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Parametric modeling of non-stationary signals is addressed in this article. We present several models based on the characteristic features of the modeled signal, together with the methods for accurate estimation of model parameters.…

Signal Processing · Electrical Eng. & Systems 2018-01-30 Pradip Sircar

We present a solution for modeling and online identification for heating, ventilation, and air conditioning (HVAC) control in buildings. Our approach comprises: (a) a resistance-capacitance (RC) model based on first order energy balance for…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Saman Mostafavi , Harish Doddi , Krishna Kalyanam , David Schwartz

In this paper, we focus on recovery control of nonlinear systems from attacks or failures. The main challenges of this problem lie in (1) learning the unknown dynamics caused by attacks or failures with formal guarantees, and (2) finding…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Zihao Song , Shirantha Welikala , Panos J. Antsaklis , Hai Lin

Hawkes process is one of the most commonly used models for investigating the self-exciting nature of earthquake occurrences. However, seismicity patterns have complicated characteristics due to heterogeneous geology and stresses, for which…

Applications · Statistics 2023-02-15 Junhyeon Kwon , Yingcai Zheng , Mikyoung Jun

This paper studies the identification of nonlinearly parameterized control systems in given experiments. Several identifiability criteria are established and an implementable algorithm is proposed for practicality with the convergence rate…

Optimization and Control · Mathematics 2019-08-21 Chanying Li

This paper concerns identification of uncontrolled or closed loop nonlinear systems using a set of trajectories that are generated by the system in a domain of attraction. The objective is to ensure that the trajectories of the identified…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Moad Abudia , Joel A. Rosenfeld , Rushikesh Kamalapurkar

This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is…

Dynamical Systems · Mathematics 2019-08-14 Olena Kostylenko , Helena Sofia Rodrigues , Delfim F. M. Torres

In complex materials, numerous intertwined phenomena underlie the overall response at macroscale. These phenomena can pertain to different engineering fields (mechanical , chemical, electrical), occur at different scales, can appear as…

Materials Science · Physics 2016-06-15 Pierre Jehel

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

We explore the issues of identification for nonlinear Impulse Response Functions in nonlinear dynamic models and discuss the settings in which the problem can be mitigated. In particular, we introduce the nonlinear autoregressive…

Econometrics · Economics 2025-08-01 Christian Gourieroux , Quinlan Lee

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

The objective of the present paper is to develop a two-step methodology integrating system identification and numerical continuation for the experimental extraction of nonlinear normal modes (NNMs) under broadband forcing. The first step…

Dynamical Systems · Mathematics 2016-04-28 J. P. Noël , L. Renson , C. Grappasonni , G. Kerschen

System identification has greatly benefited from deep learning techniques, particularly for modeling complex, nonlinear dynamical systems with partially unknown physics where traditional approaches may not be feasible. However, deep…

Machine Learning · Computer Science 2025-04-17 Marco Forgione , Ankush Chakrabarty , Dario Piga , Matteo Rufolo , Alberto Bemporad

Accurate prediction of dynamical response of structural system depends on the correct modeling of that system. However, modeling becomes increasingly challenging when there are many candidate models available to describe the system…

Applications · Statistics 2025-10-06 Subhayan De , Tianhao Yu , Patrick T. Brewick , Erik A. Johnson , Steven F. Wojtkiewicz

This paper deals with the problem of finite-time learning for unknown discrete-time nonlinear systems' dynamics, without the requirement of the persistence of excitation. Two finite-time concurrent learning methods are presented to…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Farzaneh Tatari , Christos Panayiotou , Marios Polycarpou

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…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

In this paper is proposed the method of the identification of complex dynamic systems. Method can be used for the identification of linear and nonlinear complex dynamic systems for the determined or stochastic signals at the inputs and the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexander Shaydurov

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

Machine Learning · Computer Science 2020-05-28 David K. E. Green , Filip Rindler

We propose a new method for blind system identification. Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix…

Systems and Control · Computer Science 2016-05-20 Giulio Bottegal , Riccardo S. Risuleo , Håkan Hjalmarsson