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In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

Statistics Theory · Mathematics 2015-05-06 Serafim Kalliadasis , Sebastian Krumscheid , Grigorios A. Pavliotis

The ability to accurately quantify the performance an additively manufactured (AM) product is important for a widespread industry adoption of AM as the design is required to: (1) satisfy geometrical constraints, (2) satisfy structural…

Computational Engineering, Finance, and Science · Computer Science 2018-11-05 Erva Ulu

In this paper, the parameter estimation problem for a multi-timescale adaptive threshold (MAT) neuronal model is investigated. By manipulating the system dynamics, which comprise of a non-resetting leaky integrator coupled with an adaptive…

Neurons and Cognition · Quantitative Biology 2018-03-13 Amirhossein Jabalameli , Aman Behal

Building a predictive model that rapidly adapts to real-time condition monitoring (CM) signals is critical for engineering systems/units. Unfortunately, many current methods suffer from a trade-off between representation power and agility…

Machine Learning · Computer Science 2025-08-25 Seokhyun Chung , Raed Al Kontar

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Parameter identifiability refers to the capability of accurately inferring the parameter values of a model from its observations (data). Traditional analysis methods exploit analytical properties of the closed form model, in particular…

Machine Learning · Computer Science 2024-12-30 Nikolaos Evangelou , Alexander M. Stankovic , Ioannis G. Kevrekidis , Mark K. Transtrum

Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this…

Systems and Control · Computer Science 2017-12-01 Zhe Bai , Eurika Kaiser , Joshua L. Proctor , J. Nathan Kutz , Steven L. Brunton

We propose here a framework to model real-time components consisting of concurrent real-time tasks running on a single processor, using parametric timed automata. Our framework is generic and modular, so as to be easily adapted to different…

Operating Systems · Computer Science 2014-04-02 Youcheng Sun , Giuseppe Lipari , Étienne André , Laurent Fribourg

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

We present a numerical framework for recovering unknown non-autonomous dynamical systems with time-dependent inputs. To circumvent the difficulty presented by the non-autonomous nature of the system, our method transforms the solution state…

Signal Processing · Electrical Eng. & Systems 2020-06-04 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

Robust online multi-person tracking requires the correct associations of online detection responses with existing trajectories. We address this problem by developing a novel appearance modeling approach to provide accurate appearance…

Computer Vision and Pattern Recognition · Computer Science 2017-03-14 Min Yang , Yunde Jia

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

In-context system identification aims at constructing meta-models to describe classes of systems, differently from traditional approaches that model single systems. This paradigm facilitates the leveraging of knowledge acquired from…

Machine Learning · Computer Science 2023-12-08 Dario Piga , Filippo Pura , Marco Forgione

We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…

Optimization and Control · Mathematics 2007-05-23 I. Y. Tyukin , D. V. Prokhorov , Cees van Leeuwen

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

Effectively modeling non-stationary dynamics in probabilistic multivariate time series(MTS) forecasting requires balancing expressiveness with robustness. Existing parametric approaches benefit from strong inductive biases but lack…

Machine Learning · Computer Science 2026-05-25 Jinglin Li , Jun Tan , QI Fang , Ning Gui

Variational system identification is a new formulation of maximum likelihood for estimation of parameters of dynamical systems subject to process and measurement noise, such as aircraft flying in turbulence. This formulation is an…

Applications · Statistics 2025-10-31 Dimas Abreu Archanjo Dutra

This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors. The inclusion of the three different types of time…

Econometrics · Economics 2021-11-04 Chaohua Dong , Jiti Gao , Bin Peng , Yundong Tu

Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or…

Data Analysis, Statistics and Probability · Physics 2017-03-24 Dhruva V. Raman , James Anderson , Antonis Papachristodoulou