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This paper presents a Bayesian estimation framework for Wiener models, focusing on learning nonlinear output functions under known linear state dynamics. We derive a closed-form optimal affine estimator for the unknown parameters,…

Machine Learning · Computer Science 2025-04-23 Sasan Vakili , Manuel Mazo , Peyman Mohajerin Esfahani

In this paper we show that it is possible to retrieve structural information about complex block-oriented nonlinear systems, starting from linear approximations of the nonlinear system around different setpoints.The key idea is to monitor…

Block-oriented nonlinear models are popular in nonlinear modeling because of their advantages to be quite simple to understand and easy to use. To increase the flexibility of single branch block-oriented models, such as Hammerstein, Wiener,…

Systems and Control · Computer Science 2017-08-23 Maarten Schoukens , Anna Marconato , Rik Pintelon , Gerd Vandersteen , Yves Rolain

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Optimization and Control · Mathematics 2018-05-24 Bo Wahlberg , Lennart Ljung

This work presents the system identification of a variable-pitch propeller (VPP) powertrain, encompassing the full actuation chain from PWM signals to thrust generation, with the aim of developing compact models suitable for real-time…

Systems and Control · Electrical Eng. & Systems 2026-04-06 David Grasev , Miguel A. Mendez

We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured…

Optimization and Control · Mathematics 2015-07-21 Bo Wahlberg , James Welsh , Lennart Ljung

We introduce Coarse-Grained Nonlinear Dynamics, an efficient and universal parameterization of nonlinear system dynamics based on the Volterra series expansion. These models require a number of parameters only quasilinear in the system's…

Signal Processing · Electrical Eng. & Systems 2020-10-15 Span Spanbauer , Ian Hunter

We propose a probabilistic extension of Wiener-Laguerre models for causal operator learning. Classical Wiener-Laguerre models parameterize stable linear dynamics using orthonormal Laguerre bases and apply a static nonlinear map to the…

Methodology · Statistics 2026-02-16 Rahul Manavalan , Filip Tronarp

The problem of measuring the best linear approximation of a nonlinear system by means of multilevel excitation sequences is analyzed. A comparison between different types of sequences applied at the input of Wiener systems is provided by…

Signal Processing · Electrical Eng. & Systems 2017-10-20 A. De Angelis , J. Schoukens , K. R. Godfrey , P. Carbone

This paper is concerned with performance analysis and pole selection problem in identifying linear time-invariant (LTI) systems using orthogonal basis functions (OBFs), a system identification approach that consists of solving least-squares…

Optimization and Control · Mathematics 2026-05-19 Jiayun Li , Yiwen Lu , Yilin Mo , Jie Chen

Block-oriented models are often used to model nonlinear systems. These models consist of linear dynamic (L) and nonlinear static (N) sub-blocks. This paper addresses the generation of initial estimates for a Wiener-Hammerstein model (LNL…

Systems and Control · Computer Science 2016-12-15 Koen Tiels , Maarten Schoukens , Johan Schoukens

In this paper, we consider Wiener filters to reconstruct deterministic and (wide-band) stationary graph signals from their observations corrupted by random noises, and we propose distributed algorithms to implement Wiener filters and…

Signal Processing · Electrical Eng. & Systems 2022-05-10 Cong Zheng , Cheng Cheng , Qiyu Sun

Block-Oriented Nonlinear (BONL) models, particularly Wiener models, are widely used for their computational efficiency and practicality in modeling nonlinear behaviors in physical systems. Filtering and smoothing methods for Wiener systems,…

Systems and Control · Electrical Eng. & Systems 2025-05-14 Angel L. Cedeño , Rodrigo A. González , Juan C. Agüero

In this study, we present a purely data-driven method that uses the Loewner framework (LF) along with nonlinear optimization techniques to infer quadratic with affine control dynamical systems that admit Volterra series (VS) representations…

Dynamical Systems · Mathematics 2024-04-16 D. S. Karachalios , I. V. Gosea , L. Gkimisis , A. C. Antoulas

Most of existing results on regularized system identification focus on regularized impulse response estimation. Since the impulse response model is a special case of orthonormal basis functions, it is interesting to consider if it is…

Systems and Control · Computer Science 2015-04-14 Tianshi Chen , Lennart Ljung

The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…

Dynamical Systems · Mathematics 2025-03-03 Rishikesh Yadav , Alexandre Mauroy

The Loewner framework-(LF) in combination with Volterra series-(VS) offers a non-intrusive approximation method that is capable of identifying bilinear models from time-domain measurements. This method uses harmonic inputs which establish a…

Dynamical Systems · Mathematics 2020-09-23 D. S. Karachalios , I. V. Gosea , A. C. Antoulas

By combining the definition of the Wigner distribution function (WDF) and the matrix method of optical system modeling, we can evaluate the transformation of the former in centered systems with great complexity. The effect of stops and lens…

Optics · Physics 2007-05-23 J. B. Almeida , V. Lakshminarayanan

We study a Weiner process that is conditioned to pass through a finite set of points and consider the dynamics generated by iterating a sample path from this process. Using topological techniques we are able to characterize the global…

Dynamical Systems · Mathematics 2022-09-26 Konstantin Mischaikow , Cameron Thieme

The paper develops the Loewner approach for data-based modeling of a linear distributed-parameter system. This approach is applied to a controlled flexible beam model coupled with a spring-mass system. The original dynamical system is…

Optimization and Control · Mathematics 2023-08-08 A. Zuyev , I. V. Gosea
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