Related papers: Non-linear estimation is easy

We showcase applications of nonlinear algebra in the sciences and engineering. Our review is organized into eight themes: polynomial optimization, partial differential equations, algebraic statistics, integrable systems, configuration…

This article addresses the following problems: 1) First, a nonlinearity analysis is made looking for the presence of nonlinearities in an early phase of the identification process. The level and the nature of the nonlinearities should be…

Observability is a modelling property that describes the possibility of inferring the internal state of a system from observations of its output. A related property, structural identifiability, refers to the theoretical possibility of…

A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

A variety of algorithms have been proposed to address the power system state estimation problem in the presence of uncertainties in the data. However, less emphasis has been given to handling perturbations in the model. In the context of…

Parameter estimation of nonlinear state-space models from input-output data typically requires solving a highly non-convex optimization problem prone to slow convergence and suboptimal solutions. This work improves the reliability and…

Numerical nonlinear algebra is applied to maximum likelihood estimation for Gaussian models defined by linear constraints on the covariance matrix. We examine the generic case as well as special models (e.g. Toeplitz, sparse, trees) that…

A large variety of dynamical systems, such as chemical and biomolecular systems, can be seen as networks of nonlinear entities. Prediction, control, and identification of such nonlinear networks require knowledge of the state of the system.…

We introduce a data-based approach to estimating key quantities which arise in the study of nonlinear control systems and random nonlinear dynamical systems. Our approach hinges on the observation that much of the existing linear theory may…

Non-equilibrium systems have long-ranged spatial correlations even far away from critical points. This implies that the likelihoods of spatial steady state profiles of physical observables are nonlocal functionals. In this letter, it is…

An open question in the field of non-equilibrium statistical physics is whether there exists a unique way through which non-equilibrium systems equilibrate irrespective of how far they are away from equilibrium. To answer this question we…

This paper deals with diagnosability of discrete-time nonlinear systems with unknown inputs and quantized outputs. We propose a novel notion of diagnosability that we term approximate diagnosability, corresponding to the possibility of…

We consider a system of differential equations and obtain its solutions with exponential asymptotics and analyticity with respect to the spectral parameter. Solutions of such type have importance in studying spectral properties of…

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

We present abstraction techniques that transform a given non-linear dynamical system into a linear system or an algebraic system described by polynomials of bounded degree, such that, invariant properties of the resulting abstraction can be…

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Many processes in biology, chemistry, physics, medicine, and engineering are modeled by a system of differential equations. Such a system is usually characterized via unknown parameters and estimating their 'true' value is thus required. In…