A Bayesian Filtering Approach for Learning Lagrangian Dynamics from Noisy Measurements

Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and observations, but suffer from poor scalability in high dimensions. In this work, we show that diffusion-based emulators of dynamical systems can be used to implement, without additional training, an optimal variant of particle filters that has remained largely unexplored due to implementation challenges with classical numerical solvers. Experiments on nonlinear chaotic systems, including atmospheric dynamics, demonstrate that the proposed approach successfully scales particle filtering to high-dimensional settings.

Ordinary differential equations (ODEs) are widely used to model dynamical systems in physics, biology, neuroscience, and physiology, but in many applications some equations of the dynamics are unknown and only a subset of the state variables are measured. We propose a hybrid neural--physics framework in which the known components of the ODE are kept explicit and the missing components are represented by a neural network. The proposed method consists of two stages where we alternate between state and parameter estimation and iterate until a predetermined criterion is met. Specifically, in the first step, we treat the model parameters as being known and we infer the latent states from the available measurements using a Rauch--Tung--Striebel (RTS) smoother. In the second stage, we treat the smoothed trajectories as being known and use them to estimate the neural networks' parameters through backpropagation. We evaluate the method on benchmark systems spanning linear, nonlinear, and stiff dynamics under partial state observation. Across these settings, the proposed method learns missing ODE components from incomplete measurements while exploiting and retaining interpretable mechanistic structure and improving latent-state reconstruction and long-horizon prediction.

Forecasting the long-horizon evolution of mechanical systems from position-only observations is a pivotal yet difficult task, as hidden velocities and trajectory-specific physical properties must be inferred simultaneously. Although physics-guided neural networks like Lagrangian Neural Networks (LNNs) guarantee physical plausibility, they generally require complete state inputs and lack adaptability to changing system parameters. To break these limitations, we introduce History-informed Lagrangian Neural Networks (HiLNN). Grounded in the insight that temporal position sequences implicitly encode underlying dynamics, HiLNN employs a recurrent encoder to extract a latent context from history. This context not only reconstructs the unobserved initial velocity but also adaptively modulates the mass matrix, potential energy, and damping coefficients of a structured Lagrangian system. By leveraging a differentiable RK4 rollout scheme, the entire pipeline is optimized end-to-end under multi-step trajectory supervision and energy-consistency regularization. Empirical evaluations across conservative, dissipative, and heterogeneous variable-parameter systems show that HiLNN delivers superior long-term prediction accuracy and maintains precise energy profiles compared to state-of-the-art baselines. The source code is publicly available at https://github.com/yingtian22/History-informed-LNN.