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We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

We study the parameter estimation problem for a varying index coefficient model in high dimensions. Unlike the most existing works that iteratively estimate the parameters and link functions, based on the generalized Stein's identity, we…

Machine Learning · Statistics 2019-10-29 Sen Na , Zhuoran Yang , Zhaoran Wang , Mladen Kolar

We present a novel approach to system identification (SI) using deep learning techniques. Focusing on parametric system identification (PSI), we use a supervised learning approach for estimating the parameters of discrete and…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Connor James Stephens , Emmanuel Blazquez

Uncertainty quantification is critical in scientific inverse problems to distinguish identifiable parameters from those that remain ambiguous given available measurements. The Conditional Diffusion Model-based Inverse Problem Solver (CDI)…

Machine Learning · Computer Science 2026-01-27 Dmitrii Torbunov , Yihui Ren , Lijun Wu , Yimei Zhu

Ensuring stability of discrete-time (DT) linear parameter-varying (LPV) input-output (IO) models estimated via system identification methods is a challenging problem as known stability constraints can only be numerically verified, e.g.,…

Systems and Control · Electrical Eng. & Systems 2024-03-13 Johan Kon , Jeroen van de Wijdeven , Dennis Bruijnen , Roland Tóth , Marcel Heertjes , Tom Oomen

In this paper we propose a framework to analyze iterative first-order optimization algorithms for time-varying convex optimization. We assume that the temporal variability is caused by a time-varying parameter entering the objective, which…

Optimization and Control · Mathematics 2026-03-05 Fabian Jakob , Andrea Iannelli

Analysis of spatial multivariate data, i.e., measurements at irregularly-spaced locations, is a challenging topic in visualization and statistics alike. Such data are integral to many domains, e.g., indicators of valuable minerals are…

Human-Computer Interaction · Computer Science 2023-08-15 Nikolaus Piccolotto , Markus Bögl , Christoph Muehlmann , Klaus Nordhausen , Peter Filzmoser , Silvia Miksch

We consider a class of uncertain linear time-invariant overparametrized systems affected by bounded disturbances, which are described by a known exosystem with unknown initial conditions. For such systems an exponentially stable extended…

Systems and Control · Electrical Eng. & Systems 2024-02-14 Anton Glushchenko , Konstantin Lastochkin

In this paper we address the problem of adaptive state observation of affine-inthe-states time-varying systems with delayed measurements and unknown parameters. The development of the results proposed in the [Bobtsov et al. 2021a] and in…

Optimization and Control · Mathematics 2021-12-07 Alexey Bobtsov , Nikolay Nikolaev , Romeo Ortega , Denis Efimov , Olga Kozachek

We propose a numerical method for discovering unknown parameterized dynamical systems by using observational data of the state variables. Our method is built upon and extends the recent work of discovering unknown dynamical systems, in…

Numerical Analysis · Mathematics 2020-03-11 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Physically interpretable models are essential for next-generation industrial systems, as these representations enable effective control, support design validation, and provide a foundation for monitoring strategies. The aim of this paper is…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Maarten van der Hulst , Rodrigo A. González , Koen Classens , Paul Tacx , Nick Dirkx , Jeroen van de Wijdeven , Tom Oomen

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through…

Quantitative Methods · Quantitative Biology 2025-08-01 Jun Won Park , Kangyu Zhao , Sanket Rane

Having actual models for power system components (such as generators and loads or auxiliary equipment) is vital to correctly assess the power system operating state and to establish stability margins. However, power system operators often…

Signal Processing · Electrical Eng. & Systems 2020-01-22 Artem Mikhalev , Alexander Emchinov , Samuel Chevalier , Yury Maximov , Petr Vorobev

Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…

Optimization and Control · Mathematics 2021-12-13 Chris van der Ploeg , Emilia Silvas , Nathan van de Wouw , Peyman Mohajerin Esfahani

Nonlinear ultrasound imaging leverages harmonic wave generation to enhance contrast and spatial resolution beyond the capabilities of conventional linear techniques. This behavior is commonly modeled by the Westervelt equation, which…

Analysis of PDEs · Mathematics 2026-05-25 Benjamin Rainer , Barbara Kaltenbacher

A novel adaptive identifier is developed for nonlinear time-delay systems composed of linear, Lipschitz and non-Lipschitz components. To begin with, an identifier is designed for uncertain systems with a priori known delay values, and then…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Igor Furtat , Yury Orlov

Sparse identification of nonlinear dynamical systems is a topic of continuously increasing significance in the dynamical systems community. Here we explore it at the level of lattice nonlinear dynamical systems of many degrees of freedom.…

Pattern Formation and Solitons · Physics 2022-12-05 Sheikh Saqlain , Wei Zhu , Efstathios G. Charalampidis , Panayotis G. Kevrekidis

The advancement and scaling of quantum technology has made the learning and identification of quantum systems and devices in highly-multidimensional parameter spaces a pressing task for a variety of applications. In many cases, the…

Quantum Physics · Physics 2026-04-20 Federico Belliardo , Erik M. Gauger , Tim H. Taminiau , Yoann Altmann , Cristian Bonato

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang