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The problem of identifying a dynamical system from its dynamics is of great importance for many applications. Recently it has been suggested to impose sparsity models for improved recovery performance. In this paper, we provide recovery…

Dynamical Systems · Mathematics 2020-01-10 Felix Krahmer , Christian Kühn , Nada Sissouno

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

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

We develop a data-driven model discovery and system identification technique for spatially-dependent boundary value problems (BVPs). Specifically, we leverage the sparse identification of nonlinear dynamics (SINDy) algorithm and group…

Computational Engineering, Finance, and Science · Computer Science 2021-07-07 Daniel E. Shea , Steven L. Brunton , J. Nathan Kutz

In this paper we aim to apply an adaptation of the recently developed technique of sparse identification of nonlinear dynamical systems on a Duffing experimental setup with cubic feedback of the output. The Duffing oscillator described by…

Classical Physics · Physics 2018-05-10 Saeideh Khatiry Goharoodi , Kevin Dekemele , Luc Dupre , Mia Loccufier , Guillaume Crevecoeur

Sparse regression has emerged as a popular technique for learning dynamical systems from temporal data, beginning with the SINDy (Sparse Identification of Nonlinear Dynamics) framework proposed by arXiv:1509.03580. Quantifying the…

Methodology · Statistics 2023-08-21 Sara Venkatraman , Sumanta Basu , Martin T. Wells

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…

Optimization and Control · Mathematics 2017-01-06 Van-Vuong Trinh , Mazen Alamir , Patrick Bonnay

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we…

Machine Learning · Computer Science 2024-10-14 Junette Hsin , Shubhankar Agarwal , Adam Thorpe , Luis Sentis , David Fridovich-Keil

This paper deals with the error processing problem of sparse identification of nonlinear dynamical systems(SINDy) through introducing the $L_\infty$ approximation to take place of the former $L_2$ approximation. The motivation is that the…

Systems and Control · Electrical Eng. & Systems 2022-05-09 Yuqiang Wu

Data-driven approaches are increasingly popular for identifying dynamical systems due to improved accuracy and availability of sensor data. However, relying solely on data for identification does not guarantee that the identified systems…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Nam T. Nguyen , Juan C. Tique

Nonlinear system identification is important with a wide range of applications. The typical approaches for nonlinear system identification include Volterra series models, nonlinear autoregressive with exogenous inputs models,…

Systems and Control · Electrical Eng. & Systems 2019-11-28 Hongpeng Zhou , Chahine Ibrahim , Wei Pan

This paper introduces a novel system identification and tracking method for PieceWise Smooth (PWS) nonlinear stochastic hybrid systems. We are able to correctly identify and track challenging problems with diverse dynamics and low…

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

Machine Learning · Statistics 2016-08-31 Vahid Bastani , Lucio Marcenaro , Carlo Regazzoni

Discovering governing equations of complex dynamical systems directly from data is a central problem in scientific machine learning. In recent years, the sparse identification of nonlinear dynamics (SINDy) framework, powered by heuristic…

Machine Learning · Computer Science 2022-06-02 Dimitris Bertsimas , Wes Gurnee

We consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identifying the system parameters under general heavy-tailed noise…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Vinay Kanakeri , Aritra Mitra

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…

Machine Learning · Computer Science 2026-05-12 Mohammad Amin Basiri , Charles Nicholson

When identifying electrical, mechanical, or biological systems, parametric continuous-time identification methods can lead to interpretable and parsimonious models when the model structure aligns with the physical properties of the system.…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Rodrigo A. González , Koen Classens , Cristian R. Rojas , James S. Welsh , Tom Oomen

In this paper we propose an identification procedure of a sparse graphical model associated to a Gaussian stationary stochastic process. The identification paradigm exploits the approximation of autoregressive processes through reciprocal…

Optimization and Control · Mathematics 2018-06-13 Daniele Alpago , Mattia Zorzi , Augusto Ferrante

Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the…

Molecular Networks · Quantitative Biology 2019-01-23 Yannis Pantazis , Ioannis Tsamardinos
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