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Application of nonparametric and semiparametric regression techniques to high-dimensional time series data has been hampered due to the lack of effective tools to address the ``curse of dimensionality.'' Under rather weak conditions, we…

Statistics Theory · Mathematics 2009-09-29 Li Wang , Lijian Yang

The analysis of a timeseries can provide many new perspectives if it is accompanied by the assumption that the timeseries is generated from an underlying dynamical system. For example, statistical properties of the data can be related to…

Dynamical Systems · Mathematics 2024-07-30 Suddhasattwa Das , Shakib Mustavee , Shaurya Agarwal

The multi-timestep command governor (MCG) is an add-on algorithm that enforces constraints by modifying, at each timestep, the reference command to a pre-stabilized control system. The MCG can be interpreted as a Model-Predictive Control…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Mostafaali Ayubirad , Hamid R. Ossareh

In this paper, we present a data-driven output feedback controller for nonlinear systems that achieves practical output regulation, using noise-free input/output measurement data. The proposed controller is based on (i) an inverse model of…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Yeongjun Jang , Hamin Chang , Heein Park , Hyeonyeong Jang , Takashi Tanaka , Hyungbo Shim

Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in…

Systems and Control · Electrical Eng. & Systems 2021-02-02 Debarshi Patanjali Ghoshal , Hannah Michalska

Sparked by the Willems' fundamental lemma, a class of data-driven control methods has been developed for LTI systems. At the same time, the Koopman operator theory attempts to cast a nonlinear control problem into a standard linear one…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Yingzhao Lian , Renzi Wang , Colin N. Jones

Data-driven models for predicting dynamic responses of linear and nonlinear systems are of great importance due to their wide application from probabilistic analysis to inverse problems such as system identification and damage diagnosis. In…

Machine Learning · Computer Science 2020-12-29 Soheil Sadeghi Eshkevari , Martin Takáč , Shamim N. Pakzad , Majid Jahani

We introduce a new nonlinear model for classification, in which we model the joint distribution of response variable, y, and covariates, x, non-parametrically using Dirichlet process mixtures. We keep the relationship between y and x linear…

Statistics Theory · Mathematics 2007-05-23 Babak Shahbaba , Radford M. Neal

This work presents a control-oriented identification scheme for efficient control design and stability analysis of nonlinear systems. Neural networks are used to identify a discrete-time nonlinear state-space model to approximate…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Maxime Thieffry , Alexandre Hache , Mohamed Yagoubi , Philippe Chevrel

Neural network modules conditioned by known priors can be effectively trained and combined to represent systems with nonlinear dynamics. This work explores a novel formulation for data-efficient learning of deep control-oriented nonlinear…

Dynamical Systems · Mathematics 2021-01-07 Elliott Skomski , Soumya Vasisht , Colby Wight , Aaron Tuor , Jan Drgona , Draguna Vrabie

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

Learning with kernels is an important concept in machine learning. Standard approaches for kernel methods often use predefined kernels that require careful selection of hyperparameters. To mitigate this burden, we propose in this paper a…

Machine Learning · Computer Science 2020-06-26 Yufan Zhou , Changyou Chen , Jinhui Xu

Kernel methods are of current interest in quantum machine learning due to similarities with quantum computing in how they process information in high-dimensional feature (Hilbert) spaces. Kernels are believed to offer particular advantages…

Quantum Physics · Physics 2024-04-03 Carolyn Wood , Sally Shrapnel , G J Milburn

While data-driven model reduction techniques are well-established for linearizable mechanical systems, general approaches to reducing non-linearizable systems with multiple coexisting steady states have been unavailable. In this paper, we…

Dynamical Systems · Mathematics 2022-07-13 Mattia Cenedese , Joar Axås , Haocheng Yang , Melih Eriten , George Haller

The Linear Parameter-Varying (LPV) framework provides a modeling and control design toolchain to address nonlinear (NL) system behavior via linear surrogate models. Despite major research effort on LPV data-driven modeling, a key…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Chris Verhoek , Gerben I. Beintema , Sofie Haesaert , Maarten Schoukens , Roland Tó th

In this article, we present an extension of the formulation recently developed by the authors (A Framework for Data-Driven Computational Mechanics Based on Nonlinear Optimization, arXiv:1910.12736 [math.NA]) to the structural dynamics…

Numerical Analysis · Mathematics 2019-12-25 Cristian Guillermo Gebhardt , Marc Christian Steinbach , Dominik Schillinger , Raimund Rolfes

The non-linear autoregressive (NLAR) model plays an important role in modeling and predicting time series. One-step ahead prediction is straightforward using the NLAR model, but the multi-step ahead prediction is cumbersome. For instance,…

Methodology · Statistics 2023-06-08 Kejin Wu , Dimitris N. Politis

Kernel-based multivariate statistical process control (K-MSPC) extends classical monitoring to nonlinear industrial processes. Its performance depends critically on kernel parameters such as lengthscales and variance terms. In current…

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Econometrics · Economics 2026-01-26 Mikihito Nishi

Change-point analysis plays a significant role in various fields to reveal discrepancies in distribution in a sequence of observations. While a number of algorithms have been proposed for high-dimensional data, kernel-based methods have not…

Methodology · Statistics 2023-01-10 Hoseung Song , Hao Chen