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We consider the problem of learning a realization for a linear time-invariant (LTI) dynamical system from input/output data. Given a single input/output trajectory, we provide finite time analysis for learning the system's Markov…

Machine Learning · Computer Science 2019-02-05 Samet Oymak , Necmiye Ozay

We uncover the gradient structure to investigate the convergence of solutions in nonlocal nonlinear dynamical systems. Mainly but not exclusively, we use the Lojasiewicz inequality to prove convergence results in various spaces with…

Analysis of PDEs · Mathematics 2022-05-20 Won Eui Hong

Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

In science, we are often interested in obtaining a generative model of the underlying system dynamics from observed time series. While powerful methods for dynamical systems reconstruction (DSR) exist when data come from a single domain,…

Machine Learning · Computer Science 2025-02-18 Manuel Brenner , Elias Weber , Georgia Koppe , Daniel Durstewitz

This work focuses on the question of how identifiability of a mathematical model, that is, whether parameters can be recovered from data, is related to identifiability of its submodels. We look specifically at linear compartmental models…

Algebraic Geometry · Mathematics 2019-05-27 Elizabeth Gross , Heather A. Harrington , Nicolette Meshkat , Anne Shiu

Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time…

Systems and Control · Computer Science 2018-05-17 Rishi Relan , Koen Tiels , Anna Marconato , Philippe Dreesen , Johan Schoukens

The dissipativity framework is widely used to analyze stability and performance of nonlinear systems. By embedding nonlinear systems in an LPV representation, the convex tools of the LPV framework can be applied to nonlinear systems for…

Systems and Control · Electrical Eng. & Systems 2021-09-21 Patrick J. W. Koelewijn , Roland Tóth

We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…

Systems and Control · Computer Science 2020-04-09 Tuhin Sarkar , Alexander Rakhlin , Munther A. Dahleh

We develop a data-driven framework for identifying non-Markovian dynamical equations of motion for open quantum systems. Starting from the Nakajima--Zwanzig formalism, we vectorize the reduced density matrix into a four-dimensional state…

Quantum Physics · Physics 2026-01-15 Jimmie Adriazola , Katarzyna Roszak

Is it possible to understand the intricacies of a dynamical system not solely from its input/output pattern, but also by observing the behavior of other systems within the same class? This central question drives the study presented in this…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Marco Forgione , Filippo Pura , Dario Piga

In this technical note, we generalize the well-known Lyapunov-based stabilizability and detectability tests for linear time-invariant (LTI) systems to the context of discrete-time (DT) polytopic linear parameter-varying (LPV) systems. To do…

Optimization and Control · Mathematics 2023-03-21 T. J. Meijer , V. S. Dolk , W. P. M. H. Heemels

Physical systems that display competitive non-linear dynamics have played a key role in the development of mathematical models of Nature. Important examples include predator-prey models in ecology, biology, consumer-resource models in…

Dynamical system theory is a widely used technique in the analysis of cosmological models. Within this framework, the equations describing the dynamics of a model are recast in terms of dimensionless variables, which evolve according to a…

General Relativity and Quantum Cosmology · Physics 2023-08-16 Santiago García-Serna , J. Bayron Orjuela-Quintana , César A. Valenzuela-Toledo , Hernán Ocampo-Durán

Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…

Quantitative Methods · Quantitative Biology 2020-07-29 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M. Walczak , Irene Giardina

In this paper we propose a new identification scheme for Hammerstein systems, which are dynamic systems consisting of a static nonlinearity and a linear time-invariant dynamic system in cascade. We assume that the nonlinear function can be…

Systems and Control · Computer Science 2016-05-20 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

We present a data-driven approach to characterizing nonidentifiability of a model's parameters and illustrate it through dynamic as well as steady kinetic models. By employing Diffusion Maps and their extensions, we discover the minimal…

Willems et al. showed that all input-output trajectories of a discrete-time linear time-invariant system can be obtained using linear combinations of time shifts of a single, persistently exciting, input-output trajectory of that system. In…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Mohammad Alsalti , Julian Berberich , Victor G. Lopez , Frank Allgöwer , Matthias A. Müller

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…

Econometrics · Economics 2022-06-29 Minji Bang , Wayne Yuan Gao , Andrew Postlewaite , Holger Sieg