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This paper investigates online identification and prediction for nonlinear stochastic dynamical systems. In contrast to offline learning methods, we develop online algorithms that learn unknown parameters from a single trajectory. A key…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Lantian Zhang , Silun Zhang

Spectral polynomial approximation of smooth functions allows real-time manipulation of and computation with them, as in the Chebfun system. Extension of the technique to two-dimensional and three-dimensional functions on hyperrectangles has…

Numerical Analysis · Mathematics 2019-01-21 Kevin W. Aiton , Tobin A. Driscoll

This paper proposes a data-driven set-based estimation algorithm for a class of nonlinear systems with polynomial nonlinearities. Using the system's input-output data, the proposed method computes a set that guarantees the inclusion of the…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Amr Alanwar , Muhammad Umar B. Niazi , Karl H. Johansson

A numerical framework is proposed for identifying partial differential equations (PDEs) governing dynamical systems directly from their observation data using Chebyshev polynomial approximation. In contrast to data-driven approaches such as…

Numerical Analysis · Mathematics 2026-01-21 Phonepaserth Sisaykeo , Shogo Muramatsu

Polynomial chaos methods have been extensively used to analyze systems in uncertainty quantification. Furthermore, several approaches exist to determine a low-dimensional approximation (or sparse approximation) for some quantity of interest…

Dynamical Systems · Mathematics 2021-05-04 John D. Jakeman , Roland Pulch

In the present paper, two existing nonlinear system identification methodologies are used to identify data-driven models. The first methodology focuses on identifying the system using steady-state excitations. To accomplish this, a…

Systems and Control · Electrical Eng. & Systems 2020-11-18 Maren Scheel , Gleb Kleyman , Ali Tatar , Matthew R. W. Brake , Simon Peter , Jean-Philippe Noël , Matthew S. Allen , Malte Krack

This paper investigates the control of nonlinear systems using a piecewise linear approximation framework. The proposed approach combines a PID controller with locally linearized models obtained by partitioning the nonlinear function into…

Optimization and Control · Mathematics 2026-04-14 Robert Vrabel

Equations governing the nonlinear dynamics of complex systems are usually unknown and indirect methods are used to reconstruct their manifolds. In turn, they depend on embedding parameters requiring other methods and long temporal sequences…

Chaotic Dynamics · Physics 2020-06-24 Valeria d'Andrea , Manlio De Domenico

This paper introduces a probabilistic approach for tracking the dynamics of unweighted and directed graphs using state-space models (SSMs). Unlike conventional topology inference methods that assume static graphs and generate point-wise…

Signal Processing · Electrical Eng. & Systems 2024-09-13 Victor M. Tenorio , Elvin Isufi , Geert Leus , Antonio G. Marques

We consider the problem of global stability of nonlinear sampled-data systems. Sampled-data systems are a form of hybrid model which arises when discrete measurements and updates are used to control continuous-time plants. In this paper, we…

Optimization and Control · Mathematics 2014-08-25 Matthew M. Peet , Alexandre Seuret

This paper presents for the first time a robust exact line-search method based on a full pseudospectral (PS) numerical scheme employing orthogonal polynomials. The proposed method takes on an adaptive search procedure and combines the…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

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

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

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…

Optimization and Control · Mathematics 2018-02-02 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of observations related to the state is…

Computation · Statistics 2025-03-25 Benjamin Cox , Emilie Chouzenoux , Victor Elvira

This paper proposes a new adaptation methodology to find the control inputs for a class of nonlinear systems with time-varying bounded uncertainties. The proposed method does not require any prior knowledge of the uncertainties including…

Optimization and Control · Mathematics 2018-03-16 Yi-Wen Liao , Selina Pan , Francesco Borrelli , J. Karl Hedrick

Accurate knowledge of the state variables in a dynamical system is critical for effective control, diagnosis, and supervision, especially when direct measurements of all states are infeasible. This paper presents a novel approach to…

Dynamical Systems · Mathematics 2025-07-10 Ayoub Farkane , Mohamed Boutayeb , Mustapha Oudani , Mounir Ghogho

This paper focuses on developing a method to obtain an uncertain linear fractional transformation (LFT) system that adequately captures the dynamics of a nonlinear time-invariant system over some desired envelope. First, the nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sourav Sinha , Devaprakash Muniraj , Mazen Farhood

This work presents an algorithm for determining the parameters of a nonlinear dynamic model of the respiratory system in patients undergoing assisted ventilation. Using the pressure and flow signals measured at the mouth, the model's…

Systems and Control · Electrical Eng. & Systems 2024-03-01 Diego A. Riva , Carolina A. Evangelista , Paul F. Puleston , Luis Corsiglia , Nahuel Dargains