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We propose a model-agnostic stochastic predictive control (MASMPC) algorithm for dynamical systems. The proposed approach first discovers \textit{interpretable} governing differential equations from data using a novel algorithm and blends…

Systems and Control · Electrical Eng. & Systems 2022-11-24 Tapas Tripura , Souvik Chakraborty

Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Advances in data science are leading to new progresses in the analysis and understanding of complex dynamics for systems with experimental and observational data. With numerous physical phenomena exhibiting bursting, flights, hopping, and…

Statistics Theory · Mathematics 2022-02-09 Yang Li , Jinqiao Duan

Learning governing equations allows for deeper understanding of the structure and dynamics of data. We present a random sampling method for learning structured dynamical systems from under-sampled and possibly noisy state-space…

Information Theory · Computer Science 2018-05-14 Hayden Schaeffer , Giang Tran , Rachel Ward , Linan Zhang

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

Accurate prediction of dynamical response of structural system depends on the correct modeling of that system. However, modeling becomes increasingly challenging when there are many candidate models available to describe the system…

Applications · Statistics 2025-10-06 Subhayan De , Tianhao Yu , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

Discovering governing equations from data is important to many scientific and engineering applications. Despite promising successes, existing methods are still challenged by data sparsity and noise issues, both of which are ubiquitous in…

Machine Learning · Computer Science 2024-04-23 Da Long , Wei W. Xing , Aditi S. Krishnapriyan , Robert M. Kirby , Shandian Zhe , Michael W. Mahoney

In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…

Optimization and Control · Mathematics 2026-02-19 Grant Norman , Conor Rowan , Kurt Maute , Alireza Doostan

Accelerated proximal gradient methods have recently been developed for solving quasi-static incremental problems of elastoplastic analysis with some different yield criteria. It has been demonstrated through numerical experiments that these…

Optimization and Control · Mathematics 2020-11-13 Yoshihiro Kanno

This essay advocates the view that any problem that has a meaningful empirical content, can be formulated in constructive, more definitely, finite terms. We consider combinatorial models of dynamical systems and approaches to statistical…

Quantum Physics · Physics 2015-07-21 Vladimir V. Kornyak

We introduce a machine-learning approach for identifying hidden structural features of open quantum dynamics under restricted experimental access. Unlike most existing data-driven methods which focus on detection or prediction of dynamical…

Quantum Physics · Physics 2026-04-02 Alexander Teretenkov , Sergey Kuznetsov , Alexander Pechen

In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced…

Machine Learning · Statistics 2025-07-15 Ridwan Olabiyi , Han Hu , Ashif Iquebal

The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Constantino M. Lagoa , Fabrizio Dabbene

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

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

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf
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