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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

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

This article describes a numerical procedure designed to tune the parameters of periodically-driven dynamical systems to a state in which they exhibit rich dynamical behavior. This is achieved by maximizing the diversity of subharmonic…

Chaotic Dynamics · Physics 2017-02-13 Leandro M. Alonso

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

A technique is introduced for estimating unknown parameters when time series of only one variable from a multivariate nonlinear dynamical system is given. The technique employs a combination of two different control methods, a linear…

chao-dyn · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Chaotic Dynamics · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…

Statistical Mechanics · Physics 2011-10-18 S. Camargo , S. Duarte Queirós , C. Anteneodo

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

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

This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…

chao-dyn · Physics 2015-06-24 Thomas Schreiber

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

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…

Machine Learning · Computer Science 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…

Machine Learning · Statistics 2024-06-21 Keita Tokuda , Yuichi Katori

Nonlinear dynamical systems, ranging from insect populations to lasers and chemical reactions, might exhibit sensitivity to small perturbations in their control parameters, resulting in uncertainties on the predictability of tunning…

Chaotic Dynamics · Physics 2014-03-10 E. S. Medeiros , I. L. Caldas , M. S. Baptista

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

The discovery of governing equations from scientific data has the potential to transform data-rich fields that lack well-characterized quantitative descriptions. Advances in sparse regression are currently enabling the tractable…

Other Statistics · Statistics 2022-06-08 Kathleen Champion , Bethany Lusch , J. Nathan Kutz , Steven L. Brunton

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…

Chaotic Dynamics · Physics 2015-06-24 Elizabeth Bradley , Holger Kantz
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