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In many nonlinear control problems, the plant can be accurately described by a linear model whose operating point depends on some measurable variables, called scheduling signals. When such a linear parameter-varying (LPV) model of the…

Optimization and Control · Mathematics 2018-06-19 Dario Piga , Simone Formentin , Alberto Bemporad

An abundant amount of data gathered during wind tunnel testing and health monitoring of structures inspires the use of machine learning methods to replicate the wind forces. This paper presents a data-driven Gaussian Process-Nonlinear…

Fluid Dynamics · Physics 2022-02-18 Igor Kavrakov , Allan McRobie , Guido Morgenthal

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

This paper investigates the data-driven predictive control problems for a class of continuous-time industrial processes with completely unknown dynamics. The proposed approach employs the data-driven technique to get the system matrices…

Optimization and Control · Mathematics 2020-12-08 Yuanqiang Zhou , Dewei Li , Yugeng Xi

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

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

The development of control methods based on data has seen a surge of interest in recent years. When applying data-driven controllers in real-world applications, providing theoretical guarantees for the closed-loop system is of crucial…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Julian Berberich , Frank Allgöwer

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Gaussian processes (GPs) are very widely used for modeling of unknown functions or surfaces in applications ranging from regression to classification to spatial processes. Although there is an increasingly vast literature on applications,…

Methodology · Statistics 2017-06-28 Lizhen Lin , Mu Niu , Pokman Cheung , David Dunson

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Recent advancements in data-driven aeroelasticity have been driven by the wealth of data available in the wind engineering practice, especially in modeling aerodynamic forces. Despite progress, challenges persist in addressing free-stream…

Fluid Dynamics · Physics 2024-08-14 Igor Kavrakov , Guido Morgenthal , Allan McRobie

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Machine Learning · Statistics 2014-09-09 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

Ranging from cart-pole systems and autonomous bicycles to bipedal robots, control of these underactuated balance robots aims to achieve both external (actuated) subsystem trajectory tracking and internal (unactuated) subsystem balancing…

Robotics · Computer Science 2020-10-30 Kuo Chen , Jingang Yi , Dezhen Song

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

This paper presents a data-driven approach to the design of predictive controllers. The prediction matrices utilized in standard model predictive control (MPC) algorithms are typically constructed using knowledge of a system model such as,…

Systems and Control · Electrical Eng. & Systems 2021-04-13 P. C. N. Verheijen , G. R. Gonçalves da Silva , M. Lazar

Studying structural properties of linear dynamical systems through invariant subspaces is one of the key contributions of the geometric approach to system theory. In general, a model of the dynamics is required in order to compute the…

Systems and Control · Electrical Eng. & Systems 2022-01-12 Federico Celi , Fabio Pasqualetti

The Willems' fundamental lemma, which characterizes linear dynamics with measured trajectories, has found successful applications in controller design and signal processing, which has driven a broad research interest in its extension to…

Optimization and Control · Mathematics 2021-06-01 Yingzhao Lian , Colin N. Jones