학술논문

Prediction With Approximated Gaussian Process Dynamical Models
Document Type
Periodical
Source
IEEE Transactions on Automatic Control IEEE Trans. Automat. Contr. Automatic Control, IEEE Transactions on. 67(12):6460-6473 Dec, 2022
Subject
Signal Processing and Analysis
Modeling
Data models
Mathematical models
Gaussian processes
Computational modeling
Predictive models
Adaptation models
Data-based control
Gaussian processes (GPs)
learning systems
nonparametric methods
probabilistic models
probabilistic simulation
stochastic modeling
Language
ISSN
0018-9286
1558-2523
2334-3303
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, are 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 nonparametric 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 computational time is significantly reduced.