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This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…

Systems and Control · Electrical Eng. & Systems 2024-07-31 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

Identifiability concerns finding which unknown parameters of a model can be estimated from given input-output data. If some subset of the parameters of a model cannot be determined given input-output data, then we say the model is…

Algebraic Geometry · Mathematics 2014-11-03 Nicolette Meshkat , Seth Sullivant , Marisa Eisenberg

Off-line robot dynamic identification methods are mostly based on the use of the inverse dynamic model, which is linear with respect to the dynamic parameters. This model is sampled while the robot is tracking reference trajectories that…

Robotics · Computer Science 2010-09-24 Maxime Gautier , Alexandre Janot , Pierre-Olivier Vandanjon

Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…

In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…

Dynamical Systems · Mathematics 2024-08-22 Alicja B Kubik , Alain Rapaport , Benjamin Ivorra , Ángel M Ramos

The classical approach to linear system identification is given by parametric Prediction Error Methods (PEM). In this context, model complexity is often unknown so that a model order selection step is needed to suitably trade-off bias and…

Machine Learning · Statistics 2013-03-13 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

Machine Learning · Statistics 2017-03-30 Jean Feng , Noah Simon

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

Tuning parameters is an important step for the application of metaheuristics to problem classes of interest. In this work we present a tuning framework based on the sequential optimization of perturbed regression models. Besides providing…

Neural and Evolutionary Computing · Computer Science 2019-12-02 Áthila R. Trindade , Felipe Campelo

This note presents a unified analysis of the identification of dynamical systems with low-rank constraints under high-dimensional scaling. This identification problem for dynamic systems are challenging due to the intrinsic dependency of…

Statistics Theory · Mathematics 2019-12-23 Junlin Li

The dynamics of systems biological processes are usually modeled by a system of ordinary differential equations (ODEs) with many unknown parameters that need to be inferred from noisy and sparse measurements. Here, we introduce…

Quantitative Methods · Quantitative Biology 2022-02-04 Mitchell Daneker , Zhen Zhang , George Em Karniadakis , Lu Lu

This paper presents three main contributions to the field of multi-step system identification. First, drawing inspiration from Neural Network (NN) training, it introduces a tool for solving identification problems by leveraging first-order…

Systems and Control · Electrical Eng. & Systems 2025-02-17 Cesare Donati , Martina Mammarella , Fabrizio Dabbene , Carlo Novara , Constantino Lagoa

Identifiability of parameters is a fundamental prerequisite for model identification. It concerns uniqueness of the model parameters determined from experimental or simulated observations. This dissertation specifically deals with…

Economics · Quantitative Finance 2016-02-04 Di Molfetta Giuseppe

In several model-based system maintenance problems, parameters are used to represent unknown characteristics of a component, equipment degradation, etc. This allows for modelling constant, slow-varying terms. The identifiability of these…

Optimization and Control · Mathematics 2020-03-24 Krishnan Srinivasarengan , José Ragot , Christophe Aubrun , Didier Maquin

The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Tobias Nagel , Marco F. Huber

We study identifiability of stochastic differential equations (SDE) under multiple interventions. Our results give the first provable bounds for unique recovery of SDE parameters given samples from their stationary distributions. We give…

Machine Learning · Computer Science 2025-11-18 Aaron Zweig , Zaikang Lin , Elham Azizi , David Knowles

Complex dynamic systems can be investigated by fitting mechanistic stochastic dynamic models to time series data. In this context, commonly used Monte Carlo inference procedures for model selection and parameter estimation quickly become…

Methodology · Statistics 2025-11-24 Jesse Wheeler , Aaron J. Abkemeier , Edward L. Ionides

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

Parameter estimation is of foundational importance for various model-based battery management tasks, including charging control, state-of-charge estimation and aging assessment. However, it remains a challenging issue as the existing…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Ning Tian , Yebin Wang , Jian Chen , Huazhen Fang

Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down methodology called arbitrary segmentation that proceeds in a…

Statistics Theory · Mathematics 2019-06-12 Abhishek Kaul , Venkata K Jandhyala , Stergios B Fotopoulos