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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 work establishes a crucial step toward advancing data-driven trajectory-based methods for stochastic systems with unknown mathematical dynamics. In contrast to scenario-based approaches that rely on independent and identically…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Abolfazl Lavaei

Detecting symmetry from data is a fundamental problem in signal analysis, providing insight into underlying structure and constraints. When data emerge as trajectories of dynamical systems, symmetries encode structural properties of the…

Machine Learning · Statistics 2025-10-21 Ziad Ghanem , Chang Hyunwoong , Preskella Mrad

Data-driven control uses a past signal trajectory to characterise the input-output behaviour of a system. Willems' lemma provides a data-based prediction model allowing a control designer to bypass the step of identifying a state-space or…

Systems and Control · Electrical Eng. & Systems 2024-03-25 Roy S. Smith , Mohamed Abdalmoaty , Mingzhou Yin

In many applications, smooth processes generate data that is recorded under a variety of observation regimes, such as dense, sparse or fragmented observations that are often contaminated with error. The statistical goal of registering and…

Applications · Statistics 2019-12-12 James Matuk , Karthik Bharath , Oksana Chkrebtii , Sebastian Kurtek

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Machine learning has opened new frontiers in purely data-driven algorithms for data assimilation in, and for forecasting of, dynamical systems; the resulting methods are showing some promise. However, in contrast to model-driven algorithms,…

Machine Learning · Statistics 2026-04-03 Edoardo Calvello , Elizabeth Carlson , Nikola Kovachki , Michael N. Manta , Andrew M. Stuart

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

Computation · Statistics 2026-03-20 Baptiste Simandoux , Nikolas Kantas , Dan Crisan

We present a unified probabilistic framework for simultaneous trajectory estimation and planning (STEAP). Estimation and planning problems are usually considered separately, however, within our framework we show that solving them…

Robotics · Computer Science 2018-07-30 Mustafa Mukadam , Jing Dong , Frank Dellaert , Byron Boots

This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian…

Artificial Intelligence · Computer Science 2025-08-08 Majid Mohammadi

In this paper we investigate the problem of controlling a partially observed stochastic dynamical system such that its state is difficult to infer using a (fixed-interval) Bayesian smoother. This problem arises naturally in applications in…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Timothy L. Molloy , Girish N. Nair

In this paper, we address the problem of data description using a Bayesian framework. The goal of data description is to draw a boundary around objects of a certain class of interest to discriminate that class from the rest of the feature…

Machine Learning · Computer Science 2016-02-26 Alireza Ghasemi , Hamid R. Rabiee , Mohammad T. Manzuri , M. H. Rohban

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Applications · Statistics 2022-02-01 George V. Moustakides

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

Data-driven predictive control methods based on the Willems' fundamental lemma have shown great success in recent years. These approaches use receding horizon predictive control with nonparametric data-driven predictors instead of…

Systems and Control · Electrical Eng. & Systems 2023-12-06 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

A class of data-driven control methods has recently emerged based on Willems' fundamental lemma. Such methods can ease the modelling burden in control design but can be sensitive to disturbances acting on the system under control. In this…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Edward O'Dwyer , Eric C. Kerrigan , Paola Falugi , Marta A. Zagorowska , Nilay Shah

Functional data, with basic observational units being functions (e.g., curves, surfaces) varying over a continuum, are frequently encountered in various applications. While many statistical tools have been developed for functional data…

Methodology · Statistics 2016-06-10 Jingjing Yang , Hongxiao Zhu , Taeryon Choi , Dennis D. Cox

We propose a general framework for creating parameterized control schemes for decentralized multi-robot systems. A variety of tasks can be seen in the decentralized multi-robot literature, each with many possible control schemes. For…

Robotics · Computer Science 2022-03-24 Stephen Jacobs , R. Michael Butts , Yu Gu , Ali Baheri , Guilherme A. S. Pereira

Bayesian filtering and smoothing for high-dimensional nonlinear dynamical systems are fundamental yet challenging problems in many areas of science and engineering. In this work, we propose FLUID, a flow-based unified amortized inference…

Machine Learning · Statistics 2026-04-27 Tiangang Cui , Xiaodong Feng , Chenlong Pei , Xiaoliang Wan , Tao Zhou

Advances in experimental techniques allow the collection of high-resolution spatio-temporal data that track individual motile entities. These tracking data can be used to calibrate mathematical models describing the motility of individual…

Methodology · Statistics 2025-08-21 Arianna Ceccarelli , Alexander P. Browning , Tai Chaiamarit , Ilan Davis , Ruth E. Baker
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