Machines that Predict Trajectories from Templates

Abstract

We study trajectory prediction from libraries of stored output templates. Given the past of an unknown trajectory, the goal is to predict its future without identifying the state-space model that generated it. We show that libraries of trajectories generated by one or more dynamical systems define behavioral spaces that can be used as prediction mechanisms. For linear systems, we characterize exact prediction in terms of continuation maps, behavioral containment, and spectral conditions on output-visible eigenvalues. We also analyze robustness to noisy observations and noisy libraries, derive error bounds for out-of-library trajectories, and show how interconnection constraints can compose template libraries into new behavioral spaces with emergent modes. Finally, we extend the framework to nonlinear systems whose output trajectories are contained in, or immersed into, finite-dimensional linear behaviors. These results provide a theory of template-based prediction machines capable of generalizing beyond the stored trajectories and, in some cases, beyond the systems that generated them.