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This paper presents a useful compact formula for deriving an effective Hamiltonian describing the time-averaged dynamics of detuned quantum systems. The formalism also works for ensemble-averaged dynamics of stochastic systems. To…

Quantum Physics · Physics 2009-11-13 Daniel F. V. James , Jonathan Jerke

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Recently, there has been an increasing interest in modelling and computation of physical systems with neural networks. Hamiltonian systems are an elegant and compact formalism in classical mechanics, where the dynamics is fully determined…

Numerical Analysis · Mathematics 2022-06-28 Elena Celledoni , Andrea Leone , Davide Murari , Brynjulf Owren

This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…

Optimization and Control · Mathematics 2017-01-06 Van-Vuong Trinh , Mazen Alamir , Patrick Bonnay

There has been a wave of interest in applying machine learning to study dynamical systems. We present a Hamiltonian neural network that solves the differential equations that govern dynamical systems. This is an equation-driven machine…

Computational Physics · Physics 2022-07-01 Marios Mattheakis , David Sondak , Akshunna S. Dogra , Pavlos Protopapas

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…

Computation · Statistics 2017-06-28 Arnab Bhattacharya , Simon Wilson

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Optimization and Control · Mathematics 2018-05-24 Bo Wahlberg , Lennart Ljung

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

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

Hamiltonian mechanics is one of the cornerstones of natural sciences. Recently there has been significant interest in learning Hamiltonian systems in a free-form way directly from trajectory data. Previous methods have tackled the problem…

Machine Learning · Statistics 2023-03-06 Magnus Ross , Markus Heinonen

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

We present a Bayesian nonparametric system reliability model which scales well and provides a great deal of flexibility in modeling. The Bayesian approach naturally handles the disparate amounts of component and subsystem data that may…

Methodology · Statistics 2022-03-22 Richard L. Warr , Jeremy M. Meyer , Jackson T. Curtis

While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of…

Machine Learning · Computer Science 2014-04-02 Jan-Peter Calliess , Antonis Papachristodoulou , Stephen J. Roberts

As the size of quantum devices continues to grow, the development of scalable methods to characterise and diagnose noise is becoming an increasingly important problem. Recent methods have shown how to efficiently estimate Hamiltonians in…

Quantum Physics · Physics 2019-12-18 Tim J. Evans , Robin Harper , Steven T. Flammia

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

Robotics · Computer Science 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the…

Dynamical Systems · Mathematics 2023-02-13 Riccardo Morandin , Jonas Nicodemus , Benjamin Unger

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

An observer-based Hamiltonian identification algorithm for quantum systems is proposed. For the 2-level case an exponential convergence result based on averaging arguments and some relevant transformations is provided. The convergence for…

Mathematical Physics · Physics 2007-05-23 Mazyar Mirrahimi , Pierre Rouchon