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Identifying dynamical systems from experimental data is a notably difficult task. Prior knowledge generally helps, but the extent of this knowledge varies with the application, and customized models are often needed. Neural ordinary…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Mona Buisson-Fenet , Valery Morgenthaler , Sebastian Trimpe , Florent Di Meglio

A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Machine Learning · Statistics 2015-07-03 Diego Romeres , Gianluigi Pillonetto , Alessandro Chiuso

We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…

Statistics Theory · Mathematics 2026-02-25 Louis Sharrock , Nikolas Kantas , Grigorios A. Pavliotis

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

The increasing availability of experimental data has intensified interest in calibrating stochastic models, raising fundamental questions about parameter identifiability. Structural identifiability determines whether parameters can be…

Methodology · Statistics 2026-05-14 Arianna Ceccarelli , Alexander P. Browning , Ruth E. Baker

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

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

For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work…

Optimization and Control · Mathematics 2020-10-09 Olena Burkovska , Christian Glusa , Marta D'Elia

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

System identification refers to estimation of process parameters and is a necessity in control theory. Physical systems usually have varying parameters. For such processes, accurate identification is particularly important. Online…

Other Computer Science · Computer Science 2008-11-04 Deepyaman Maiti , Ayan Acharya , Amit Konar

Physics-informed deep learning is a popular trend in the modeling and control of dynamical systems. This paper presents a novel method for rapid online identification of vehicle cornering stiffness coefficient, a crucial parameter in…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Kemal Koysuren , Ahmet Faruk Keles , Melih Cakmakci

The successful application of modern machine learning for time series classification is often hampered by limitations in quality and quantity of available training data. To overcome these limitations, available domain expert knowledge in…

Machine Learning · Computer Science 2025-02-07 Janis Norden , Elisa Oostwal , Michael Chappell , Peter Tino , Kerstin Bunte

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

We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…

Machine Learning · Statistics 2021-10-28 Aodong Li , Alex Boyd , Padhraic Smyth , Stephan Mandt

Accurate models of robots' dynamics are critical for control, stability, motion optimization, and interaction. Semi-Parametric approaches to dynamics learning combine physics-based Parametric models with unstructured Non-Parametric…

Robotics · Computer Science 2020-01-29 Joshua Smith , Michael Mistry

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 , Mithun Chakraborty , Amit Konar

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Avleen Bijral , Juan Lavista Ferres

In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish a novel characterization of the identified set for the true…

Econometrics · Economics 2025-10-03 Yanqin Fan , Hyeonseok Park , Brendan Pass , Xuetao Shi
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