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This article describes a numerical procedure designed to tune the parameters of periodically-driven dynamical systems to a state in which they exhibit rich dynamical behavior. This is achieved by maximizing the diversity of subharmonic…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
Particle- and agent-based systems are a ubiquitous modeling tool in many disciplines. We consider the fundamental problem of inferring interaction kernels from observations of agent-based dynamical systems given observations of…
The Willems' fundamental lemma, which characterizes linear dynamics with measured trajectories, has found successful applications in controller design and signal processing, which has driven a broad research interest in its extension to…
In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian process whose covariance (kernel) is given by the recently…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…
We provide an algorithm for the simultaneous system identification and model predictive control of nonlinear systems. The algorithm has finite-time near-optimality guarantees and asymptotically converges to the optimal (non-causal)…
The increasing demands for high accuracy in mechatronic systems necessitate the incorporation of parameter variations in feedforward control. The aim of this paper is to develop a data-driven approach for direct learning of…
We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…
We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…
Nonlinear dynamical systems with regime transitions are typically described by ordinary differential equations with jumping parameters parameters. Traditional methods often treat change-point detection and parameter estimation as separate…
Structural equation models (SEMs) have been widely adopted for inference of causal interactions in complex networks. Recent examples include unveiling topologies of hidden causal networks over which processes such as spreading diseases, or…
Identifying coherent spatiotemporal patterns generated by complex dynamical systems is a central problem in many science and engineering disciplines. Here, we combine ideas from the theory of operator-valued kernels with delay-embedding…
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…
This paper proposes a ridgeless kernel method for solving infinite-horizon, deterministic, continuous-time models in economic dynamics, formulated as systems of differential-algebraic equations with asymptotic boundary conditions (e.g.,…
Localized vibrations, arising from nonlinearities or symmetry breaking, pose a challenge in engineering, as the resulting high-amplitude vibrations may result in component failure due to fatigue. During operation, the emergence of…
Experience in the physical sciences suggests that the only realistic means of understanding complex systems is through the use of mathematical models. Typically, this has come to mean the identification of quantitative models expressed as…
Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…
A novel nonlinear model predictive control approach for state signal shaping is proposed. The control strategy introduces a residual shape cost kernel based on the dynamics of circular limit cycles from a supercritical Neimark-Sacker…
Data-driven methods for modeling dynamic systems have received considerable attention as they provide a mechanism for control synthesis directly from the observed time-series data. In the absence of prior assumptions on how the time-series…