Sensing with shallow recurrent decoder networks

Abstract: Sensing is a universal task in science and engineering. Downstream tasks from sensing include inferring full state estimates of a system (system identification), control decisions, and forecasting. These tasks are exceptionally challenging to achieve with limited sensors, noisy measurements, and corrupt or missing data. We propose a SHallow REcurrent Decoder (SHRED) neural network structure for sensing which incorporates (i) a recurrent neural network (LSTM) to learn a latent representation of the temporal dynamics of the sensors, and (ii) a shallow decoder that learns a mapping between this latent representation and the high-dimensional state space. By explicitly accounting for the time-history, or trajectory, of the sensor measurements, SHRED enables accurate reconstructions with far fewer sensors, outperforms existing techniques when more measurements are available, and is agnostic towards sensor placement. In addition, a compressed representation of the high-dimensional state is directly obtained from sensor measurements, which provides an on-the-fly compression for modeling physical and engineering systems. Forecasting is also achieved from the sensor time-series data alone, producing an efficient paradigm for predicting temporal evolution with an exceptionally limited number of sensors. In the example cases explored, including turbulent flows, complex spatio-temporal dynamics can be characterized with exceedingly limited sensors that can be randomly placed with minimal loss of performance.