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We introduce the first direct policy search algorithm which provably converges to the globally optimal $\textit{dynamic}$ filter for the classical problem of predicting the outputs of a linear dynamical system, given noisy, partial…

Optimization and Control · Mathematics 2022-03-01 Jack Umenberger , Max Simchowitz , Juan C. Perdomo , Kaiqing Zhang , Russ Tedrake

The modern power grid is witnessing a shift in operations from traditional control methods to more advanced operational mechanisms. Due to the nonconvex nature of the Alternating Current Optimal Power Flow (ACOPF) problem and the need for…

Systems and Control · Electrical Eng. & Systems 2024-08-30 Junfei Wang , Pirathayini Srikantha

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

Data assimilation (DA) estimates a dynamical system's state from noisy observations. Recent generative models like the ensemble score filter (EnSF) improve DA in high-dimensional nonlinear settings but are computationally expensive. We…

Machine Learning · Statistics 2025-09-30 Taos Transue , Bohan Chen , So Takao , Bao Wang

Optimal Power Flow (OPF) is a very traditional research area within the power systems field that seeks for the optimal operation point of electric power plants, and which needs to be solved every few minutes in real-world scenarios.…

Artificial Intelligence · Computer Science 2025-11-25 Ángela López-Cardona , Guillermo Bernárdez , Pere Barlet-Ros , Albert Cabellos-Aparicio

Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Yifan Xie , Julian Berberich , Frank Allgöwer

We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…

Mathematical Physics · Physics 2024-07-09 Di Qi , Jian-Guo Liu

In this paper, we present the amortized optimal transport filter (A-OTF) designed to mitigate the computational burden associated with the real-time training of optimal transport filters (OTFs). OTFs can perform accurate non-Gaussian…

Optimization and Control · Mathematics 2025-05-22 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

Providing safety guarantees for learning-based controllers is important for real-world applications. One approach to realizing safety for arbitrary control policies is safety filtering. If necessary, the filter modifies control inputs to…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Lukas Brunke , Siqi Zhou , Mingxuan Che , Angela P. Schoellig

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and…

Machine Learning · Computer Science 2026-05-20 Thomas Savary , François Rozet , Gilles Louppe

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

Ensuring safety in the sense of constraint satisfaction for learning-based control is a critical challenge, especially in the model-free case. While safety filters address this challenge in the model-based setting by modifying unsafe…

Systems and Control · Electrical Eng. & Systems 2026-01-15 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

This thesis presents fuzzy-L1 adaptive controller and Model Reference Adaptive Control (MRAC) with Prescribed Performance Function (PPF) as two adaptive approaches for high nonlinear systems as two original contribution to the literature.…

Optimization and Control · Mathematics 2018-07-16 Hashim Abdellah Hashim Mohamed

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this,…

Machine Learning · Statistics 2026-05-22 Eunbi Yoon , Won Chang , Donghan Kim , Dae Wook Kim

Controllability is a fundamental property of control systems, serving as the prerequisite for controller design. While controllability test is well established in modelic (i.e., model-driven) control systems, extending it to datatic (i.e.,…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Yujie Yang , Letian Tao , Likun Wang , Shengbo Eben Li

Advancements in underwater vehicle technology have significantly expanded the potential scope for deploying autonomous or remotely operated underwater vehicles in novel practical applications. However, the efficiency and maneuverability of…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Nhat Minh Nguyen , Stephen McIlvanna , Jack Close , Mien Van

We propose a systematic method to directly identify a sensor fault estimation filter from plant input/output data collected under fault-free condition. This problem is challenging, especially when omitting the step of building an explicit…

Systems and Control · Computer Science 2015-05-11 Yiming Wan , Tamas Keviczky , Michel Verhaegen

A quantum stochastic model for an open dynamical system (quantum receiver) and output multi-channel of observation with an additive nonvacuum quantum noise is given. A quantum stochastic Master equation for the corresponding instrument is…

Quantum Physics · Physics 2015-06-26 V. P. Belavkin

This paper proposes a novel and efficient key conditional quotient filter (KCQF) for the estimation of state in the nonlinear system which can be either Gaussian or non-Gaussian, and either Markovian or non-Markovian. The core idea of the…

Computational Engineering, Finance, and Science · Computer Science 2025-01-10 Yuelin Zhao , Feng Wu , Li Zhu
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