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The Kalman(-Bucy) filter is the natural choice for the state reconstruction of disturbed, linear dynamical systems based on flawed and incomplete measurements. Taking a deterministic viewpoint this work investigates possible extensions of…
Natural systems are typically nonlinear and complex, and it is of great interest to be able to reconstruct a system in order to understand its mechanism, which can not only recover nonlinear behaviors but also predict future dynamics. Due…
The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
Computers are nonlinear dynamical systems that exhibit complex and sometimes even chaotic behavior. The models used in the computer systems community, however, are linear. This paper is an exploration of that disconnect: when linear models…
This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…
We consider the problem of identifying a dissipative linear model of an unknown nonlinear system that is known to be dissipative, from time domain input-output data. We first learn an approximate linear model of the nonlinear system using…
We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…
This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The nominal system is a linear quantum system defined by a linear vector of…
In this paper we study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…
Networked dynamical systems are common throughout science in engineering; e.g., biological networks, reaction networks, power systems, and the like. For many such systems, nonlinearity drives populations of identical (or near-identical)…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
This paper considers the structure of uncertain linear systems building on concepts of robust unobservability and possible controllability which were introduced in previous papers. The paper presents a new geometric characterization of the…
A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted…
Resilience is a system's ability to maintain its function when perturbations and errors occur. Whilst we understand low-dimensional networked systems' behavior well, our understanding of systems consisting of a large number of components 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…
One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…
Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…
System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear…