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Sampling in control applications is increasingly done non-equidistantly in time. This includes applications in motion control, networked control, resource-aware control, and event-based control. Some of these applications, like the ones…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Rodrigo A. González , Koen Tiels , Tom Oomen

Network inference has been attracting increasing attention in several fields, notably systems biology, control engineering and biomedicine. To develop a therapy, it is essential to understand the connectivity of biochemical units and the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Junyang Jin , Ye Yuan , Jorge Goncalves

A new nonparametric approach for system identification has been recently proposed where the impulse response is seen as the realization of a zero--mean Gaussian process whose covariance, the so--called stable spline kernel, guarantees that…

Statistics Theory · Mathematics 2016-11-18 Francesca Paola Carli

In this paper we propose a new identification scheme for Hammerstein systems, which are dynamic systems consisting of a static nonlinearity and a linear time-invariant dynamic system in cascade. We assume that the nonlinear function can be…

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

Recent developments in system identification have brought attention to regularized kernel-based methods. This type of approach has been proven to compare favorably with classic parametric methods. However, current formulations are not…

Systems and Control · Computer Science 2016-11-25 Giulio Bottegal , Aleksandr Y. Aravkin , Håkan Hjalmarsson , Gianluigi Pillonetto

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Regularized least-squares approaches have been successfully applied to linear system identification. Recent approaches use quadratic penalty terms on the unknown impulse response defined by stable spline kernels, which control model space…

Machine Learning · Statistics 2018-07-27 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

We present a new method of identifying a specific module in a dynamic network, possibly with feedback loops. Assuming known topology, we express the dynamics by an acyclic network composed of two blocks where the first block accounts for…

Systems and Control · Computer Science 2017-05-04 Niklas Everitt , Giulio Bottegal , Håkan Hjalmarsson

Recent developments in system identification have brought attention to regularized kernel-based methods, where, adopting the recently introduced stable spline kernel, prior information on the unknown process is enforced. This reduces the…

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

Kernel-based methods have been successfully introduced in system identification to estimate the impulse response of a linear system. Adopting the Bayesian viewpoint, the impulse response is modeled as a zero mean Gaussian process whose…

Optimization and Control · Mathematics 2022-03-08 Mattia Zorzi

The system identification problem is to estimate dynamical parameters from the output data, obtained by performing measurements on the output fields. We investigate system identification for quantum linear systems. Our main objectives are…

Quantum Physics · Physics 2017-12-25 Matthew Levitt , Mădălin Guţă , Theodore Kypraios

We develop a Bayesian approach to learning from sequential data by using Gaussian processes (GPs) with so-called signature kernels as covariance functions. This allows to make sequences of different length comparable and to rely on strong…

Machine Learning · Statistics 2020-07-07 Csaba Toth , Harald Oberhauser

Numerically efficient and stable algorithms are essential for kernel-based regularized system identification. The state of art algorithms exploit the semiseparable structure of the kernel and are based on the generator representation of the…

Numerical Analysis · Mathematics 2025-11-04 Zhuohua Shen , Junpeng Zhang , Martin S. Andersen , Tianshi Chen

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

System identification is a key enabling component for the implementation of quantum technologies, including quantum control. In this paper, we consider the class of passive linear input-output systems, and investigate several basic…

Quantum Physics · Physics 2016-05-09 Madalin Guta , Naoki Yamamoto

This paper presents a kernel-based framework for physics-informed nonlinear system identification. The key contribution is a structured methodology that extends kernel-based techniques to seamlessly embed partially known physics-based…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Cesare Donati , Martina Mammarella , Giuseppe C. Calafiore , Fabrizio Dabbene , Constantino Lagoa , Carlo Novara

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

Machine Learning · Statistics 2026-05-14 Rafael Oliveira

In this paper, we consider the problem of system identification when side-information is available on the steady-state (or DC) gain of the system. We formulate a general nonparametric identification method as an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Mohammad Khosravi , Roy S. Smith

Control applications are increasingly sampled non-equidistantly in time, including in motion control, networked control, resource-aware control, and event-triggered control. Some of these applications use measurement devices that sample…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Rodrigo A. González , Koen Tiels , Tom Oomen