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相关论文: Data-Driven Moving Horizon Estimation Using Bayesi…

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In this paper, we present a new approach to distributed moving horizon estimation for constrained nonlinear processes. The method involves approximating the arrival costs of local estimators through a recursive framework. First, distributed…

系统与控制 · 电气工程与系统科学 2024-06-11 Xiaojie Li , Xunyuan Yin

In this paper we investigate real-time, dynamic traffic optimization in railway systems. In order to enable practical solution times, we operate the optimizer in a receding horizon fashion and with optimization horizons that are shorter…

最优化与控制 · 数学 2021-05-11 Robin Vujanic , Andrew Hill

We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…

最优化与控制 · 数学 2021-05-07 Mathijs Schuurmans , Panagiotis Patrinos

This paper considers a practical scenario where a classical estimation method might have already been implemented on a certain platform when one tries to apply more advanced techniques such as moving horizon estimation (MHE). We are…

系统与控制 · 计算机科学 2018-07-06 He Kong , Salah Sukkarieh

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

机器学习 · 统计学 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our…

机器学习 · 统计学 2018-03-12 Favour M. Nyikosa , Michael A. Osborne , Stephen J. Roberts

This work proposes an event-triggered moving horizon estimation (ET-MHE) scheme for general nonlinear systems. The key components of the proposed scheme are a novel event-triggering mechanism (ETM) and the suitable design of the MHE cost…

系统与控制 · 电气工程与系统科学 2025-06-06 Isabelle Krauss , Julian D. Schiller , Victor G. Lopez , Matthias A. Müller

We consider the problem of active learning in the context of spatial sampling for level set estimation (LSE), where the goal is to localize all regions where a function of interest lies above/below a given threshold as quickly as possible.…

机器学习 · 计算机科学 2025-07-24 Phillip Kearns , Bruno Jedynak , John Lipor

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

量子物理 · 物理学 2021-08-16 Neel Kanth Kundu , Matthew R. McKay , Ranjan K. Mallik

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

计量经济学 · 经济学 2022-10-14 Ramis Khabibullin , Sergei Seleznev

In this paper, we introduce a Gaussian process based moving horizon estimation (MHE) framework. The scheme is based on offline collected data and offline hyperparameter optimization. In particular, compared to standard MHE schemes, we…

系统与控制 · 电气工程与系统科学 2023-06-16 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

机器学习 · 计算机科学 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

Multiobject tracking (MOT) is an important task in applications including autonomous driving, ocean sciences, and aerospace surveillance. Traditional MOT methods are model-based and combine sequential Bayesian estimation with data…

机器学习 · 计算机科学 2026-01-14 Shaoxiu Wei , Mingchao Liang , Florian Meyer

We propose a hierarchical learning architecture for predictive control in unknown environments. We consider a constrained nonlinear dynamical system and assume the availability of state-input trajectories solving control tasks in different…

系统与控制 · 电气工程与系统科学 2020-07-16 Charlott Vallon , Francesco Borrelli

Mouse-tracking recording techniques are becoming very attractive in experimental psychology. They provide an effective means of enhancing the measurement of some real-time cognitive processes involved in categorization, decision-making, and…

应用统计 · 统计学 2019-12-18 Antonio Calcagnì , Luigi Lombardi , Marco D'Alessandro

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

神经与进化计算 · 计算机科学 2020-12-29 Cuie Yang , Jinliang Ding , Yaochu Jin , Tianyou Chai

We present a mathematical model to predict pedestrian motion over a finite horizon, intended for use in collision avoidance algorithms for autonomous driving. The model is based on a road map structure, and assumes a rational pedestrian…

系统与控制 · 计算机科学 2018-03-14 Ivo Batkovic , Mario Zanon , Nils Lubbe , Paolo Falcone

Continuum robots, made from flexible materials with continuous backbones, have several advantages over traditional rigid robots. Some of them are the ability to navigate through narrow or confined spaces, adapt to irregular or changing…

机器人学 · 计算机科学 2023-08-09 Hend Abdelaziz , Ayman Nada , Hiroyuki Ishii , Haitham El-Hussieny

Change point detection becomes more and more important as datasets increase in size, where unsupervised detection algorithms can help users process data. To detect change points, a number of unsupervised algorithms have been developed which…

数值分析 · 数学 2021-06-18 Rebecca Gedda , Larisa Beilina , Ruomu Tan

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

量子物理 · 物理学 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory