We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting...
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ISBN:
(数字)9798350316339
ISBN:
(纸本)9798350316346
We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is observed noisily. To recover closed-loop system parameters, we develop inference methods based on probabilistic statespace model (SSM) techniques. First, we show that the system parameters exhibit non-identifiability in the infinite-horizon from closed-loop measurements, and we provide exact and numerical methods to disentangle the parameters. Second, to improve parameter identifiability, we show that we can further enhance recovery by either (1) incorporating additional partial measurements of the control signals or (2) moving to the finitehorizon setting. We further illustrate the performance of our methodology through numerical examples.
Supervised learning in function spaces is an emerging area of machine learning research with applications to the prediction of complex physical systems such as fluid flows, solid mechanics, and climate modeling. By di...
ISBN:
(纸本)9781713871088
Supervised learning in function spaces is an emerging area of machine learning research with applications to the prediction of complex physical systems such as fluid flows, solid mechanics, and climate modeling. By directly learning maps (operators) between infinite dimensional function spaces, these models are able to learn discretization invariant representations of target functions. A common approach is to represent such target functions as linear combinations of basis elements learned from data. However, there are simple scenarios where, even though the target functions form a low dimensional submanifold, a very large number of basis elements is needed for an accurate linear representation. Here we present NOMAD, a novel operator learning framework with a nonlinear decoder map capable of learning finite dimensional representations of nonlinear submanifolds in function spaces. We show this method is able to accurately learn low dimensional representations of solution manifolds to partial differential equations while outperforming linear models of larger size. Additionally, we compare to state-of-the-art operator learning methods on a complex fluid dynamics benchmark and achieve competitive performance with a significantly smaller model size and training cost.
We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting...
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Dynamic programming equations for mean field control problems with a separable structure are Eikonal type equations on the Wasserstein space. Standard differentiation using linear derivatives yield a direct extension ...
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Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studie...
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The two-dimensional electron gas (2DEG) is a fundamental model, which is drawing increasing interest because of recent advances in experimental and theoretical studies of 2D materials. Current understanding of the gro...
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We analyze the steady viscoelastic fluid flow in slowly varying contracting channels of arbitrary shape and present a theory based on the lubrication approximation for calculating the flow rate–pressure drop relation...
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Electrochemical impedance spectroscopy (EIS) is widely used in electrochemistry, energy sciences, biology, and beyond. Analyzing EIS data is crucial, but it often poses challenges because of the numerous possible equi...
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We present a Graph Neural Network (GNN) that accurately simulates a multidisperse suspension of interacting spherical particles. Our machine learning framework is built upon the recent work of Sanchez-Gonzalez et al. ...
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Developing theoretical understanding of complex reactions and processes at interfaces requires using methods that go beyond semilocal density functional theory to accurately describe the interactions between solvent, ...
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