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Measured data from a dynamical system can be assimilated into a predictive model by means of Kalman filters. Nonlinear extensions of the Kalman filter, such as the Extended Kalman Filter (EKF), are required to enable the joint estimation of…

Dynamical Systems · Mathematics 2024-10-07 Luca Rosafalco , Paolo Conti , Andrea Manzoni , Stefano Mariani , Attilio Frangi

Learning governing equations from data is central to understanding the behavior of physical systems across diverse scientific disciplines, including physics, biology, and engineering. The Sindy algorithm has proven effective in leveraging…

Machine Learning · Computer Science 2025-11-17 Gianluigi Pillonetto , Akram Yazdani , Aleksandr Aravkin

The reconstruction of the dynamics of an observed physical system as a surrogate model has been brought to the fore by recent advances in machine learning. To deal with partial and noisy observations in that endeavor, machine learning…

Machine Learning · Statistics 2020-10-06 Marc Bocquet , Alban Farchi , Quentin Malartic

The Sparse Identification of Nonlinear Dynamics (SINDy) is a method for discovering nonlinear dynamical system models from data. Quantifying uncertainty in SINDy models is essential for assessing their reliability, particularly in…

Machine Learning · Computer Science 2025-07-17 Urban Fasel

We present the Subset Extended Kalman Filter (SEKF) as a method to update previously trained model weights online rather than retraining or finetuning them when the system a model represents drifts away from the conditions under which it…

Machine Learning · Computer Science 2025-03-25 Joshua E. Hammond , Tyler Soderstrom , Brian A. Korgel , Michael Baldea

Inferring the structure and dynamics of network models is critical to understanding the functionality and control of complex systems, such as metabolic and regulatory biological networks. The increasing quality and quantity of experimental…

Dynamical Systems · Mathematics 2016-05-27 Niall M. Mangan , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

The sparse identification of nonlinear dynamics (SINDy) has been established as an effective method to learn interpretable models of dynamical systems from data. However, for high-dimensional slow-fast dynamical systems, the regression…

Dynamical Systems · Mathematics 2025-07-02 Diemen Delgado-Cano , Erick Kracht , Urban Fasel , Benjamin Herrmann

Identifying Ordinary Differential Equations (ODEs) from measurement data requires both fitting the dynamics and assimilating, either implicitly or explicitly, the measurement data. The Sparse Identification of Nonlinear Dynamics (SINDy)…

Dynamical Systems · Mathematics 2024-05-07 Jacob Stevens-Haas , Yash Bhangale , Aleksandr Aravkin , Nathan Kutz

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2018-04-18 Lorenzo Boninsegna , Feliks Nüske , Cecilia Clementi

Sparse dynamics identification is an essential tool for discovering interpretable physical models and enabling efficient control in engineering systems. However, existing methods rely on batch learning with full historical data, limiting…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Jilan Mei , Tengjie Zheng , Lin Cheng , Shengping Gong , Xu Huang

This paper proposes a sparse identification of nonlinear dynamics (SINDy) with control and exogenous inputs for highly accurate and reliable prediction. Although SINDy is recognized as a remarkable approach for identifying nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Shuichi Yahagi , Ansei Yonezawa , Hiroki Seto , Heisei Yonezawa , Itsuro Kajiwara

Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of…

Numerical Analysis · Mathematics 2022-05-04 Urban Fasel , J. Nathan Kutz , Bingni W. Brunton , Steven L. Brunton

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

Fluid Dynamics · Physics 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

Accurate structural response prediction forms a main driver for structural health monitoring and control applications. This often requires the proposed model to adequately capture the underlying dynamics of complex structural systems. In…

Machine Learning · Computer Science 2023-07-04 Wei Liu , Zhilu Lai , Kiran Bacsa , Eleni Chatzi

Accurately modeling the nonlinear dynamics of a system from measurement data is a challenging yet vital topic. The sparse identification of nonlinear dynamics (SINDy) algorithm is one approach to discover dynamical systems models from data.…

Machine Learning · Computer Science 2021-04-28 Kadierdan Kaheman , J. Nathan Kutz , Steven L. Brunton

This paper proposes a novel combination of extended Kalman filtering (EKF) with the alternating direction method of multipliers (ADMM) for learning parametric nonlinear models online under non-smooth regularization terms, including l1 and…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Lapo Frascati , Alberto Bemporad

High fidelity behavior prediction of intelligent agents is critical in many applications. However, the prediction model trained on the training set may not generalize to the testing set due to domain shift and time variance. The challenge…

Machine Learning · Computer Science 2020-04-29 Abulikemu Abuduweili , Changliu Liu

The SINDy algorithm has been successfully used to identify the governing equations of dynamical systems from time series data. However, SINDy assumes the user has prior knowledge of the variables in the system and of a function library that…

Machine Learning · Computer Science 2024-01-25 Andrew O'Brien

Controlling systems with complex, nonlinear dynamics poses a significant challenge, particularly in achieving efficient and robust control. In this paper, we propose a Dyna-Style Reinforcement Learning control framework that integrates…

Systems and Control · Electrical Eng. & Systems 2025-12-25 Karim Abdelsalam , Zeyad Gamal , Ayman El-Badawy

Data-driven models of dynamical systems require extensive amounts of training data. For many practical applications, gathering sufficient data is not feasible due to cost or safety concerns. This work uses the Subset Extended Kalman Filter…

Machine Learning · Computer Science 2026-03-04 Joshua E. Hammond , Tyler A. Soderstrom , Brian A. Korgel , Michael Baldea
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