A Bayesian Filtering Approach for Learning Lagrangian Dynamics from Noisy Measurements
This paper proposes a Bayesian filtering-based approach for learning the dynamics of a physical system from partial, noisy measurements. We model the system dynamics using a Lagrangian mechanics formulation. As in Lagrangian neural networks (LNNs), we parameterize the kinetic and potential energies with neural networks. The unknown external forces in the Lagrangian formulation are modeled as white Gaussian noise. The corresponding Euler--Lagrange equations then yield a continuous-time stochastic state-space model (SSM) that describes the system dynamics. The neural network parameters and system states are then jointly learned via a maximum-likelihood method using Gaussian-approximation-ba...
| Authors | Kundan Kumar, Shreya Das, Simo Särkkä |
|---|---|
| Primary category | cs.LG |
| Published | 30 June 2026 |
| Last updated at source | 30 June 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.