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In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…

最优化与控制 · 数学 2019-01-25 Johannes Wiebe , Inês Cecílio , Ruth Misener

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

统计计算 · 统计学 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…

机器学习 · 计算机科学 2024-02-05 Luca Della Libera , Jacopo Andreoli , Davide Dalle Pezze , Mirco Ravanelli , Gian Antonio Susto

We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…

最优化与控制 · 数学 2022-11-17 Marko Nonhoff , Matthias A. Müller

Bayesian estimation is a vital tool in robotics as it allows systems to update the robot state belief using incomplete information from noisy sensors. To render the state estimation problem tractable, many systems assume that the motion and…

机器人学 · 计算机科学 2025-01-13 Miguel Saavedra-Ruiz , Steven A. Parkison , Ria Arora , James Richard Forbes , Liam Paull

With the ongoing investment in data collection and communication technology in power systems, data-driven optimization has been established as a powerful tool for system operators to handle stochastic system states caused by weather- and…

最优化与控制 · 数学 2023-12-18 Robert Mieth , Juan M. Morales , H. Vincent Poor

Bayesian optimization has been successful at global optimization of expensive-to-evaluate multimodal objective functions. However, unlike most optimization methods, Bayesian optimization typically does not use derivative information. In…

机器学习 · 统计学 2018-02-08 Jian Wu , Matthias Poloczek , Andrew Gordon Wilson , Peter I. Frazier

Lookahead, also known as non-myopic, Bayesian optimization (BO) aims to find optimal sampling policies through solving a dynamic program (DP) that maximizes a long-term reward over a rolling horizon. Though promising, lookahead BO faces the…

机器学习 · 计算机科学 2022-07-26 Xubo Yue , Raed Al Kontar

We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements, without requiring access to velocity data. This is particularly relevant in system identification tasks where…

系统与控制 · 电气工程与系统科学 2025-05-28 Martine Dyring Hansen , Elena Celledoni , Benjamin Kwanen Tapley

We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…

机器学习 · 统计学 2023-11-13 Justin Alsing , Thomas D. P. Edwards , Benjamin Wandelt

This paper studies an optimization-based state estimation approach for discrete-time nonlinear systems under bounded process and measurement disturbances. We first introduce a full information estimator (FIE), which is given as a solution…

动力系统 · 数学 2015-03-18 Wuhua Hu , Lihua Xie , Keyou You

Data-driven methods for the identification of the governing equations of dynamical systems or the computation of reduced surrogate models play an increasingly important role in many application areas such as physics, chemistry, biology, and…

动力系统 · 数学 2024-12-17 Stefan Klus , Hongyu Zhu

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

系统与控制 · 电气工程与系统科学 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

We present a novel approach for efficient and reliable goal-directed long-horizon navigation for a multi-robot team in a structured, unknown environment by predicting statistics of unknown space. Building on recent work in…

机器人学 · 计算机科学 2023-03-30 Abhish Khanal , Gregory J. Stein

Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…

量子物理 · 物理学 2021-07-02 Yuxiang Qiu , Min Zhuang , Jiahao Huang , Chaohong Lee

We investigate the problem of persistently monitoring a finite set of targets with internal states that evolve with linear stochastic dynamics using a finite set of mobile agents. We approach the problem from the infinite-horizon…

系统与控制 · 电气工程与系统科学 2019-10-01 Samuel C. Pinto , Sean B. Andersson , Julien M. Hendrickx , Christos G. Cassandras

Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…

机器学习 · 计算机科学 2023-01-16 Anshul Nayak , Azim Eskandarian , Zachary Doerzaph

A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…

最优化与控制 · 数学 2016-04-05 Xiaojun Zhou

We present one of the first algorithms on model based reinforcement learning and trajectory optimization with free final time horizon. Grounded on the optimal control theory and Dynamic Programming, we derive a set of backward differential…

系统与控制 · 计算机科学 2015-09-04 Wei Sun , Evangelos Theodorou , Panagiotis Tsiotras

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

机器学习 · 计算机科学 2024-04-17 Dongwei Ye , Mengwu Guo