Related papers: Regularized parametric system identification: a de…
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…
Regularization and Bayesian methods for system identification have been repopularized in the recent years, and proved to be competitive w.r.t. classical parametric approaches. In this paper we shall make an attempt to illustrate how the use…
In this thesis, we draw inspiration from both classical system identification and modern machine learning in order to solve estimation problems for real-world, physical systems. The main approach to estimation and learning adopted is…
We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…
Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…
This paper compares classical parametric methods with recently developed Bayesian methods for system identification. A Full Bayes solution is considered together with one of the standard approximations based on the Empirical Bayes paradigm.…
Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…
We survey classical, machine learning, and data-driven system identification approaches to learn control-relevant and physics-informed models of dynamical systems. Recently, machine learning approaches have enabled system identification…
The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…
Recent developments in linear system identification have proposed the use of non-parameteric methods, relying on regularization strategies, to handle the so-called bias/variance trade-off. This paper introduces an impulse response estimator…
Model selection methods are used in different scientific contexts to represent a characteristic data set in terms of a reduced number of parameters. Apparently, these methods have not found their way into the literature on multibody systems…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…
In order to identify one system (module) in an interconnected dynamic network, one typically has to solve a Multi-Input-Single-Output (MISO) identification problem that requires identification of all modules in the MISO setup. For…
Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…
In the last years, the success of kernel-based regularisation techniques in solving impulse response modelling tasks has revived the interest on linear system identification. In this work, an alternative perspective on the same problem is…
This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…
System identification is a common tool for estimating (linear) plant models as a basis for model-based predictive control and optimization. The current challenges in process industry, however, ask for data-driven modelling techniques that…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
We present two approaches to system identification, i.e. the identification of partial differential equations (PDEs) from measurement data. The first is a regression-based Variational System Identification procedure that is advantageous in…