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We consider the problem of asymptotic reconstruction of the state and parameter values in systems of ordinary differential equations. A solution to this problem is proposed for a class of systems of which the unknowns are allowed to be…

Optimization and Control · Mathematics 2015-03-13 Ivan Y. Tyukin , Erik Steur , Henk Nijmeijer , Cees van Leeuwen

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

Multi-scale problems, where variables of interest evolve in different time-scales and live in different state-spaces, can be found in many fields of science. Here, we introduce a new recursive methodology for Bayesian inference that aims at…

Computation · Statistics 2024-07-08 Sara Pérez-Vieites , Harold Molina-Bulla , Joaquin Miguez

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

Computational Physics · Physics 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

The problem of state reconstruction is considered for uncertain linear time-invariant systems with overparameterization, arbitrary state-space matrices and unknown additive perturbation described by an exosystem. A novel adaptive observer…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Anton Glushchenko , Konstantin Lastochkin

State estimation and sensor selection problems for nonlinear networks and systems are ubiquitous problems that are important for the control, monitoring, analysis, and prediction of a large number of engineered and physical systems. Sensor…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Aleksandar Haber

A frequently faced task in experimental physics is to measure the probability distribution of some quantity. Often this quantity to be measured is smeared by a non-ideal detector response or by some physical process. The procedure of…

Statistics Theory · Mathematics 2014-04-11 Andras Laszlo

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…

Methodology · Statistics 2024-02-13 Hojun You , Kyubaek Yoon , Wei-Ying Wu , Jongeun Choi , Chae Young Lim

We present an interval-based approach for parameter identification in structural static inverse problems. The proposed inverse formulation exploits the Interval Finite Element Method (IFEM) combined with adjoint-based optimization. The…

Numerical Analysis · Mathematics 2014-09-08 Naijia Xiao , Francesco Fedele , Rafi Muhanna

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sanjay Chandrasekaran , Vishnu Varadan , Siva Vignesh Krishnan , Florian Dörfler , Mohammad H. Mamduhi

The method to design exponentially stable adaptive observers is proposed for linear time-invariant systems parameterized by unknown physical parameters. Unlike existing adaptive solutions, the system state-space matrices A, B are not…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

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

We present the first solution to the problem of estimation of the state of multimachine power systems with lossy transmission lines. We consider the classical three-dimensional \fluxdecay" model of the power system and assume that the…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Alexey Bobtsov , Romeo Ortega , Nikolay Nikolaev , Johannes Schiffer

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

This paper investigates nonlinear panel regression models with interactive fixed effects and introduces a general framework for parameter estimation under potentially non-convex objective functions. We propose a computationally feasible…

Econometrics · Economics 2025-12-01 Kan Yao

We propose a two stage procedure for the estimation of the parameters of a fairly general, continuous-time stochastic volatility. An important ingredient of the proposed method is the Cuchiero-Teichmann volatility estimator, which is based…

Statistics Theory · Mathematics 2018-12-31 Milan Merkle , Yuri F. Saporito , Rodrigo S. Targino