1. Data-Augmented Numerical Integration in State Prediction: Rule Selection
- Author
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Dunik, Jindrich, Kral, Ladislav, Matousek, Jakub, Straka, Ondrej, and Brandner, Marek
- Subjects
Electrical Engineering and Systems Science - Signal Processing - Abstract
This paper deals with the state prediction of nonlinear stochastic dynamic systems. The emphasis is laid on a solution to the integral Chapman-Kolmogorov equation by a deterministic-integration-rule-based point-mass method. A novel concept of reliable data-augmented, i.e., mathematics- and data-informed, integration rule is developed to enhance the point-mass state predictor, where the trained neural network (representing data contribution) is used for the selection of the best integration rule from a set of available rules (representing mathematics contribution). The proposed approach combining the best properties of the standard mathematics-informed and novel data-informed rules is thoroughly discussed., Comment: This work has been accepted to IFAC for publication - IFAC SYSID24
- Published
- 2024
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