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We propose a two-stage method called \textit{Spline Assisted Partial Differential Equation based Model Identification (SAPDEMI)} to identify partial differential equation (PDE)-based models from noisy data. In the first stage, we employ the…

Methodology · Statistics 2025-09-17 Yujie Zhao , Xiaoming Huo , Yajun Mei

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…

Machine Learning · Computer Science 2026-04-08 Matteo Bosso , Giovanni Franzese , Kushal Swamy , Maarten Theulings , Alejandro M. Aragón , Farbod Alijani

This paper proposes a frequency-domain system identification method for learning low-order systems. The identification problem is formulated as the minimization of the l2 norm between the identified and measured frequency responses, with…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Arya Honarpisheh , Mario Sznaier

Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…

Numerical Analysis · Mathematics 2023-01-18 Anne Liu , Thomas Trogdon

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…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Bowei Wu , Krishna Garikipati , Xun Huan

Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…

Machine Learning · Computer Science 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

Information about microscopic objects with features smaller than the diffraction limit is almost entirely lost in a far-field diffraction image but could be partly recovered with data completition techniques. Any such approach critically…

Optics · Physics 2020-11-17 Maria Bancerek , Krzysztof M. Czajkowski , Rafal Kotynski

While there has been a surge of recent interest in learning differential equation models from time series, methods in this area typically cannot cope with highly noisy data. We break this problem into two parts: (i) approximating the…

Machine Learning · Statistics 2020-12-08 Harish S. Bhat , Majerle Reeves , Ramin Raziperchikolaei

The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Constantino M. Lagoa , Fabrizio Dabbene

This paper proposes a novel algorithm for image phase retrieval, i.e., for recovering complex-valued images from the amplitudes of noisy linear combinations (often the Fourier transform) of the sought complex images. The algorithm is…

Signal Processing · Electrical Eng. & Systems 2018-10-19 Joshin P. Krishnan , José M. Bioucas-Dias , Vladimir Katkovnik

Loewner rational interpolation provides a versatile tool to learn low-dimensional dynamical-system models from frequency-response measurements. This work investigates the robustness of the Loewner approach to noise. The key finding is that…

Numerical Analysis · Mathematics 2020-11-06 Zlatko Drmač , Benjamin Peherstorfer

We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…

Numerical Analysis · Mathematics 2020-06-25 Sebastian Riedel , Yue Wu

Signal analysis and classification is fraught with high levels of noise and perturbation. Computer-vision-based deep learning models applied to spectrograms have proven useful in the field of signal classification and detection; however,…

Machine Learning · Computer Science 2024-09-04 Joel Brogan , Olivera Kotevska , Anibely Torres , Sumit Jha , Mark Adams

This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs…

Optimization and Control · Mathematics 2022-03-09 Daniel A. Messenger , Emiliano Dall'Anese , David M. Bortz

Extracting signals from noisy backgrounds is a fundamental problem in signal processing across a variety of domains. In this paper, we introduce Noisereduce, an algorithm for minimizing noise across a variety of domains, including speech,…

Signal Processing · Electrical Eng. & Systems 2024-12-25 Tim Sainburg , Asaf Zorea

Unveiling the underlying governing equations of nonlinear dynamic systems remains a significant challenge. Insufficient prior knowledge hinders the determination of an accurate candidate library, while noisy observations lead to imprecise…

Machine Learning · Computer Science 2024-04-30 Mengge Du , Yuntian Chen , Longfeng Nie , Siyu Lou , Dongxiao Zhang

Frequency estimation is a fundamental problem in signal processing, with applications in radar imaging, underwater acoustics, seismic imaging, and spectroscopy. The goal is to estimate the frequency of each component in a multisinusoidal…

Machine Learning · Computer Science 2021-02-04 Gautier Izacard , Sreyas Mohan , Carlos Fernandez-Granda

This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith L\'evy motion, using an integral transform method. We obtain a time-averaged equation under suitable assumptions.…

Probability · Mathematics 2020-04-21 Wenjing Xu , Jinqiao Duan , Wei Xu

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…

Machine Learning · Statistics 2018-01-23 Maziar Raissi

Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is necessary to draw conclusions from these data, and it often becomes essential to construct dynamical models using these data. We…

Machine Learning · Computer Science 2022-05-20 Pawan Goyal , Peter Benner
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