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Learning Dynamics from Input-Output Data with Hamiltonian Gaussian Processes
Proceedings of The 8th Annual Learning for Dynamics and Control Conference, PMLR 331:1875-1894, 2026.
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.