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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

The insensitive parameter in support vector regression determines the set of support vectors that greatly impacts the prediction. A data-driven approach is proposed to determine an approximate value for this insensitive parameter by…

Machine Learning · Computer Science 2020-03-10 Jinran Wu , You-Gan Wang

We consider the problem of computing reachable sets directly from noisy data without a given system model. Several reachability algorithms are presented for different types of systems generating the data. First, an algorithm for computing…

Systems and Control · Electrical Eng. & Systems 2023-03-14 Amr Alanwar , Anne Koch , Frank Allgöwer , Karl Henrik Johansson

Distinguishability and, by extension, observability are key properties of dynamical systems. Establishing these properties is challenging, especially when no analytical model is available and they are to be inferred directly from…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Pierre-François Massiani , Mona Buisson-Fenet , Friedrich Solowjow , Florent Di Meglio , Sebastian Trimpe

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

In the context of data-driven control of nonlinear systems, many approaches lack of rigorous guarantees, call for nonconvex optimization, or require knowledge of a function basis containing the system dynamics. To tackle these drawbacks, we…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Tim Martin , Frank Allgöwer

We introduce the notion of descriptor embedding for nonlinear systems and use it for the data-driven design of stabilizing controllers. Specifically, we provide sufficient data-dependent LMI conditions which, if feasible, return a…

Optimization and Control · Mathematics 2025-11-04 Mohammad Alsalti , Claudio De Persis , Victor G. Lopez , Matthias A. Müller

This paper considers the design of robust state observers for a class of slope-restricted nonlinear descriptor systems with unknown time-varying parameters belonging to a known set. The proposed design accounts for process disturbances and…

Optimization and Control · Mathematics 2022-07-12 T. J. Meijer , V. S. Dolk , M. S. Chong , W. P. M. H. Heemels

Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…

Statistical Mechanics · Physics 2017-10-20 Rundong Shi , Gang Hu , Shihong Wang

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Our objective is to estimate the unknown compositional input from its output response through an unknown system after estimating the inverse of the original system with a training set. The proposed methods using artificial neural networks…

Machine Learning · Computer Science 2020-01-27 Se Un Park

In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…

Optimization and Control · Mathematics 2022-11-14 Dennis Gramlich , Christian Ebenbauer

This work is devoted to studying normally hyperbolic invariant manifolds (NHIMs) for a class of quasi-periodically forced systems subject to additional stochastic noise. These systems can be understood as skew-product systems. The existence…

Dynamical Systems · Mathematics 2025-03-18 Pingyuan Wei , Lei Zhang

This paper introduces a novel model-free approach to synthesize virtual sensors for the estimation of dynamical quantities that are unmeasurable at runtime but are available for design purposes on test benches. After collecting a dataset of…

Optimization and Control · Mathematics 2021-03-24 Daniele Masti , Daniele Bernardini , Alberto Bemporad

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

In this work, we study the problem of learning a nonlinear dynamical system by parameterizing its dynamics using basis functions. We assume that disturbances occur at each time step with an arbitrary probability $p$, which models the…

Optimization and Control · Mathematics 2025-03-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Eduardo D. Sontag

This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…

Systems and Control · Electrical Eng. & Systems 2022-09-28 Alexis J. Vallarella , Hernan Haimovich

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

Reliability analysis aims at estimating the failure probability of an engineering system. It often requires multiple runs of a limit-state function, which usually relies on computationally intensive simulations. Traditionally, these…

Computation · Statistics 2024-01-22 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Instrumental variables (eliminate the bias that afflicts least-squares identification of dynamical systems through noisy data, yet traditionally relies on external instruments that are seldom available for nonlinear time series data. We…

Methodology · Statistics 2026-05-11 Simon Kuang , Xinfan Lin
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