Learning Dynamics from Input-Output Data with Hamiltonian Gaussian Processes

TL;DR

This paper introduces a Bayesian Hamiltonian Gaussian Process method for learning physical dynamics solely from input-output data, capturing energy exchange without velocity or momentum measurements.

Contribution

It develops a fully Bayesian approach to learn energy-consistent dynamics from limited data, accommodating environmental interactions and hidden states.

Findings

Successfully learned nonlinear dynamics from input-output data.

Outperformed state-of-the-art methods relying on momentum data.

Captured energy exchange with the environment.

Abstract

Embedding non-restrictive prior knowledge, such as energy conservation laws, into learning methods is a key motive to construct physically consistent dynamics models from limited data, relevant for, e.g., model-based control. Recent work incorporates Hamiltonian dynamics into Gaussian Processes (GPs) to obtain uncertainty-quantifying, energy-consistent models, but these methods rely on -- rarely available -- velocity or momentum data. In this paper, we study dynamics learning using Hamiltonian GPs and focus on learning solely from input-output data, without relying on velocity or momentum measurements. Adopting a non-conservative formulation, energy exchange with the environment, e.g., through external forces or dissipation, can be captured. We provide a fully Bayesian scheme for estimating probability densities of unknown hidden states, GP hyperparameters, as well as structural hyperparameters, such as damping coefficients. The proposed method is evaluated in a nonlinear simulation case study and compared to a state-of-the-art approach that relies on momentum measurements.