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This contribution deals with identification of fractional-order dynamical systems. System identification, which refers to estimation of process parameters, is a necessity in control theory. Real processes are usually of fractional order as…

Other Computer Science · Computer Science 2016-11-15 Deepyaman Maiti , Ayan Acharya , R. Janarthanan , Amit Konar

Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…

Methodology · Statistics 2025-03-06 Matthew J Simpson , Ruth E Baker

This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs…

Optimization and Control · Mathematics 2022-03-09 Daniel A. Messenger , Emiliano Dall'Anese , David M. Bortz

In this paper an adaptive state observer and parameter identification algorithm for a linear time-varying system are developed under condition that the state matrix of the system contains unknown time-varying parameters of a known form. The…

Systems and Control · Electrical Eng. & Systems 2024-02-22 Olga Kozachek , Nikolay Nikolaev , Olga Slita , Alexey Bobtsov

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold

For constrained linear systems with bounded disturbances and parametric uncertainty, we propose a robust adaptive model predictive control strategy with online parameter estimation. Constraints enforcing persistently exciting closed loop…

Optimization and Control · Mathematics 2023-03-08 Xiaonan Lu , Mark Cannon

To comprehend complex systems with multiple states, it is imperative to reveal the identity of these states by system outputs. Nevertheless, the mathematical models describing these systems often exhibit nonlinearity so that render the…

Machine Learning · Computer Science 2023-07-04 Guangtao Zhang , Yiting Duan , Guanyu Pan , Qijing Chen , Huiyu Yang , Zhikun Zhang

The article gives an overview of the parameter numerical continuation methodology applied to setpoint control and parameter identification of nonlinear systems. The control problems for affine systems as well as general (nonaffine)…

Optimization and Control · Mathematics 2013-01-29 Alex Borisevich

This paper investigates online identification and prediction for nonlinear stochastic dynamical systems. In contrast to offline learning methods, we develop online algorithms that learn unknown parameters from a single trajectory. A key…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Lantian Zhang , Silun Zhang

Online monitoring aims to evaluate or to predict, at runtime, whether or not the behaviors of a system satisfy some desired specification. It plays a key role in safety-critical cyber-physical systems. In this work, we propose a new…

Systems and Control · Electrical Eng. & Systems 2022-03-31 Xinyi Yu , Weijie Dong , Xiang Yin , Shaoyuan Li

A novel procedure for the online identification of a class of discrete-time switched linear systems, which simultaneously estimates the parameters and switching manifolds of the systems, is proposed in this paper. Firstly, to estimate the…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Zengjie Zhang , Yingwei Du , Tong Liu , Fangzhou Liu , Martin Buss

Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…

Econometrics · Economics 2026-03-10 Xiaohong Chen , Elie Tamer , Qingsong Yao

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

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

In adaptive control, a controller is precisely designed for a certain model of the system, but that model's parameters are updated online by another mechanism called the adaptive update. This allows the controller to aim for the benefits of…

Systems and Control · Computer Science 2017-11-28 Jason Nezvadovitz

Parameter identifiability describes whether, for a given differential model, one can determine parameter values from model equations. Knowing global or local identifiability properties allows construction of better practical experiments to…

Mathematical Software · Computer Science 2021-07-02 Ilia Ilmer , Alexey Ovchinnikov , Gleb Pogudin

Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Maarten van der Hulst , Rodrigo González , Koen Classens , Nic Dirkx , Jeroen van de Wijdeven , Tom Oomen

Differentiable particle filters are an emerging class of sequential Bayesian inference techniques that use neural networks to construct components in state space models. Existing approaches are mostly based on offline supervised training…

Machine Learning · Computer Science 2023-12-19 Jiaxi Li , Xiongjie Chen , Yunpeng Li

Time-series anomaly detection plays an important role in engineering processes, like development, manufacturing and other operations involving dynamic systems. These processes can greatly benefit from advances in the field, as…

Machine Learning · Computer Science 2024-11-22 Lucas Correia , Jan-Christoph Goos , Philipp Klein , Thomas Bäck , Anna V. Kononova

This paper studies system identification of high-dimensional ARMA models with binary-valued observations. The existing paper can only deal with the case where the regression term is only one-dimensional. In this paper, the ARMA model with…

Optimization and Control · Mathematics 2024-10-29 Xin Li , Ting Wang , Jin Guo , Yanlong Zhao