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In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…

Systems and Control · Computer Science 2017-06-21 Giulio Bottegal , Håkan Hjalmarsson , Gianluigi Pillonetto

Anomaly detection, where data instances are discovered containing feature patterns different from the majority, plays a fundamental role in various applications. However, it is challenging for existing methods to handle the scenarios where…

Machine Learning · Computer Science 2023-04-24 Guanchu Wang , Ninghao Liu , Daochen Zha , Xia Hu

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

Computational Physics · Physics 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

Regularized least-squares approaches have been successfully applied to linear system identification. Recent approaches use quadratic penalty terms on the unknown impulse response defined by stable spline kernels, which control model space…

Machine Learning · Statistics 2018-07-27 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

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…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

Real-time identification of electrical equivalent circuit models is a critical requirement in many practical systems, such as batteries and electric motors. Significant work has been done in the past developing different types of algorithms…

Systems and Control · Electrical Eng. & Systems 2021-01-15 Balakumar Balasingam , Krishna Pattipati

One of the primary challenges of system identification is determining how much data is necessary to adequately fit a model. Non-asymptotic characterizations of the performance of system identification methods provide this knowledge. Such…

Systems and Control · Electrical Eng. & Systems 2019-09-06 Bruce Lee , Andrew Lamperski

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

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

In this paper, we investigate the sequence estimation problem of binary and quadrature phase shift keying faster-than-Nyquist (FTN) signaling and propose two novel low-complexity sequence estimation techniques based on concepts of…

Information Theory · Computer Science 2017-01-31 Ebrahim Bedeer , Mohamed Hossam Ahmed , Halim Yanikomeroglu

System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Xiong Zeng , Jing Yu , Necmiye Ozay

This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…

Systems and Control · Electrical Eng. & Systems 2020-03-30 Ali Reza Pedram , Takashi Tanaka

The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…

Optimization and Control · Mathematics 2021-10-13 Alberto Padoan

We consider the identification of non-causal systems with arbitrary switching modes (NCS-ASM), a class of models essential for describing typical power load management and department store inventory dynamics. The simultaneous identification…

Information Theory · Computer Science 2024-09-06 Yanxin Zhang , Chengpu Yu , Filippo Fabiani

Deep learning is a topic of considerable current interest. The availability of massive data collections and powerful software resources has led to an impressive amount of results in many application areas that reveal essential but hidden…

Machine Learning · Computer Science 2023-01-31 Gianluigi Pillonetto , Aleksandr Aravkin , Daniel Gedon , Lennart Ljung , Antônio H. Ribeiro , Thomas B. Schön

This note presents a unified analysis of the identification of dynamical systems with low-rank constraints under high-dimensional scaling. This identification problem for dynamic systems are challenging due to the intrinsic dependency of…

Statistics Theory · Mathematics 2019-12-23 Junlin Li

Accurate tire modeling is crucial for optimizing autonomous racing vehicles, as state-of-the-art (SotA) model-based techniques rely on precise knowledge of the vehicle's parameters. Yet, system identification in dynamic racing conditions is…

We address the problem of recovering signals from samples taken at their rate of innovation. Our only assumption is that the sampling system is such that the parameters defining the signal can be stably determined from the samples, a…

Information Theory · Computer Science 2015-05-28 Tomer Michaeli , Yonina C. Eldar

Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Defne E. Ozan , Mingzhou Yin , Andrea Iannelli , Roy S. Smith