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We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

We consider the problem of asymptotic reconstruction of the state and parameter values in systems of ordinary differential equations. A solution to this problem is proposed for a class of systems of which the unknowns are allowed to be…

Optimization and Control · Mathematics 2015-03-13 Ivan Y. Tyukin , Erik Steur , Henk Nijmeijer , Cees van Leeuwen

Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic…

Computational Engineering, Finance, and Science · Computer Science 2008-11-06 Michel Fliess , Cédric Join , Hebertt Sira-Ramirez

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…

Systems and Control · Computer Science 2016-04-08 Ortega Romeo , Bobtsov Alexey , Pyrkin Anton , Aranovskiy Stanislav

We propose a reformulation for the integral equations approach of Jain, Breunung \& Haller [Nonlinear Dyn. 97, 313--341 (2019)] to steady-state response computation for periodically forced nonlinear mechanical systems. This reformulation…

Computational Engineering, Finance, and Science · Computer Science 2021-06-01 Gergely Buza , George Haller , Shobhit Jain

State estimation is key to both analyzing physical mechanisms and enabling real-time control of fluid flows. A common estimation approach is to relate sensor measurements to a reduced state governed by a reduced-order model (ROM). (When…

Fluid Dynamics · Physics 2020-06-10 Nirmal J. Nair , Andres Goza

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

Numerical Analysis · Mathematics 2020-03-25 Drayton Munster , Eric de Sturler

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

This paper addresses the problem of state and parameter estimation for a class of second-order systems with single output. A new filtered transformation is proposed for the system via dynamic vector and matrix. In this method, the dynamics…

Systems and Control · Computer Science 2018-03-14 Mehdi Tavan , Kamel Sabahi , Saeid Hoseinzadeh

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…

Methodology · Statistics 2014-10-29 Quentin Clairon , Nicolas Brunel

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…

Machine Learning · Statistics 2022-09-15 Jarrad Courts , Adrian Wills , Thomas Schön , Brett Ninness

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been…

Numerical Analysis · Mathematics 2020-11-25 Albert Cohen , Wolfgang Dahmen , Olga Mula , James Nichols

The identification of states and parameters from noisy measurements of a dynamical system is of great practical significance and has received a lot of attention. Classically, this problem is expressed as optimization over a class of models.…

A new adaptive observer is proposed for a certain class of nonlinear systems with bounded unknown input and parametric uncertainty. Unlike most existing solutions, the proposed approach ensures asymptotic convergence of the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Anton Glushchenko , Konstantin Lastochkin

Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare
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