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Related papers: Koopman-based Control for Stochastic Systems: Appl…

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While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

We present a control framework for stochastic compartmental models in epidemiology. In this framework, rather than directly controlling the stochastic system, we perform optimal control of an associated Fokker-Planck equation, with the goal…

Optimization and Control · Mathematics 2026-04-06 Christian Parkinson , Souvik Roy

In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken. Determining whether current observations are…

Machine Learning · Computer Science 2022-09-20 Alex Mallen , Christoph A. Keller , J. Nathan Kutz

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

The literature dealing with data-driven analysis and control problems has significantly grown in the recent years. Most of the recent literature deals with linear time-invariant systems in which the uncertainty (if any) is assumed to be…

Optimization and Control · Mathematics 2020-05-12 Daniele Alpago , Florian Dorfler , John Lygeros

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

Recurrent neural networks are widely used on time series data, yet such models often ignore the underlying physical structures in such sequences. A new class of physics-based methods related to Koopman theory has been introduced, offering…

Computational Physics · Physics 2020-07-01 Omri Azencot , N. Benjamin Erichson , Vanessa Lin , Michael W. Mahoney

A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…

Quantum Physics · Physics 2020-11-09 Chungwei Lin , Dries Sels , Yanting Ma , Yebin Wang

Sparked by the Willems' fundamental lemma, a class of data-driven control methods has been developed for LTI systems. At the same time, the Koopman operator theory attempts to cast a nonlinear control problem into a standard linear one…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Yingzhao Lian , Renzi Wang , Colin N. Jones

This paper presents a distributed Koopman operator learning framework for modeling unknown nonlinear dynamics using sequential observations from multiple agents. Each agent estimates a local Koopman approximation based on lifted data and…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Ali Azarbahram , Shenyu Liu , Gian Paolo Incremona

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

Gas turbine engines are complex and highly nonlinear dynamical systems. Deriving their physics-based models can be challenging because it requires performance characteristics that are not always available, often leading to many simplifying…

Machine Learning · Computer Science 2026-02-11 David Grasev

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Continuous-time generative models have achieved remarkable success in image restoration and synthesis. However, controlling the composition of multiple pre-trained models remains an open challenge. Current approaches largely treat…

Machine Learning · Computer Science 2026-05-20 Riccardo Barbano , Alexander Denker , Zeljko Kereta , Runchang Li , Francisco Vargas

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We consider the problem of finding an event-based sampling scheme that optimizes the trade-off between average sampling rate and control performance in a linear-quadratic-Gaussian (LQG) control problem setting with output feedback. Our…

Optimization and Control · Mathematics 2017-09-25 Marcus Thelander Andrén , Bo Bernhardsson , Anton Cervin , Kristian Soltesz

The accurate modeling and control of nonlinear dynamical effects are crucial for numerous robotic systems. The Koopman formalism emerges as a valuable tool for linear control design in nonlinear systems within unknown environments. However,…

Systems and Control · Electrical Eng. & Systems 2023-11-07 Daning Huang , Muhammad Bayu Prasetyo , Yin Yu , Junyi Geng

This paper presents a modeling-control synthesis to address the quality control challenges in multistage manufacturing systems (MMSs). A new feedforward control scheme is developed to minimize the quality variations caused by process…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Zhiyi Chen , Harshal Maske , Devesh Upadhyay , Huanyi Shui , Xun Huan , Jun Ni

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

The modeling of nonlinear dynamics based on Koopman operator theory, which is originally applicable only to autonomous systems with no control, is extended to non-autonomous control system without approximation to input matrix B. Prevailing…

Systems and Control · Electrical Eng. & Systems 2024-08-23 H. Harry Asada , Jose A. Solano-Castellanos