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Accurately learning the temporal behavior of dynamical systems requires models with well-chosen learning biases. Recent innovations embed the Hamiltonian and Lagrangian formalisms into neural networks and demonstrate a significant…

Machine Learning · Computer Science 2021-10-04 Shaan Desai , Marios Mattheakis , David Sondak , Pavlos Protopapas , Stephen Roberts

In this paper, we propose Lagrangian Gaussian Processes (LGPs) for probabilistic and data-efficient learning of dynamics via discrete forced Euler-Lagrange equations. Importantly, the geometric structure of the Lagrange-d'Alembert…

Machine Learning · Computer Science 2026-05-08 Jan-Hendrik Ewering , Kathrin Flaßkamp , Niklas Wahlström , Thomas B. Schön , Thomas Seel

This article proposes an active-learning-based adaptive trajectory tracking control method for autonomous ground vehicles to compensate for modeling errors and unmodeled dynamics. The nominal vehicle model is decoupled into lateral and…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Kristóf Floch , Tamás Péni , Roland Tóth

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

Machine Learning · Computer Science 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

Background: Inference from fMRI data faces the challenge that the hemodynamic system that relates neural activity to the observed BOLD fMRI signal is unknown. New Method: We propose a new Bayesian model for task fMRI data with the following…

Applications · Statistics 2020-06-01 Josef Wilzén , Anders Eklund , Mattias Villani

We introduce a new definition of discrete-time port-Hamiltonian systems (PHS), which results from structure-preserving discretization of explicit PHS in time. We discretize the underlying continuous-time Dirac structure with the collocation…

Dynamical Systems · Mathematics 2018-11-20 Paul Kotyczka , Laurent Lefèvre

We present a principled study on defining Gaussian processes (GPs) with inputs on the product of directional manifolds. A circular kernel is first presented according to the von Mises distribution. Based thereon, the hypertoroidal von Mises…

Machine Learning · Computer Science 2024-06-19 Ziyu Cao , Kailai Li

Physics-constrained machine learning is emerging as an important topic in the field of machine learning for physics. One of the most significant advantages of incorporating physics constraints into machine learning methods is that the…

Machine Learning · Computer Science 2022-09-07 Anh Tran , Kathryn Maupin , Theron Rodgers

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian in a way that allows much of the movement around the state…

Computation · Statistics 2012-07-17 Shiwei Lan , Babak Shahbaba

We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts…

Optimization and Control · Mathematics 2025-12-08 Julia Ackermann , Thomas Kruse , Stefan Tappe

In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…

Machine Learning · Statistics 2023-06-22 Ekin Ugurel

We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the…

Dynamical Systems · Mathematics 2023-02-13 Riccardo Morandin , Jonas Nicodemus , Benjamin Unger

Continuous-time state estimation is gaining in popularity due to its abilities to provide smooth solutions, handle asynchronous sensors, and interpolate between data points. While there are two main paradigms, parametric (e.g., temporal…

Robotics · Computer Science 2026-05-12 Connor Holmes , Sven Lilge , Zi Cong Guo , Frank Dellaert , Timothy D. Barfoot

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target.…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

Robotics · Computer Science 2014-12-02 Sean Anderson , Timothy D. Barfoot , Chi Hay Tong , Simo Särkkä

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

Machine Learning · Statistics 2017-10-24 Vladimir Feinberg , Li-Fang Cheng , Kai Li , Barbara E Engelhardt

We provide a fully nonlinear port-Hamiltonian formulation for discrete elastodynamical systems as well as a structure-preserving time discretization. The governing equations are obtained in a variational manner and represent index-1…

Dynamical Systems · Mathematics 2025-06-23 Philipp L. Kinon , Tobias Thoma , Peter Betsch , Paul Kotyczka

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

Continuous-time state estimation has been shown to be an effective means of (i) handling asynchronous and high-rate measurements, (ii) introducing smoothness to the estimate, (iii) post hoc querying the estimate at times other than those of…

Robotics · Computer Science 2026-01-08 Timothy Barfoot , Cedric Le Gentil , Sven Lilge
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