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In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…

Machine Learning · Statistics 2021-11-24 Jarrad Courts , Adrian Wills , Thomas B. Schön

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Machine Learning · Computer Science 2021-02-17 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

Simulations based on Reynolds-Averaged Navier--Stokes (RANS) models have been used to support high-consequence decisions related to turbulent flows. Apart from the deterministic model predictions, the decision makers are often equally…

Fluid Dynamics · Physics 2017-01-25 Jian-Xun Wang , Jin-Long Wu , Heng Xiao

To comprehend complex systems with multiple states, it is imperative to reveal the identity of these states by system outputs. Nevertheless, the mathematical models describing these systems often exhibit nonlinearity so that render the…

Machine Learning · Computer Science 2023-07-04 Guangtao Zhang , Yiting Duan , Guanyu Pan , Qijing Chen , Huiyu Yang , Zhikun Zhang

We present a deep learning framework for quantifying and propagating uncertainty in systems governed by non-linear differential equations using physics-informed neural networks. Specifically, we employ latent variable models to construct…

Machine Learning · Statistics 2019-06-26 Yibo Yang , Paris Perdikaris

Model error estimation remains one of the key challenges in uncertainty quantification and predictive science. For computational models of complex physical systems, model error, also known as structural error or model inadequacy, is often…

Computation · Statistics 2024-03-28 Khachik Sargsyan , Xun Huan , Habib N. Najm

Learning-based methods commonly treat state estimation in robotics as a sequence modeling problem. While this paradigm can be effective at maximizing end-to-end performance, models are often difficult to interpret and expensive to train,…

Robotics · Computer Science 2026-05-07 Lennart Röstel , Berthold Bäuml

System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear…

Machine Learning · Statistics 2019-05-30 Philip Becker-Ehmck , Jan Peters , Patrick van der Smagt

Gray-box identification is prevalent in modeling physical and networked systems. However, due to the non-convex nature of the gray-box identification problem, good initial parameter estimates are crucial for a successful application. In…

Systems and Control · Computer Science 2016-11-15 Chengpu Yu , Lennart Ljung , Michel Verhaegen

The present paper deals with the identification of nonlinear mechanical vibrations. A grey-box, or semi-physical, nonlinear state-space representation is introduced, expressing the nonlinear basis functions using a limited number of…

Systems and Control · Computer Science 2018-05-01 Jean-Philippe Noël , Johan Schoukens

The ability to predict trajectories of surrounding agents and obstacles is a crucial component in many robotic applications. Data-driven approaches are commonly adopted for state prediction in scenarios where the underlying dynamics are…

Robotics · Computer Science 2025-04-28 Kaiyuan Tan , Peilun Li , Jun Wang , Thomas Beckers

Identification of nonlinear dynamic systems remains a significant challenge across engineering. This work suggests an approach based on Bayesian filtering to extract and identify the contribution of an unknown nonlinear term in the system…

Machine Learning · Statistics 2022-07-01 Timothy J. Rogers , Tobias Friis

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…

Machine Learning · Statistics 2023-02-01 Michail Spitieris , Ingelin Steinsland

The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…

Chaotic Dynamics · Physics 2025-08-07 Michele Baia , Tommaso Matteuzzi , Franco Bagnoli

In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…

Optimization and Control · Mathematics 2016-06-28 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

State estimation is an important aspect in many robotics applications. In this work, we consider the task of obtaining accurate state estimates for robotic systems by enhancing the dynamics model used in state estimation algorithms.…

Robotics · Computer Science 2023-02-16 Kong Yao Chee , M. Ani Hsieh

The forward problems of pattern formation have been greatly empowered by extensive theoretical studies and simulations, however, the inverse problem is less well understood. It remains unclear how accurately one can use images of pattern…

Computational Physics · Physics 2021-04-07 Hongbo Zhao , Richard D. Braatz , Martin Z. Bazant

A new framework for nonlinear system identification is presented in terms of optimal fitting of stable nonlinear state space equations to input/output/state data, with a performance objective defined as a measure of robustness of the…

Optimization and Control · Mathematics 2016-11-17 Mark M. Tobenkin , Ian R. Manchester , Jennifer Wang , Alexandre Megretski , Russ Tedrake

This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to…

Numerical Analysis · Mathematics 2020-10-20 John Harlim , Shixiao W. Jiang , Senwei Liang , Haizhao Yang