Learning Surrogate LPV State-Space Models with Uncertainty Quantification

Fuente: arXiv
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Hauptverfasser: Olucha, E. Javier, Preda, Valentin, Das, Amritam, Tóth, Roland
Format: Preprint
Veröffentlicht: 2026
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author Olucha, E. Javier
Preda, Valentin
Das, Amritam
Tóth, Roland
author_facet Olucha, E. Javier
Preda, Valentin
Das, Amritam
Tóth, Roland
contents The Linear Parameter-Varying (LPV) framework enables the construction of surrogate models of complex nonlinear and high-dimensional systems, facilitating efficient stability and performance analysis together with controller design. Despite significant advances in data-driven LPV modelling, existing approaches do not quantify the uncertainty of the obtained LPV models. Consequently, assessing model reliability for analysis and control or detecting operation outside the training regime requires extensive validation and user expertise. This paper proposes a Bayesian approach for the joint estimation of LPV state-space models together with their scheduling, providing a characterization of model uncertainty and confidence bounds on the predicted model response directly from input-output data. Both aleatoric uncertainty due to measurement noise and epistemic uncertainty arising from limited training data and structural bias are considered. The resulting model preserves the LPV structure required for controller synthesis while enabling computationally efficient simulation and uncertainty propagation. The approach is demonstrated on the surrogate modelling of a two-dimensional nonlinear interconnection of mass-spring-damper systems.
format Preprint
id arxiv_https___arxiv_org_abs_2603_29532
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Learning Surrogate LPV State-Space Models with Uncertainty Quantification
Olucha, E. Javier
Preda, Valentin
Das, Amritam
Tóth, Roland
Systems and Control
Machine Learning
The Linear Parameter-Varying (LPV) framework enables the construction of surrogate models of complex nonlinear and high-dimensional systems, facilitating efficient stability and performance analysis together with controller design. Despite significant advances in data-driven LPV modelling, existing approaches do not quantify the uncertainty of the obtained LPV models. Consequently, assessing model reliability for analysis and control or detecting operation outside the training regime requires extensive validation and user expertise. This paper proposes a Bayesian approach for the joint estimation of LPV state-space models together with their scheduling, providing a characterization of model uncertainty and confidence bounds on the predicted model response directly from input-output data. Both aleatoric uncertainty due to measurement noise and epistemic uncertainty arising from limited training data and structural bias are considered. The resulting model preserves the LPV structure required for controller synthesis while enabling computationally efficient simulation and uncertainty propagation. The approach is demonstrated on the surrogate modelling of a two-dimensional nonlinear interconnection of mass-spring-damper systems.
title Learning Surrogate LPV State-Space Models with Uncertainty Quantification
topic Systems and Control
Machine Learning
url https://arxiv.org/abs/2603.29532