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This article addresses the following problems: 1) First, a nonlinearity analysis is made looking for the presence of nonlinearities in an early phase of the identification process. The level and the nature of the nonlinearities should be…

Systems and Control · Computer Science 2018-04-26 Johan Schoukens , Mark Vaes , Rik Pintelon

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional…

Machine Learning · Statistics 2014-10-29 Niklas Wahlström , Thomas B. Schön , Marc Peter Deisenroth

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Lei Xin , George Chiu , Shreyas Sundaram

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

We propose data-driven nonlinear smoother (DNS) to estimate a hidden state sequence of a complex dynamical process from a noisy, linear measurement sequence. The dynamical process is model-free, that is, we do not have any knowledge of the…

Signal Processing · Electrical Eng. & Systems 2026-02-10 Fredrik Cumlin , Anubhab Ghosh , Saikat Chatterjee

We introduce a Bayesian system identification (SysID) framework for jointly estimating robot's state trajectories and physical parameters with high accuracy. It embeds physically consistent inverse dynamics, contact and loop-closure…

Robotics · Computer Science 2026-02-19 Sergi Martinez , Steve Tonneau , Carlos Mastalli

Complex systems are commonly modeled using nonlinear dynamical systems. These models are often high-dimensional and chaotic. An important goal in studying physical systems through the lens of mathematical models is to determine when the…

Computational Geometry · Computer Science 2014-03-25 Jesse Berwald , Marian Gidea , Mikael Vejdemo-Johansson

Detecting anomalies and discovering driving signals is an essential component of scientific research and industrial practice. Often the underlying mechanism is highly complex, involving hidden evolving nonlinear dynamics and noise…

Machine Learning · Computer Science 2018-06-13 Bin Li , Yueheng Lan , Weisi Guo , Chenglin Zhao

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

System identification (SysID) is critical for modeling dynamical systems from experimental data, yet traditional approaches often fail to capture nonlinear behaviors. While deep learning offers powerful tools for modeling such dynamics,…

Machine Learning · Computer Science 2026-05-13 Mehmet Ali Ferah , Tufan Kumbasar

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with…

Optimization and Control · Mathematics 2025-04-17 Alberto Bemporad , Roland Tóth

This paper introduces a novel nonlinear model predictive control (NMPC) framework that incorporates a lifting technique to enhance control performance for nonlinear systems. While the lifting technique has been widely employed in linear…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Nuthasith Gerdpratoom , Fumiya Matsuzaki , Yutaka Yamamoto , Kaoru Yamamoto

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

Many physical systems are described by nonlinear differential equations that are too complicated to solve in full. A natural way to proceed is to divide the variables into those that are of direct interest and those that are not, formulate…

Numerical Analysis · Mathematics 2015-11-24 Alexandre J. Chorin , Fei Lu

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

Model-free control strategies such as reinforcement learning have shown the ability to learn control strategies without requiring an accurate model or simulator of the world. While this is appealing due to the lack of modeling requirements,…

Robotics · Computer Science 2024-06-28 Marius Memmel , Andrew Wagenmaker , Chuning Zhu , Patrick Yin , Dieter Fox , Abhishek Gupta

Linear dynamical systems are a fundamental and powerful parametric model class. However, identifying the parameters of a linear dynamical system is a venerable task, permitting provably efficient solutions only in special cases. This work…

Machine Learning · Computer Science 2020-03-03 Chloe Ching-Yun Hsu , Michaela Hardt , Moritz Hardt