About: Learning Memory-Efficient Stable Linear Dynamical Systems for Prediction and Control

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An Entity of Type : schema:ScholarlyArticle, within Data Space : covidontheweb.inria.fr associated with source document(s)

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type	Academic Article research paper schema:ScholarlyArticle
isDefinedBy	Covid-on-the-Web dataset
title	Learning Memory-Efficient Stable Linear Dynamical Systems for Prediction and Control
Creator	Mamakoukas, Giorgos Murphey, Todd Xherija, Orest
source	ArXiv
abstract	Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a recent characterization of stable matrices, we present an optimization method that ensures stability at every step and iteratively improves the reconstruction error using gradient directions derived in this paper. When applied to LDSs with inputs, our approach---in contrast to current methods for learning stable LDSs---updates both the state and control matrices, expanding the solution space and allowing for models with lower reconstruction error. We apply our algorithm in simulations and experiments to a variety of problems, including learning dynamic textures from image sequences and controlling a robotic manipulator. Compared to existing approaches, our proposed method achieves an orders-of-magnitude improvement in reconstruction error and superior results in terms of control performance. In addition, it is provably more memory-efficient, with an O(n^2) space complexity compared to O(n^4) of competing alternatives, thus scaling to higher-dimensional systems when the other methods fail.
has issue date	2020-06-06(xsd:dateTime)
has license	arxiv
sha1sum (hex)	99e9bf0e5d556a1be52d5136365876b94193dfee
resource representing a document's title	Learning Memory-Efficient Stable Linear Dynamical Systems for Prediction and Control
resource representing a document's body	covid:99e9bf0e5d556a1be52d5136365876b94193dfee#body_text
is schema:about of	named entity 'scaling' named entity 'stable' named entity 'algorithm' named entity 'performance' named entity 'step' »more»

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