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Deep sequence models have achieved notable success in time-series analysis, such as interpolation and forecasting. Recent advances move beyond discrete-time architectures like Recurrent Neural Networks (RNNs) toward continuous-time…

Machine Learning · Computer Science 2025-08-05 Haoran Li , Muhao Guo , Yang Weng , Hanghang Tong

In this paper, we propose a progressive Bayesian procedure, where the measurement information is continuously included into the given prior estimate (although we perform observations at discrete time steps). The key idea is to derive a…

Systems and Control · Computer Science 2012-04-03 Uwe D. Hanebeck , Jannik Steinbring

Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Elena Arcari , Andrea Carron , Melanie N. Zeilinger

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

Reliably determining system trajectories is essential in many analysis and control design approaches. To this end, an initial value problem has to be usually solved via numerical algorithms which rely on a certain software realization.…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Grigory Devadze , Lars Flessing , Stefan Streif

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

In this paper we synthesize behavioral ideas with geometric control theory and propose a unified geometric framework for representing all solutions of a Linear Time Invariant Differential-Algebraic Equation (DAE-LTI) as outputs of classical…

Optimization and Control · Mathematics 2016-11-02 Mihaly Petreczky , Sergiy Zhuk

High index differential algebraic equations (DAEs) are ordinary differential equations (ODEs) with constraints and arise frequently from many mathematical models of physical phenomenons and engineering fields. In this paper, we generalize…

Symbolic Computation · Computer Science 2015-04-21 Xiaolin Qin , Lu Yang , Yong Feng , Bernhard Bachmann , Peter Fritzson

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

This work presents a novel approach for the optimization of dynamic systems on finite-dimensional Lie groups. We rephrase dynamic systems as so-called neural ordinary differential equations (neural ODEs), and formulate the optimization…

Optimization and Control · Mathematics 2024-09-18 Yannik P. Wotte , Federico Califano , Stefano Stramigioli

Quantum computers have the potential to efficiently solve a system of nonlinear ordinary differential equations (ODEs), which play a crucial role in various industries and scientific fields. However, it remains unclear which system of…

Quantum Physics · Physics 2025-04-07 Yu Tanaka , Keisuke Fujii

In this work, we propose a novel layerwise adaptive construction method for neural network architectures. Our approach is based on a goal--oriented dual-weighted residual technique for the optimal control of neural differential equations.…

Optimization and Control · Mathematics 2026-01-13 Michael Hintermüller , Michael Hinze , Denis Korolev

We propose a new method to ensure neural ordinary differential equations (ODEs) satisfy output specifications by using invariance set propagation. Our approach uses a class of control barrier functions to transform output specifications…

Machine Learning · Computer Science 2023-06-01 Wei Xiao , Tsun-Hsuan Wang , Ramin Hasani , Mathias Lechner , Yutong Ban , Chuang Gan , Daniela Rus

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

In the last decade, the scientific community has devolved its attention to the deployment of data-driven approaches in scientific research to provide accurate and reliable analysis of a plethora of phenomena. Most notably, Physics-informed…

Machine Learning · Computer Science 2023-06-21 Mattia Silvestri , Federico Baldo , Eleonora Misino , Michele Lombardi

We address the inverse problem of Lagrangian identification based on trajecto-ries in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in…

Optimization and Control · Mathematics 2020-02-24 Edouard Pauwels , Didier Henrion , Jean-Bernard Lasserre

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…

Optimization and Control · Mathematics 2013-04-23 Falk M. Hante , Sebastian Sager

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

In this article we use linear algebra to improve the computational time for the obtaining of Green's functions of linear differential equations with reflection (DER). This is achieved by decomposing both the `reduced' equation (the ODE…

Classical Analysis and ODEs · Mathematics 2017-07-05 F. Adrián F. Tojo