Almost Surely Stable Deep Dynamics

• URL: http://arxiv.org/abs/2103.14722v1
• Date: Fri, 26 Mar 2021 20:37:08 GMT
• Title: Almost Surely Stable Deep Dynamics
• Authors: Nathan P. Lawrence, Philip D. Loewen, Michael G. Forbes, Johan U. Backstr\"om, R. Bhushan Gopaluni
• Abstract summary: We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Our method works by embedding a Lyapunov neural network into the dynamic model, thereby inherently satisfying the stability criterion.
• Score: 4.199844472131922
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications such as estimation and control. However, these aspects exacerbate the challenge of guaranteeing stability. Our method works by embedding a Lyapunov neural network into the dynamic model, thereby inherently satisfying the stability criterion. To this end, we propose two approaches and apply them in both the deterministic and stochastic settings: one exploits convexity of the Lyapunov function, while the other enforces stability through an implicit output layer. We demonstrate the utility of each approach through numerical examples.

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