相关论文: Forecasting the Evolution of Dynamical Systems fro…

This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…

We consider the dynamic linear regression problem, where the predictor vector may vary with time. This problem can be modeled as a linear dynamical system, with non-constant observation operator, where the parameters that need to be learned…

When measurements from dynamical systems are noisy, it is useful to have estimation algorithms that have low sensitivity to measurement noises and outliers. In the first set of results described in this paper we obtain optimal estimators…

Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Artificial neural networks will always make a prediction, even when completely uncertain and regardless of the consequences. This obliviousness of uncertainty is a major obstacle towards their adoption in practice. Techniques exist,…

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Data generated from dynamical systems with unknown dynamics enable the learning of state observers that are: robust to modeling error, computationally tractable to design, and capable of operating with guaranteed performance. In this paper,…

We consider the problem of forecasting the next (observable) state of an unknown ergodic dynamical system from a noisy observation of the present state. Our main result shows, for example, that support vector machines (SVMs) using Gaussian…

One of the fundamental challenges in the prediction of dynamic agents is robustness. Usually, most predictions are deterministic estimates of future states which are over-confident and prone to error. Recently, few works have addressed…

We address the problem of estimating the inputs of a dynamical system from measurements of the system's outputs. To this end, we introduce a novel estimation algorithm that explicitly trades off bias and variance to optimally reduce the…

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

We propose a method for learning linear models whose predictive performance is robust to causal interventions on unobserved variables, when noisy proxies of those variables are available. Our approach takes the form of a regularization term…

Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…