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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

Volterra series are especially useful for nonlinear system identification, also thanks to their capability to approximate a broad range of input-output maps. However, their identification from a finite set of data is hard, due to the curse…

Machine Learning · Computer Science 2019-11-13 Alberto Dalla Libera , Ruggero Carli , Gianluigi Pillonetto

Modeling nonlinear systems with Volterra series is challenging because the number of kernel coefficients grows exponentially with the model order. This work introduces Bayesian Tensor Network Volterra kernel machines (BTN-V), extending the…

Machine Learning · Statistics 2025-11-26 Afra Kilic , Kim Batselier

We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…

Methodology · Statistics 2020-10-21 Natalia Sirotko-Sibirskaya , Matthias O. Franz , Thorsten Dickhaus

Our recent work lays out a general framework for inferring information about the parameters and associated dynamics of a differential equation model from a discrete set of data points collected from the system being modeled. Rigorous…

Dynamical Systems · Mathematics 2022-09-29 Xiaoyu Duan , Jonathan E Rubin , David Swigon

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…

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

In analyzing and assessing the condition of dynamical systems, it is necessary to account for nonlinearity. Recent advances in computation have rendered previously computationally infeasible analyses readily executable on common computer…

Computational Engineering, Finance, and Science · Computer Science 2021-09-24 Thomas Simpson , Nikolaos Dervilis , Eleni Chatzi

This paper presents an efficient nonparametric time domain nonlinear system identification method. It is shown how truncated Volterra series models can be efficiently estimated without the need of long, transient-free measurements. The…

Systems and Control · Computer Science 2018-04-27 Georgios Birpoutsoukis , Péter Zoltán Csurcsia , Johan Schoukens

The main focus of this paper is to approximate time series data based on the closed-loop Volterra series representation. Volterra series expansions are a valuable tool for representing, analyzing, and synthesizing nonlinear dynamical…

Methodology · Statistics 2023-06-13 Maryam Movahedifar , Thorsten Dickhaus

Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…

Optimization and Control · Mathematics 2021-05-31 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…

Numerical Analysis · Mathematics 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

Recently, the data-selective adaptive Volterra filters have been proposed; however, up to now, there are not any theoretical analyses on its behavior rather than numerical simulations. Therefore, in this paper, we analyze the robustness (in…

Machine Learning · Computer Science 2020-03-26 Javad Sharafi , Abbas Maarefparvar

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

Machine Learning · Computer Science 2023-05-17 Daniel Pfrommer , Max Simchowitz , Tyler Westenbroek , Nikolai Matni , Stephen Tu

In this work, we investigate a model order reduction scheme for high-fidelity nonlinear structured parametric dynamical systems. More specifically, we consider a class of nonlinear dynamical systems whose nonlinear terms are polynomial…

Dynamical Systems · Mathematics 2023-01-24 Pawan Goyal , Igor Pontes Duff , Peter Benner

The theory of nonlinear balanced truncation provides a system-theoretic framework for model reduction that preserves important properties such as stability, controllability, and observability. We present a scalable algorithm for computing…

Optimization and Control · Mathematics 2026-04-28 Nicholas A. Corbin , Boris Kramer

Nonlinear systems play a significant role in numerous scientific and engineering disciplines, and comprehending their behavior is crucial for the development of effective control and prediction strategies. This paper introduces a novel…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Kaushal Kumar

Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…

Methodology · Statistics 2019-08-13 Itai Dattner , Shota Gugushvili , Harold Ship , Eberhard O. Voit

This paper introduces a computational framework to identify nonlinear input-output operators that fit a set of system trajectories while satisfying incremental integral quadratic constraints. The data fitting algorithm is thus regularized…

Optimization and Control · Mathematics 2021-10-25 Henk J. van Waarde , Rodolphe Sepulchre