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The problem of model identification for linear systems is considered, using a finite set of sampled data affected by a bounded measurement noise, with unknown bound. The objective is to identify one-step-ahead models and their accuracy in…

Optimization and Control · Mathematics 2020-01-31 Marco Lauricella , Lorenzo Fagiano

Modeling and identification of high-dimensional stochastic processes is ubiquitous in many fields. In particular, there is a growing interest in modeling stochastic processes with simple and interpretable structures. In many applications,…

Optimization and Control · Mathematics 2016-10-11 Mattia Zorzi , Alessandro Chiuso

While linear systems have been useful in solving problems across different fields, the need for improved performance and efficiency has prompted them to operate in nonlinear modes. As a result, nonlinear models are now essential for the…

Machine Learning · Computer Science 2025-03-07 Abdolvahhab Rostamijavanani , Shanwu Li , Yongchao Yang

Deep learning is a topic of considerable current interest. The availability of massive data collections and powerful software resources has led to an impressive amount of results in many application areas that reveal essential but hidden…

Machine Learning · Computer Science 2023-01-31 Gianluigi Pillonetto , Aleksandr Aravkin , Daniel Gedon , Lennart Ljung , Antônio H. Ribeiro , Thomas B. Schön

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

We present an interval-based approach for parameter identification in structural static inverse problems. The proposed inverse formulation exploits the Interval Finite Element Method (IFEM) combined with adjoint-based optimization. The…

Numerical Analysis · Mathematics 2014-09-08 Naijia Xiao , Francesco Fedele , Rafi Muhanna

The identification of distribution network topology and parameters is a critical problem that lays the foundation for improving network efficiency, enhancing reliability, and increasing its capacity to host distributed energy resources.…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Ognjen Stanojev , Lucien Werner , Steven Low , Gabriela Hug

We present a novel parameter identification algorithm for the estimation of parameters in models of cell motility using imaging data of migrating cells. Two alternative formulations of the objective functional that measures the difference…

While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

We propose an active learning algorithm for linear system identification with optimal centered noise excitation. Notably, our algorithm, based on ordinary least squares and semidefinite programming, attains the minimal sample complexity…

Optimization and Control · Mathematics 2026-04-08 Kaito Ito , Alexandre Proutiere

In this article a new algorithm for the design of stationary input sequences for system identification is presented. The stationary input signal is generated by optimizing an approximation of a scalar function of the information matrix,…

Optimization and Control · Mathematics 2013-10-18 Patricio E. Valenzuela , Cristian R. Rojas , Håkan Hjalmarsson

Distributed parameter identification for large-scale multi-agent networks encounters challenges due to nonlinear dynamics and partial observations. Simultaneously, ensuring the stability is crucial for the robust identification of dynamic…

Dynamical Systems · Mathematics 2024-01-09 Chunhui Li , Chengpu Yu

This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…

Optimization and Control · Mathematics 2017-01-06 Van-Vuong Trinh , Mazen Alamir , Patrick Bonnay

This paper presents a discrete-time nonlinear system identification method while satisfying the stability and safety properties of the system with high probability. An Extreme Learning Machine (ELM) is used with a Gaussian assumption on the…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Iman Salehi , Tyler Taplin , Ashwin P. Dani

Function approximation from input and output data is one of the most investigated problems in signal processing. This problem has been tackled with various signal processing and machine learning methods. Although tensors have a rich history…

Statistics Theory · Mathematics 2023-02-16 Christina Auer , Thomas Paireder , Oliver Ploder , Oliver Lang , Mario Huemer

Piecewise Linear-Quadratic (PLQ) penalties are widely used to develop models in statistical inference, signal processing, and machine learning. Common examples of PLQ penalties include least squares, Huber, Vapnik, 1-norm, and their…

Machine Learning · Statistics 2021-01-01 Peng Zheng , Aleksandr Y. Aravkin , Karthikeyan Natesan Ramamurthy

Problems of linear system identification have closed-form solutions, e.g., using least-squares or maximum-likelihood methods on input-output data. However, already the seemingly simplest problems of nonlinear system identification present…

Signal Processing · Electrical Eng. & Systems 2024-12-11 Svantje Voit , Gerald Enzner

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

Time-series imputation benchmarks employ uniform random masking and shape-agnostic metrics (MSE, RMSE), implicitly weighting evaluation by regime prevalence. In systems with a dominant attractor -- homeostatic physiology, nominal industrial…

Machine Learning · Computer Science 2026-02-18 Amirreza Dolatpour Fathkouhi , Alireza Namazi , Heman Shakeri

In recent studies \cite{ZZ24, FY24}, the Interior Penalty Virtual Element Method (IPVEM) has been developed for solving a fourth-order singular perturbation problem, with uniform convergence established in the lowest-order case concerning…

Numerical Analysis · Mathematics 2026-04-06 Fang Feng , Yuanyi Sun , Yue Yu