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This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

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

Nonlinear (systems of) ordinary differential equations (ODEs) are common tools in the analysis of complex one-dimensional dynamic systems. In this paper we propose a smoothing approach regularized by a quasilinearized ODE-based penalty in…

Methodology · Statistics 2014-04-30 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…

Machine Learning · Statistics 2023-01-02 Nicholas Galioto , Alex Gorodetsky

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

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

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

This paper introduces an approach for developing surrogate environments in reinforcement learning (RL) using the Sparse Identification of Nonlinear Dynamics (SINDy) algorithm. We demonstrate the effectiveness of our approach through…

Machine Learning · Computer Science 2025-04-28 Aniket Dixit , Muhammad Ibrahim Khan , Faizan Ahmed , James Brusey

Identifying network dynamics is a critical yet challenging task to to understand the mechanism of real-world social systems. There are two types of algorithms, and one requires the knowledge of self-dynamics function, interactive function,…

Social and Information Networks · Computer Science 2026-05-21 Mingyu Kang , Jianxi Gao , Wenwu Yu , Linyuan Lv

In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…

Statistical Finance · Quantitative Finance 2026-01-12 Munawar Ali , Purba Das , Qi Feng , Liyao Gao , Guang Lin

A major challenge in the study of dynamical systems is that of model discovery: turning data into models that are not just predictive, but provide insight into the nature of the underlying dynamical system that generated the data. This…

Dynamical Systems · Mathematics 2019-04-19 Kathleen Champion , Steven L. Brunton , J. Nathan Kutz

We introduce low complexity machine learning based approach for mitigating nonlinear impairments in optical fiber communications systems. The immense intricacy of the problem calls for the development of "smart" methodology, simplifying the…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Mariia Sorokina , Stylianos Sygletos , Sergei Turitsyn

The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development…

Dynamical Systems · Mathematics 2016-04-27 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

In this paper, we propose a unified framework for identifying interpretable nonlinear dynamical models that preserve physical properties. The proposed approach integrates physical principles with black-box basis functions to compensate for…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Cesare Donati , Martina Mammarella , Fabrizio Dabbene , Carlo Novara , Constantino Lagoa

In this paper, we present a methodology to identify discrete-time state-space switched linear systems (SLSs) from input-output measurements. Continuous-state is not assumed to be measured. The key step is a deadbeat observer based…

Systems and Control · Electrical Eng. & Systems 2021-08-12 Fethi Bencherki , Semiha Türkay , Hüseyin Akçay

This paper investigates how models of spatiotemporal dynamics in the form of nonlinear partial differential equations can be identified directly from noisy data using a combination of sparse regression and weak formulation. Using the…

Dynamical Systems · Mathematics 2020-01-08 Daniel R. Gurevich , Patrick A. K. Reinbold , Roman O. Grigoriev

Many natural systems exhibit chaotic behaviour such as the weather, hydrology, neuroscience and population dynamics. Although many chaotic systems can be described by relatively simple dynamical equations, characterizing these systems can…

Dynamical Systems · Mathematics 2022-06-15 H. Ribera , S. Shirman , A. V. Nguyen , N. M. Mangan

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 multiscale and turbulent nature of Earth's atmosphere has historically rendered accurate weather modeling a hard problem. Recently, there has been an explosion of interest surrounding data-driven approaches to weather modeling, which in…

Geophysics · Physics 2025-07-08 Seth Minor , Daniel A. Messenger , Vanja Dukic , David M. Bortz

Many model selection algorithms rely on sparse dictionary learning to provide interpretable and physics-based governing equations. The optimization algorithms typically use a hard thresholding process to enforce sparse activations in the…

Optimization and Control · Mathematics 2025-04-30 Derek W. Jollie , Scott G. McCalla