Estimating and controlling dynamical systems from observable time-series data are essential for understanding and manipulating nonlinear dynamics. This paper proposes a probabilistic framework for simultaneously estimating and controlling nonlinear dynamics under noisy observation conditions. Our proposed method utilizes the particle filter not only as a state estimator and a prior estimator for the dynamics but also as a controller. This approach allows us to handle the nonlinearity of the dynamics and uncertainty of the latent state. We apply two distinct dynamics to verify the effectiveness of our proposed framework: a chaotic system defined by the Lorenz equation and a nonlinear neuronal system defined by the Morris-Lecar neuron model. The results indicate that our proposed framework can simultaneously estimate and control complex nonlinear dynamical systems.
Keywords: data assimilation; data-driven science; modern control theory; nonlinear dynamics; statistical machine learning.