Related papers: Technical Report: Observability of a Linear System…
Learning governing dynamics from data is a common goal across the sciences, yet it is only well-posed when the underlying mechanisms are identifiable. In practice, many data-driven methods implicitly assume identifiability; when this…
In this work, we study the problem of learning partially observed linear dynamical systems from a single sample trajectory. A major practical challenge in the existing system identification methods is the undesirable dependency of their…
This paper considers the Linear Minimum Variance recursive state estimation for the linear discrete time dynamic system with random state transition and measurement matrices, i.e., random parameter matrices Kalman filtering. It is shown…
This paper explores the observability and estimation capability of dynamical systems using predominantly relative measurements of the system's state-space variables, with minimal to no reliance on absolute measurements of these variables.…
This article studies two problems related to observability and efficient constrained sensor placement in linear time-invariant discrete-time systems with partial state observations. (i) We impose the condition that both the set of outputs…
Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…
A dynamical system is observable if there is a one-to-one mapping from the system's measured outputs and inputs to all of the system's states. Analytical and empirical tools exist for quantifying the (full state) observability of linear and…
This papers shows that nonlinear filter in the case of deterministic dynamics is stable with respect to the initial conditions under the conditions that observations are sufficiently rich, both in the context of continuous and discrete time…
In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…
This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…
A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…
This paper studies the robustness of observability of a linear time-invariant system under sensor failures from a computational perspective. To be precise, the problem of determining the minimum number of sensors whose removal can destroy…
We address the problem of retrieving the full state of a network of R\"ossler systems from the knowledge of the actual state of a limited set of nodes. The selection of the nodes where sensors are placed is carried out in a hierarchical way…
We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…
The classical notions of structural controllability and structural observability are receiving increasing attention in Network Science, since they provide a mathematical basis to answer how the network structure of a dynamic system affects…
We consider several observers who monitor different parts of the environment of a single quantum system and use their data to deduce its state. We derive a set of conditional stochastic master equations that describe the evolution of the…
The problems of observability and identifiability have been of great interest as previous steps to estimating parameters and initial conditions of dynamical systems to which some known data (observations) are associated. While most works…
In control theory, understanding the observability property of a system is crucial for effectively managing and controlling dynamical systems. This property empowers us to deduce the internal state of a system from its outputs over time,…
This paper develops a connection between the asymptotic stability of nonlinear filters and a notion of observability. We consider a general class of hidden Markov models in continuous time with compact signal state space, and call such a…
This paper introduces and solves a structural controllability problem for ensembles of switched linear systems. All individual systems in the ensemble are sparse and governed by the same sparsity pattern, and undergo switching among…