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This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

Optimization and Control · Mathematics 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

A key property for systems subject to uncertainty in their operating environment is robustness, ensuring that unmodelled, but bounded, disturbances have only a proportionally bounded effect upon the behaviours of the system. Inspired by…

Systems and Control · Computer Science 2011-08-24 Rupak Majumdar , Elaine Render , Paulo Tabuada

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…

Systems and Control · Electrical Eng. & Systems 2024-07-31 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

Accurate and robust trajectory predictions of road users are needed to enable safe automated driving. To do this, machine learning models are often used, which can show erratic behavior when presented with previously unseen inputs. In this…

Artificial Intelligence · Computer Science 2023-04-05 Manuel Muñoz Sánchez , Emilia Silvas , Jos Elfring , René van de Molengraft

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

Methodology · Statistics 2026-02-18 Luis G. Crespo

We consider initial value problems of nonlinear dynamical systems, which include physical parameters. A quantity of interest depending on the solution is observed. A discretisation yields the trajectories of the quantity of interest in many…

Machine Learning · Computer Science 2021-01-13 Roland Pulch , Maha Youssef

Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, we propose a robust, nonparametric approach to carry out this assessment, by computing the…

Methodology · Statistics 2016-06-22 Henry Lam

Incorporating a priori physics knowledge into machine learning leads to more robust and interpretable algorithms. In this work, we combine deep learning techniques and classic numerical methods for differential equations to address two…

Machine Learning · Computer Science 2026-05-04 Caitlin Ho , Andrea Arnold

This paper addresses the problem of computing controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. We develop new methods for models of systems subject to both…

Systems and Control · Electrical Eng. & Systems 2022-10-18 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…

Optimization and Control · Mathematics 2024-05-29 Francesco Micheli , Anastasios Tsiamis , John Lygeros

We consider the problem of estimating a vector of unknown constant parameters for a class of hybrid dynamical systems -- that is, systems whose state variables exhibit both continuous (flow) and discrete (jump) evolution. Using a hybrid…

Optimization and Control · Mathematics 2023-08-16 Ryan S. Johnson , Stefano Di Cairano , Ricardo G. Sanfelice

This paper presents a robust data-driven controller design based on the noisy input-output data without assumptions on the statistical properties of the noises. We start with the direct data-representation of system models that take…

Optimization and Control · Mathematics 2023-02-24 Chin-Yao Chang , Andrey Bernstein

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

We consider the problem of impulse response estimation of stable linear single-input single-output systems. It is a well-studied problem where flexible non-parametric models recently offered a leap in performance compared to the classical…

Systems and Control · Computer Science 2018-10-12 Carl Andersson , Niklas Wahlström , Thomas B. Schön

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

Machine Learning · Statistics 2024-03-05 Filippo Bigi , Sanggyu Chong , Michele Ceriotti , Federico Grasselli

We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R. Stürz , Francesco Borrelli