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In this work, we propose a non-parametric technique for online modeling of systems with unknown nonlinear Lipschitz dynamics. The key idea is to successively utilize measurements to approximate the graph of the state-update function using…

Systems and Control · Electrical Eng. & Systems 2019-10-10 Siddharth H. Nair , Monimoy Bujarbaruah , Francesco Borrelli

The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results…

Statistics Theory · Mathematics 2012-06-19 Kevin McGoff , Sayan Mukherjee , Natesh S. Pillai

In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…

In this paper we propose a new state observer design technique for nonlinear systems. It consists of an extension of the recently introduced parameter estimation-based observer, which is applicable for systems verifying a particular…

Dynamical Systems · Mathematics 2020-11-16 Romeo Ortega , Alexey Bobtsov , Nikolay Nikolaev , Johannes Schiffer , Denis Dochain

In this paper, we consider the problem of piecewise affine abstraction of nonlinear systems, i.e., the overapproximation of its nonlinear dynamics by a pair of piecewise affine functions that "includes" the dynamical characteristics of the…

Optimization and Control · Mathematics 2018-11-07 Kanishka Raj Singh , Qiang Shen , Sze Zheng Yong

We consider the problem of using experimental time-series data for parameter estimation in nonlinear ordinary differential equations, focusing on the case where the data is noisy, sparse, irregularly sampled, includes multiple experiments,…

Optimization and Control · Mathematics 2025-01-07 Aleksandr Talitckii , Matthew M. Peet

In this work, the issue of obtaining consistent parameter estimators for nonlinear regression models where the regressors are second-order modulus functions is explored. It is shown that consistent instrumental variable estimators can be…

Methodology · Statistics 2022-04-12 Fredrik Ljungberg , Martin Enqvist

In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…

Methodology · Statistics 2009-06-19 Debashis Paul , Jie Peng , Prabir Burman

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

This paper investigates online identification and prediction for nonlinear stochastic dynamical systems. In contrast to offline learning methods, we develop online algorithms that learn unknown parameters from a single trajectory. A key…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Lantian Zhang , Silun Zhang

In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the…

Methodology · Statistics 2009-05-14 Jane-Ling Wang , Liugen Xue , Lixing Zhu , Yun Sam Chong

In this paper, we consider the problem of estimating parameters of a linear regression model. Using a hybrid systems framework, a hybrid algorithm is proposed allowing the estimate to converge to the exact value of the unknown parameters in…

Systems and Control · Electrical Eng. & Systems 2026-03-04 Adnane Saoud , Ryan S. Johnson , Ricardo G. Sanfelice

Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogonal series expansion is used to approximate the unknown…

Statistics Theory · Mathematics 2016-01-25 Chaohua Dong , Jiti Gao , Dag Tjøstheim

This paper focuses on the system identification of an important class of nonlinear systems: linearly parameterized nonlinear systems, which enjoys wide applications in robotics and other mechanical systems. We consider two system…

Systems and Control · Electrical Eng. & Systems 2024-11-22 Negin Musavi , Ziyao Guo , Geir Dullerud , Yingying Li

We propose a formulation for nonlinear recurrent models that includes simple parametric models of recurrent neural networks as a special case. The proposed formulation leads to a natural estimator in the form of a convex program. We provide…

Machine Learning · Statistics 2019-08-28 Sohail Bahmani , Justin Romberg

The problem of parameter estimation from a standard vector linear regression equation in the absence of sufficient excitation in the regressor is addressed. The first step to solve the problem consists in transforming this equation into a…

Methodology · Statistics 2022-03-14 Alexey Bobtsov , Bowen Yi , Romeo Ortega , Alessandro Astolfi

Dynamical systems, for instance in model predictive control, often contain unknown parameters, which must be determined during system operation. Online or on-the-fly parameter identification methods are therefore necessary. The challenge of…

Optimization and Control · Mathematics 2021-04-05 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen

The estimation law of unknown parameters vector ${\theta}$ is proposed for one class of nonlinearly parametrized regression equations $y\left( t \right) = \Omega \left( t \right)\Theta \left( \theta \right)$. We restrict our attention to…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Machine Learning · Statistics 2014-06-13 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…

Dynamical Systems · Mathematics 2018-08-29 Mark A. Pinsky , Steve Koblik