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A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Machine Learning · Statistics 2015-07-03 Diego Romeres , Gianluigi Pillonetto , Alessandro Chiuso

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system…

Data Analysis, Statistics and Probability · Physics 2009-11-11 V. N. Smelyanskiy , D. G. Luchinsky , A. Stefanovska , P. V. E. McClintock

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

This paper applies the classical prediction error method (PEM) to the estimation of nonlinear discrete-time models of neuronal systems subject to input-additive noise. While the nonlinear system exhibits excitability, bifurcations, and…

Systems and Control · Electrical Eng. & Systems 2024-02-19 Thiago B. Burghi , Maarten Schoukens , Rodolphe Sepulchre

The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Roy S. Smith

Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Matteo Scandella , Michelangelo Bin , Thomas Parisini

In this paper we develop a method for learning nonlinear systems with multiple outputs and inputs. We begin by modelling the errors of a nominal predictor of the system using a latent variable framework. Then using the maximum likelihood…

Machine Learning · Statistics 2018-05-28 Per Mattsson , Dave Zachariah , Petre Stoica

In this paper, the instantaneous frequency estimation of nonstationary signals is considered. The instantaneous frequency is estimated from the timefrequency representation where certain percent of the coefficients is missing. The…

Signal Processing · Electrical Eng. & Systems 2019-02-08 Bozidar Androvic , Marko Kovac , Andjela Kandic

In this paper, a thermodynamic analysis of Bouc-Wen models endowed with both strength and stiffness degradation is provided. It is based on the relationship between the flow rules of these models and those of the endochronic plasticity…

Classical Physics · Physics 2009-01-13 Silvano Erlicher , Oreste S. Bursi

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

This paper presents a system identification technique for systems whose output is asymptotically periodic under constant inputs. The model used for system identification is a discrete-time Lur'e model consisting of asymptotically stable…

Signal Processing · Electrical Eng. & Systems 2020-05-01 Juan A. Paredes , Dennis S. Bernstein

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

Nonlinear systems play a significant role in numerous scientific and engineering disciplines, and comprehending their behavior is crucial for the development of effective control and prediction strategies. This paper introduces a novel…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Kaushal Kumar

We propose a computational procedure for identifying convection in heat transfer dynamics. The procedure is based on a Gaussian process latent force model, consisting of a white-box component (i.e., known physics) for the conduction and…

Systems and Control · Electrical Eng. & Systems 2024-07-10 Wouter M. Kouw , Caspar Gruijthuijsen , Lennart Blanken , Enzo Evers , Timothy Rogers

This work presents an algorithm for determining the parameters of a nonlinear dynamic model of the respiratory system in patients undergoing assisted ventilation. Using the pressure and flow signals measured at the mouth, the model's…

Systems and Control · Electrical Eng. & Systems 2024-03-01 Diego A. Riva , Carolina A. Evangelista , Paul F. Puleston , Luis Corsiglia , Nahuel Dargains

We propose a convex optimization procedure for black-box identification of nonlinear state-space models for systems that exhibit stable limit cycles (unforced periodic solutions). It extends the "robust identification error" framework in…

Optimization and Control · Mathematics 2013-03-21 Ian R. Manchester , Mark M. Tobenkin , Jennifer Wang

Control-based continuation (CBC) is a general and systematic method to explore the dynamic response of a physical system and perform bifurcation analysis directly during experimental tests. Although CBC has been successfully demonstrated on…

Dynamical Systems · Mathematics 2024-11-05 Hamed Rezaee , Ludovic Renson

In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…

Optimization and Control · Mathematics 2022-11-14 Dennis Gramlich , Christian Ebenbauer

We propose the K-series estimation approach for the recovery of unknown univariate and multivariate distributions given knowledge of a finite number of their moments. Our method is directly applicable to the probabilistic analysis of…

Methodology · Statistics 2025-04-15 Andrey Kofnov , Ezio Bartocci , Efstathia Bura