Prediction With Approximated Gaussian Process Dynamical Models

DOI10.1109/TAC.2021.3131988MaRDI QIDQ6053155zbMATH OpenOpenAlexFDO

Authors Thomas Beckers, Sandra Hirche

Publication date 26 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.14551

zbMATH Keywords

data-based controlGaussian processes (GPs)learning systemsnonparametric methodsprobabilistic modelsprobabilistic simulationstochastic modeling

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often challenging or even infeasible due to the complexity of the system dynamics. In contrast, data-driven approaches need only a minimum of prior knowledge and scale with the complexity of the system. In particular, Gaussian process dynamical models (GPDMs) provide very promising results for the modeling of complex dynamics. However, the control properties of these GP models are just sparsely researched, which leads to a "blackbox" treatment in modeling and control scenarios. In addition, the sampling of GPDMs for prediction purpose respecting their non-parametric nature results in non-Markovian dynamics making the theoretical analysis challenging. In this article, we present approximated GPDMs which are Markov and analyze their control theoretical properties. Among others, the approximated error is analyzed and conditions for boundedness of the trajectories are provided. The outcomes are illustrated with numerical examples that show the power of the approximated models while the the computational time is significantly reduced.

Cited in

(8)

• Optimal prediction of level crossings in Gaussian processes and sequences
• Nested polynomial trends for the improvement of Gaussian process-based predictors
• Forecasting with imperfect models, dynamically constrained inverse problems, and gradient descent algorithms
• Analog forecasting with dynamics-adapted kernels
• Gaussian sum approximation for non-linear fixed-point prediction
• Prediction by dual mode GMDH
• Gaussian Process Subspace Prediction for Model Reduction
• Gaussian process for nonstationary time series prediction

This page was built for publication: Prediction With Approximated Gaussian Process Dynamical Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6053155)