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We propose a probabilistic model discovery method for identifying ordinary differential equations (ODEs) governing the dynamics of observed multivariate data. Our method is based on the sparse identification of nonlinear dynamics (SINDy)…

Dynamical Systems · Mathematics 2021-07-06 Seth M. Hirsh , David A. Barajas-Solano , J. Nathan Kutz

In recent years there has been a push to discover the governing equations dynamical systems directly from measurements of the state, often motivated by systems that are too complex to directly model. Although there has been substantial work…

Optimization and Control · Mathematics 2023-01-10 Jeffrey M. Hokanson , Gianluca Iaccarino , Alireza Doostan

Kolmogorov-Arnold networks (KANs) have arisen as a potential way to enhance the interpretability of machine learning. However, solutions learned by KANs are not necessarily interpretable, in the sense of being sparse or parsimonious. Sparse…

Machine Learning · Computer Science 2026-03-20 Amanda A. Howard , Nicholas Zolman , Bruno Jacob , Steven L. Brunton , Panos Stinis

This paper leverages recent advances in high derivatives reconstruction from noisy-time series and sparse multivariate polynomial identification in order to improve the process of parsimoniously identifying, from a small amount of data,…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Mazen Alamir

In this paper we aim to apply an adaptation of the recently developed technique of sparse identification of nonlinear dynamical systems on a Duffing experimental setup with cubic feedback of the output. The Duffing oscillator described by…

Classical Physics · Physics 2018-05-10 Saeideh Khatiry Goharoodi , Kevin Dekemele , Luc Dupre , Mia Loccufier , Guillaume Crevecoeur

Understanding the dynamics of complex systems is a central task in many different areas ranging from biology via epidemics to economics and engineering. Unexpected behaviour of dynamic systems or even system failure is sometimes difficult…

Optimization and Control · Mathematics 2022-03-25 Dominik Kahl , Andreas Weber , Maik Kschischo

Power grid parameter estimation involves the estimation of unknown parameters, such as inertia and damping coefficients, using observed dynamics. In this work, we present a comparison of data-driven algorithms for the power grid parameter…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Subhash Lakshminarayana , Saurav Sthapit , Carsten Maple

Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wenxiao Zhao , George G. Yin , Er-Wei Bai

This paper presents a comprehensive approach to nonlinear dynamics identification for UAVs using a combination of data-driven techniques and theoretical modeling. Two key methodologies are explored: Proportional-Derivative (PD)…

Systems and Control · Electrical Eng. & Systems 2024-10-16 Bryan S. Guevara , Viviana Moya , Daniel C. Gandolfo , Juan M. Toibero

In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…

Numerical Analysis · Mathematics 2021-08-04 Fredy Vides

Sparse inversion and classification problems are ubiquitous in modern data science and imaging. They are often formulated as non-smooth minimisation problems. In sparse inversion, we minimise, e.g., the sum of a data fidelity term and an…

Numerical Analysis · Mathematics 2022-11-23 Jonas Latz

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…

Artificial Intelligence · Computer Science 2013-12-04 Zitao Liu , Milos Hauskrecht

Data-driven discovery of governing equations from data remains a fundamental challenge in nonlinear dynamics. Although sparse regression techniques have advanced system identification, they struggle with rational functions and noise…

Machine Learning · Computer Science 2025-11-17 Zitong Zhang , Hao Sun

The discovery of governing differential equations from data is an open frontier in machine learning. The sparse identification of nonlinear dynamics (SINDy) \citep{brunton_discovering_2016} framework enables data-driven discovery of…

Machine Learning · Computer Science 2023-10-10 Mozes Jacobs , Bingni W. Brunton , Steven L. Brunton , J. Nathan Kutz , Ryan V. Raut

We present a weak formulation and discretization of the system discovery problem from noisy measurement data. This method of learning differential equations from data fits into a new class of algorithms that replace pointwise derivative…

Numerical Analysis · Mathematics 2022-05-03 Daniel A. Messenger , David M. Bortz

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

Discovery of dynamical systems from data forms the foundation for data-driven modeling and recently, structure-preserving geometric perspectives have been shown to provide improved forecasting, stability, and physical realizability…

Machine Learning · Computer Science 2021-09-14 Kookjin Lee , Nathaniel Trask , Panos Stinis

This paper considers the H\infty-optimal estimation problem for linear systems with multiple delays in states, output, and disturbances. First, we formulate the H\infty-optimal estimation problem in the Delay-Differential Equation (DDE)…

Optimization and Control · Mathematics 2020-04-10 Shuangshuang Wu , Sachin Shivakumar , Matthew M. Peet , Changchun Hua

Conventional compressed sensing theory assumes signals have sparse representations in a known, finite dictionary. Nevertheless, in many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the…

Information Theory · Computer Science 2014-12-19 Jun Fang , Huiping Duan , Jing Li , Hongbin Li , Rick S. Blum

In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…

Systems and Control · Computer Science 2018-08-28 Salar Fattahi , Somayeh Sojoudi
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