo Ballelli , Riccardo Buscicchio , Barbara Patricelli , Anirban Ain , Giancarlo Cella

In this paper, we present a novel framework to synthesize robust strategies for discrete-time nonlinear systems with random disturbances that are unknown, against temporal logic specifications. The proposed framework is data-driven and…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Ibon Gracia , Luca Laurenti , Manuel Mazo , Alessandro Abate , Morteza Lahijanian

Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Omar Garcia Crespillo , Mathieu Joerger , Steve Langel

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

Continuous-time quantum walks may be exploited to enhance spatial search, i.e., for finding a marked element in a database structured as a complex network. However, in practical implementations, the environmental noise has detrimental…

Quantum Physics · Physics 2019-03-11 Matteo A. C. Rossi , Marco Cattaneo , Matteo G. A. Paris , Sabrina Maniscalco

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…

Optimization and Control · Mathematics 2023-08-29 Baiwei Guo , Yuning Jiang , Colin N. Jones , Giancarlo Ferrari-Trecate

We study a classical reparametrization-invariant system, in which ``time'' is not a priori defined. It consists of a nonrelativistic particle moving in five dimensions, two of which are compactified to form a torus. There, assuming a…

General Relativity and Quantum Cosmology · Physics 2009-11-07 H. -Th. Elze , O. Schipper

Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…

Optimization and Control · Mathematics 2022-04-18 Saeed Ghadimi , Warren B. Powell

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh