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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…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

This paper applies the classical prediction error method (PEM) to the estimation of nonlinear discrete-time models of neuronal systems subject to input-additive noise. While the nonlinear system exhibits excitability, bifurcations, and…

Systems and Control · Electrical Eng. & Systems 2024-02-19 Thiago B. Burghi , Maarten Schoukens , Rodolphe Sepulchre

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Szabolcs Szentpéteri , Balázs Csanád Csáji

We present an asymptotic control theory for a system of an arbitrary number of linear oscillators under a common bounded control. We suggest a design method of a feedback control for this system. By using the DiPerna-Lions theory of…

Optimization and Control · Mathematics 2019-10-10 Aleksey Fedorov , Alexander Ovseevich

In this paper we develop novel results on self triggering control of nonlinear systems, subject to perturbations and actuation delays. First, considering an unperturbed nonlinear system with bounded actuation delays, we provide conditions…

Optimization and Control · Mathematics 2011-08-29 M. D. Di Benedetto , S. Di Gennaro , A. D'Innocenzo

Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…

Systems and Control · Computer Science 2018-06-06 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

One of the primary challenges of system identification is determining how much data is necessary to adequately fit a model. Non-asymptotic characterizations of the performance of system identification methods provide this knowledge. Such…

Systems and Control · Electrical Eng. & Systems 2019-09-06 Bruce Lee , Andrew Lamperski

In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here we composed an empirical wavelet from…

Mathematical Physics · Physics 2013-11-05 Song-Yon Kim , Mun-Chol Kim

This paper proposes a new methodology for subspace identification of linear time-periodic (LTP) systems with periodic inputs. This method overcomes the issues related to the computation of frequency response of LTP systems by utilizing the…

Systems and Control · Electrical Eng. & Systems 2020-11-03 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

Delayed processes are ubiquitous in biological systems and are often characterized by delay differential equations (DDEs) and their extension to include stochastic effects. DDEs do not explicitly incorporate intermediate states associated…

Quantitative Methods · Quantitative Biology 2016-09-28 Jingchen Feng , Stuart Sevier , Bin Huang , Dongya Jia , Herbert Levine

Existing online continuous-time parameter estimation laws provide exact (asymptotic/exponential or finite/fixed time) identification of dynamical linear/nonlinear systems parameters only if the external perturbations are equaled to zero or…

Systems and Control · Electrical Eng. & Systems 2024-04-08 Anton Glushchenko , Konstantin Lastochkin

In many sampled-data applications, observers are designed based on approximately discretized models of continuous-time systems, where usually only the discretized system is analyzed in terms of its detectability. In this paper, we show that…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Seth Siriya , Julian D. Schiller , Victor G. Lopez , Matthias A. Müller

In this work, we address the problem of identifying sparse continuous-time dynamical systems when the spacing between successive samples (the sampling period) is not constant over time. The proposed approach combines the…

Systems and Control · Computer Science 2018-03-01 Rui Teixeira Ribeiro , Alexandre Mauroy , Jorge Goncalves

A basic result in synchronization of linear systems via output coupling is presented. For identical discrete-time linear systems that are detectable from their outputs and neutrally stable, it is shown that a linear output feedback law…

Dynamical Systems · Mathematics 2008-01-21 S. Emre Tuna

Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Steven Dahdah , James Richard Forbes

The system identification problem is to estimate dynamical parameters from the output data, obtained by performing measurements on the output fields. We investigate system identification for quantum linear systems. Our main objectives are…

Quantum Physics · Physics 2017-12-25 Matthew Levitt , Mădălin Guţă , Theodore Kypraios

Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…

Data Analysis, Statistics and Probability · Physics 2025-12-10 Robin A. Kopp , Sabine H. L. Klapp , Deepak Gupta

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…

Machine Learning · Computer Science 2024-10-04 Doris Voina , Steven Brunton , J. Nathan Kutz

The identification of electrical, mechanical, and biological systems using data can benefit greatly from prior knowledge extracted from physical modeling. Parametric continuous-time identification methods can naturally incorporate this…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Rodrigo A. González , Cristian R. Rojas , Siqi Pan , James S. Welsh