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Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…

Machine Learning · Computer Science 2022-03-11 Qinsheng Zhang , Yongxin Chen

We consider rare transitions induced by colored noise excitation in multistable systems. We show that undesirable transitions can be mitigated by a simple time-delay feedback control if the control parameters are judiciously chosen. We…

Dynamical Systems · Mathematics 2021-09-15 Konstantinos Mamis , Mohammad Farazmand

This work presents an optimal sampling-based method to solve the real-time motion planning problem in static and dynamic environments, exploiting the Rapid-exploring Random Trees (RRT) algorithm and the Model Predictive Path Integral (MPPI)…

Robotics · Computer Science 2023-01-31 Chuyuan Tao , Hunmin Kim , Naira Hovakimyan

Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…

Optimization and Control · Mathematics 2025-11-21 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

In this paper the optimal control of alignment models composed by a large number of agents is investigated in presence of a selective action of a controller, acting in order to enhance consensus. Two types of selective controls have been…

Optimization and Control · Mathematics 2016-10-06 Giacomo Albi , Lorenzo Pareschi

In this work, we investigate direction finding in the presence of sensor gain uncertainties and directional perturbations for sensor array processing in a multi-frequency scenario. Specifically, we adopt a distributed optimization scheme in…

Signal Processing · Electrical Eng. & Systems 2020-02-27 Martin Brossard , Virginie Ollier , Mohammed Nabil El Korso , Rémy Boyer , Pascal Larzabal

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

This work explores the nature of augmented importance sampling in safety-constrained model predictive control problems. When operating in a constrained environment, sampling based model predictive control and motion planning typically…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Manan Gandhi , Hassan Almubarak , Yuichiro Aoyama , Evangelos Theodorou

Model Predictive Path Integral (MPPI) control has proven to be a powerful tool for the control of uncertain systems (such as systems subject to disturbances and systems with unmodeled dynamics). One important limitation of the baseline MPPI…

Systems and Control · Electrical Eng. & Systems 2024-03-28 Steven Patrick , Efstathios Bakolas

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

This work introduces a novel paradigm for solving optimal control problems for hybrid dynamical systems under uncertainties. Robotic systems having contact with the environment can be modeled as hybrid systems. Controller design for hybrid…

Robotics · Computer Science 2024-11-04 Hongzhe Yu , Diana Frias Franco , Aaron M. Johnson , Yongxin Chen

Diffusion models have emerged as powerful tools for generative tasks, producing high-quality outputs across diverse domains. However, how the generated data responds to the initial noise perturbation in diffusion models remains…

Machine Learning · Computer Science 2025-02-10 Bowen Song , Zecheng Zhang , Zhaoxu Luo , Jason Hu , Wei Yuan , Jing Jia , Zhengxu Tang , Guanyang Wang , Liyue Shen

This paper presents a novel Stochastic Optimal Control (SOC) method based on Model Predictive Path Integral control (MPPI), named Stein Variational Guided MPPI (SVG-MPPI), designed to handle rapidly shifting multimodal optimal action…

Robotics · Computer Science 2024-03-04 Kohei Honda , Naoki Akai , Kosuke Suzuki , Mizuho Aoki , Hirotaka Hosogaya , Hiroyuki Okuda , Tatsuya Suzuki

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive…

Information Theory · Computer Science 2016-11-17 Armin Eftekhari , Justin Romberg , Michael B. Wakin

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal's amplitude…

Signal Processing · Electrical Eng. & Systems 2019-02-13 William J. Wilkinson , Michael Riis Andersen , Joshua D. Reiss , Dan Stowell , Arno Solin

A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic…

Optics · Physics 2015-01-07 Pontus Johannisson , Erik Agrell

Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…

Machine Learning · Computer Science 2017-05-24 H. -Ch. Ruiz , H. J. Kappen

The aim of survey statistics is to produce estimates with a minimal bias and a corresponding acceptable variance given a specific budget, preferable with a minor response burden for the participants. In recent years, considerable efforts…

Methodology · Statistics 2026-04-02 Martin Hyllienmark , Gustaf Strandell
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