Related papers: NonSysId: A nonlinear system identification packag…
System inference for nonlinear dynamic models, represented by ordinary differential equations (ODEs), remains a significant challenge in many fields, particularly when the data are noisy, sparse, or partially observable. In this paper, we…
In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…
Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…
PySINDy is a Python package for the discovery of governing dynamical systems models from data. In particular, PySINDy provides tools for applying the sparse identification of nonlinear dynamics (SINDy) (Brunton et al. 2016) approach to…
This study presents a method, along with its algorithmic and computational framework implementation, and performance verification for dynamical system identification. The approach incorporates insights from phase space structures, such as…
A key task in the field of modeling and analyzing nonlinear dynamical systems is the recovery of unknown governing equations from measurement data only. There is a wide range of application areas for this important instance of system…
Discovering governing equations from observational data remains a fundamental challenge in scientific modeling, particularly when the underlying mathematical structure is unknown. Traditional sparse identification methods like SINDy excel…
The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…
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…
With new advances in machine learning and in particular powerful learning libraries, we illustrate some of the new possibilities they enable in terms of nonlinear system identification. For a large class of hybrid systems, we explain how…
Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…
Available methods for identification of stochastic dynamical systems from input-output data generally impose restricting structural assumptions on either the noise structure in the data-generating system or the possible state probability…
In many scientific fields like e.g. neuroscience, climatology or physics, complex relationships can be described most parsimoniously by nonlinear mechanics. Despite their relevance, many scientists still apply linear estimates in order to…
Uncertainty in state or model parameters is common in robotics and typically handled by acquiring system measurements that yield information about the uncertain quantities of interest. Inputs to a nonlinear dynamical system yield outcomes…
Intelligent agents need a physical understanding of the world to predict the impact of their actions in the future. While learning-based models of the environment dynamics have contributed to significant improvements in sample efficiency…
In order to extract governing equations from time-series data, various approaches are proposed. Among those, sparse identification of nonlinear dynamics (SINDy) stands out as a successful method capable of modeling governing equations with…
Traditional system identification with multisine inputs relies on uniform sampling and periodic excitation to preserve Fourier orthogonality and avoid spectral leakage, limiting its use in scenarios with irregular sampling or nonperiodic…
When modeling complex, hierarchical, and time-dynamic systems, such as biological systems, good computational tools are essential. Current tools, while powerful, often lack comprehensive frameworks for modular model composition,…
The effectiveness of data-driven techniques significantly relies on the input signal used to generate the training data. Nevertheless, there is a notable gap in research when it comes to designing excitation signals for identifying…
This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…