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In this paper is proposed the method of the identification of complex dynamic systems. Method can be used for the identification of linear and nonlinear complex dynamic systems for the determined or stochastic signals at the inputs and the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexander Shaydurov

We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…

Systems and Control · Computer Science 2020-04-09 Tuhin Sarkar , Alexander Rakhlin , Munther A. Dahleh

We present the first provable method for identifying symmetric linear dynamical systems (LDS) with accuracy guarantees that are independent of the systems' state dimension or effective memory. Our approach builds upon recent work that…

Machine Learning · Computer Science 2025-05-26 Devan Shah , Shlomo Fortgang , Sofiia Druchyna , Elad Hazan

This paper presents a system identification technique for systems whose output is asymptotically periodic under constant inputs. The model used for system identification is a discrete-time Lur'e model consisting of asymptotically stable…

Signal Processing · Electrical Eng. & Systems 2020-05-01 Juan A. Paredes , Dennis S. Bernstein

A fundamental pursuit of microwave metrology is the determination of the characteristic impedance profile of microwave systems. Among other methods, this can be practically achieved by means of time-domain reflectometry (TDR) that measures…

Data Analysis, Statistics and Probability · Physics 2018-04-16 J. R. Rinehart , J. H. Béjanin , T. C. Fraser , M. Mariantoni

Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…

Probability · Mathematics 2007-05-23 Zhen-Qing Chen , Masatoshi Fukushima , Jiangang Ying

When identifying electrical, mechanical, or biological systems, parametric continuous-time identification methods can lead to interpretable and parsimonious models when the model structure aligns with the physical properties of the system.…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Rodrigo A. González , Koen Classens , Cristian R. Rojas , James S. Welsh , Tom Oomen

This paper focuses on a stochastic system identification problem: given time series observations of a stochastic differential equation (SDE) driven by L\'{e}vy $\alpha$-stable noise, estimate the SDE's drift field. For $\alpha$ in the…

Machine Learning · Statistics 2022-12-08 Harish S. Bhat

This paper presents a discrete-time nonlinear system identification method while satisfying the stability and safety properties of the system with high probability. An Extreme Learning Machine (ELM) is used with a Gaussian assumption on the…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Iman Salehi , Tyler Taplin , Ashwin P. Dani

Parametric system identification methods estimate the parameters of explicitly defined physical systems from data. Yet, they remain constrained by the need to provide an explicit function space, typically through a predefined library of…

Machine Learning · Computer Science 2026-03-17 Markus W. Baumgartner , Anson Lei , Joe Watson , Ingmar Posner

This paper is concerned with identifying linear system dynamics without the knowledge of individual system trajectories, but from the knowledge of the system's reachable sets observed at different times. Motivated by a scenario where the…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Taha Shafa , Roy Dong , Melkior Ornik

Two dynamical systems are topologically equivalent when their phase-portraits can be morphed into each other by a homeomorphic coordinate transformation on the state space. The induced equivalence classes capture qualitative properties such…

Optimization and Control · Mathematics 2021-12-15 Wouter Jongeneel , Tobias Sutter , Daniel Kuhn

We consider a typical class of systems with delayed nonlinearity, which we show to exhibit chaotic diffusion. It is demonstrated that a periodic modulation of the time-lag can lead to an enhancement of the diffusion constant by several…

Chaotic Dynamics · Physics 2022-03-02 Tony Albers , David Müller-Bender , Lukas Hille , Günter Radons

Identification of coherent structures is an essential step to describe and model turbulence generation mechanisms in wall-bounded flows. To this end we present a clustering method based on Latent Dirichlet Allocation (LDA), a generative…

Fluid Dynamics · Physics 2021-07-07 Mohamed Frihat , Bérengère Podvin , Lionel Mathelin , Yann Fraigneau , François Yvon

We first develop systematic and comprehensive interval observer designs for linear time-invariant (LTI) systems, under standard assumptions of observability and interval bounds on the initial condition and uncertainties. Traditionally, such…

Systems and Control · Electrical Eng. & Systems 2025-06-09 Thach Ngoc Dinh , Gia Quoc Bao Tran

Beurling density plays a key role in the study of frame-spectrality of normalized Lebesgue measure restricted to a set. Accordingly, in this paper, the authors study the $s$-Beurling densities of regular maximal orthogonal sets of a class…

Functional Analysis · Mathematics 2023-10-31 Yu-Liang Wu , Zhi-Yi Wu

Methods for anomaly detection of new physics processes are often limited to low-dimensional spaces due to the difficulty of learning high-dimensional probability densities. Particularly at the constituent level, incorporating desirable…

High Energy Physics - Phenomenology · Physics 2024-03-06 Vinicius Mikuni , Benjamin Nachman

We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of…

Machine Learning · Computer Science 2018-08-06 Jakub Marecek , Tigran Tchrakian

Discriminating data classes emanating from sensors is an important problem with many applications in science and technology. We describe a new transform for pattern identification that interprets patterns as probability density functions,…

Computer Vision and Pattern Recognition · Computer Science 2017-02-15 Se Rim Park , Soheil Kolouri , Shinjini Kundu , Gustavo Rohde

The concept of hyperuniformity has been a useful tool in the study of large-scale density fluctuations in systems ranging across the natural and mathematical sciences. One can rank a large class of hyperuniform systems by their ability to…

Statistical Mechanics · Physics 2019-02-20 Timothy M. Middlemas , Frank H. Stillinger , Salvatore Torquato