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We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…

Machine Learning · Computer Science 2025-08-19 Evan Dogariu , Anand Brahmbhatt , Elad Hazan

Reachability analysis of nonlinear dynamical systems is a challenging and computationally expensive task. Computing the reachable states for linear systems, in contrast, can often be done efficiently in high dimensions. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2021-05-04 Stanley Bak , Sergiy Bogomolov , Parasara Sridhar Duggirala , Adam R. Gerlach , Kostiantyn Potomkin

In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…

Optimization and Control · Mathematics 2023-02-22 Yitian Chen , Timothy L. Molloy , Tyler Summers , Iman Shames

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

Optimization and Control · Mathematics 2019-10-23 Yingying Li , Xin Chen , Na Li

We study online policy optimization in nonlinear time-varying dynamical systems where the true dynamical models are unknown to the controller. This problem is challenging because, unlike in linear systems, the controller cannot obtain…

Optimization and Control · Mathematics 2024-04-22 Yiheng Lin , James A. Preiss , Fengze Xie , Emile Anand , Soon-Jo Chung , Yisong Yue , Adam Wierman

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Dynamical Systems · Mathematics 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

Dynamical systems provide a comprehensive way to study complex and changing behaviors across various sciences. Many modern systems are too complicated to analyze directly or we do not have access to models, driving significant interest in…

Dynamical Systems · Mathematics 2024-07-10 Matthew J. Colbrook , Igor Mezić , Alexei Stepanenko

Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness…

Robotics · Computer Science 2021-04-13 Lu Shi , Konstantinos Karydis

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

We propose an alternating optimization algorithm to the nonconvex Koopman operator learning problem for nonlinear dynamic systems. We show that the proposed algorithm will converge to a critical point with rate $O(1/T)$ and $O(\frac{1}{\log…

Signal Processing · Electrical Eng. & Systems 2020-03-23 Zhiyuan Liu , Guohui Ding , Lijun Chen , Enoch Yeung

In this paper, we develop a unified framework for analyzing the tracking error and dynamic regret of inexact online optimization methods under a variety of settings. Specifically, we leverage the quadratic constraint approach from control…

Optimization and Control · Mathematics 2023-03-03 Usman Syed , Emiliano Dall'Anese , Bin Hu

Projection-free online learning has drawn increasing interest due to its efficiency in solving high-dimensional problems with complicated constraints. However, most existing projection-free online methods focus on minimizing the static…

Machine Learning · Computer Science 2023-05-22 Yibo Wang , Wenhao Yang , Wei Jiang , Shiyin Lu , Bing Wang , Haihong Tang , Yuanyu Wan , Lijun Zhang

For dynamical systems involving decision making, the success of the system greatly depends on its ability to make good decisions with incomplete and uncertain information. By leveraging the Koopman operator and its adjoint property, we…

Dynamical Systems · Mathematics 2020-08-21 Adam R. Gerlach , Andrew Leonard , Jonathan Rogers , Chris Rackauckas

We propose a novel framework for safe navigation in dynamic environments by integrating Koopman operator theory with conformal prediction. Our approach leverages data-driven Koopman approximation to learn nonlinear dynamics and employs…

Robotics · Computer Science 2025-05-02 Kaier Liang , Guang Yang , Mingyu Cai , Cristian-Ioan Vasile

We propose a scalable reachability-based framework for probabilistic, data-driven safety verification of unknown nonlinear dynamics. We use Koopman theory with a neural network (NN) lifting function to learn an approximate linear…

Systems and Control · Electrical Eng. & Systems 2026-01-06 Devesh Nath , Haoran Yin , Glen Chou

Monitoring high-dimensional engineering structures in extreme environments is limited by non-stationary excitation, nonlinear structural kinematics, and stochastic forcing. Traditional model-based and black-box data-driven methods often…

Signal Processing · Electrical Eng. & Systems 2026-05-12 Mohammad Mahdi Abaei , Ahmad BahooToroody , Arttu Polojärvi , Heikki Remes , Ulf Tyge Tygesen , Mikko Suominen , Michael Beer

It is hard to identify nonlinear biological models strictly from data, with results that are often sensitive to experimental conditions. Automated experimental workflows and liquid handling enables unprecedented throughput, as well as the…

Dynamical Systems · Mathematics 2019-09-17 Nibodh Boddupalli , Aqib Hasnain , Sai Pushpak Nandanoori , Enoch Yeung

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. However, building accurate long-term prediction models remains challenging due to the limitations of existing temporal…

Machine Learning · Computer Science 2023-09-20 Kshitij Tayal , Arvind Renganathan , Rahul Ghosh , Xiaowei Jia , Vipin Kumar

In this paper, we present a novel sufficient condition for the stability of discrete-time linear systems that can be represented as a set of piecewise linear constraints, which make them suitable for quadratic programming optimization…

Systems and Control · Electrical Eng. & Systems 2024-04-25 Marc Mitjans , Liangting Wu , Roberto Tron
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