Related papers: Identification of Sparse Continuous-Time Linear Sy…
Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…
This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…
We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…
We propose sparse regression as an alternative to neural networks for the discovery of parsimonious constitutive models (CMs) from oscillatory shear experiments. Symmetry and frame-invariance are strictly imposed by using tensor basis…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…
In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…
Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…
This work proposes a research problem of finding sparse solution of undetermined Linear system with some applications. Two approaches how to solve the compressive sensing problem: using l_1 approach , the l_q approach with 0 < q < 1.…
Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…
The problem of sparse linear regression is relevant in the context of linear system identification from large datasets. When data are collected from real-world experiments, measurements are always affected by perturbations or low-precision…
We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…
We address the problem of recovering signals from samples taken at their rate of innovation. Our only assumption is that the sampling system is such that the parameters defining the signal can be stably determined from the samples, a…
For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…
We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…
Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…
Sparse coding algorithms are about finding a linear basis in which signals can be represented by a small number of active (non-zero) coefficients. Such coding has many applications in science and engineering and is believed to play an…