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In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target.…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest

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…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

Heterogeneous nature of the vehicular networks, which results from the co-existence of human-driven, semi-automated, and fully autonomous vehicles, is a challenging phenomenon toward the realization of the intelligent transportation systems…

Signal Processing · Electrical Eng. & Systems 2018-07-12 Hossein Nourkhiz Mahjoub , Behrad Toghi , Yaser P. Fallah

The paper deals with state estimation of a spatially distributed system given noisy measurements from pointwise-in-time-and-space threshold sensors spread over the spatial domain of interest. A Maximum A posteriori Probability (MAP)…

Systems and Control · Electrical Eng. & Systems 2019-09-24 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Gherardini

Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…

Optimization and Control · Mathematics 2020-05-26 E. Bradford , L. Imsland , D. Zhang , E. A. del Rio-Chanona

Moving horizon estimation (MHE) is a widely studied state estimation approach in several practical applications. In the MHE problem, the state estimates are obtained via the solution of an approximated nonlinear optimization problem.…

Optimization and Control · Mathematics 2023-06-26 Tianchen Liu , Kushal Chakrabarti , Nikhil Chopra

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

This paper proposes a safe data-driven control framework for nonlinear systems with partially known dynamics. The method ensures stability and constraint satisfaction during online learning, assuming only a stabilizable linear approximation…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Stefano Tonini , Soroush Rastegarpour , Hamid Reza Feyzmahdavian , Nicola Bastianello , Karl Henrik Johansson

In applications of Gaussian processes where quantification of uncertainty is of primary interest, it is necessary to accurately characterize the posterior distribution over covariance parameters. This paper proposes an adaptation of the…

Methodology · Statistics 2015-09-04 Maurizio Filippone , Raphael Engler

This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…

Methodology · Statistics 2022-09-09 Michel H. Montoril , Leandro T. Correia , Helio S. Migon

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…

Robotics · Computer Science 2024-10-30 Soon-Seo Park , Young-Jin Park , Youngjae Min , Han-Lim Choi

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

Machine Learning · Statistics 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Gaussian processes provide a flexible framework for forecasting, removing noise, and interpreting long temporal datasets. State space modelling (Kalman filtering) enables these non-parametric models to be deployed on long datasets by…

Machine Learning · Computer Science 2018-11-19 Arno Solin , James Hensman , Richard E. Turner

Gaussian processes (GPs) are popular as nonlinear regression models for expensive computer simulations, yet GP performance relies heavily on estimation of unknown covariance parameters. Maximum likelihood estimation (MLE) is common, but it…

Methodology · Statistics 2025-11-25 Ayumi Mutoh , Annie S. Booth , Jonathan W. Stallrich

This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Marcel Menner , Karl Berntorp

This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…

Optimization and Control · Mathematics 2024-03-27 Léo Simpson , Jonas Asprion , Simon Muntwiler , Johannes Köhler , Moritz Diehl

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the…

Machine Learning · Statistics 2018-03-13 Markus Heinonen , Cagatay Yildiz , Henrik Mannerström , Jukka Intosalmi , Harri Lähdesmäki