Related papers: Linear Dynamics: Clustering without identification
Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…
We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…
In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…
We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system. We use a weighted least squares approach and…
Deep Learning (DL) has shown great promise in the unsupervised task of clustering. That said, while in classical (i.e., non-deep) clustering the benefits of the nonparametric approach are well known, most deep-clustering methods are…
We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…
Clustering is an unsupervised learning technique that is useful when working with a large volume of unlabeled data. Complex dynamical systems in real life often entail data streaming from a large number of sources. Although it is desirable…
Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional…
In this paper, we develop a system identification algorithm to identify a model for unknown linear quantum systems driven by time-varying coherent states, based on empirical single-shot continuous homodyne measurement data of the system's…
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…
We propose a general statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups. Our motivation comes from neuroscience, where an important problem is to identify,…
We consider the problem of identifying a dissipative linear model of an unknown nonlinear system that is known to be dissipative, from time domain input-output data. We first learn an approximate linear model of the nonlinear system using…
We study the problem of learning a mixture of multiple linear dynamical systems (LDSs) from unlabeled short sample trajectories, each generated by one of the LDS models. Despite the wide applicability of mixture models for time-series data,…
Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may…
This article addresses the following problems: 1) First, a nonlinearity analysis is made looking for the presence of nonlinearities in an early phase of the identification process. The level and the nature of the nonlinearities should be…
We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…
Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…
We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…
Machine learning and in particular deep learning algorithms are the emerging approaches to data analysis. These techniques have transformed traditional data mining-based analysis radically into a learning-based model in which existing data…
Developments in transcriptomics techniques have caused a large demand in tailored computational methods for modelling gene expression dynamics from experimental data. Recently, so-called single-cell experiments have revolutionised genetic…