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Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Machine Learning · Statistics 2015-07-03 Diego Romeres , Gianluigi Pillonetto , Alessandro Chiuso

This work considers the optimal covariance steering problem for systems subject to both additive noise and uncertain parameters which may enter multiplicatively with the state and the control. The unknown parameters are modeled as a…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Jacob Knaup , Panagiotis Tsiotras

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

This paper proposes a novel parametric identification approach for linear systems using Deep Learning (DL) and the Modified Relay Feedback Test (MRFT). The proposed methodology utilizes MRFT to reveal distinguishing frequencies about an…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Abdulla Ayyad , Mohamad Chehadeh , Mohammad I. Awad , Yahya Zweiri

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Aamir Hussain Chughtai , Arslan Majal , Muhammad Tahir , Momin Uppal

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

A rotorcraft-based unmanned aerial vehicle exhibits more complex properties compared to its full-size counterparts due to its increased sensitivity to control inputs and disturbances and higher bandwidth of its dynamics. As an aerial…

Robotics · Computer Science 2008-06-26 Agus Budiyono , H. Y Sutarto

Identifying parameters in a system of nonlinear, ordinary differential equations is vital for designing a robust controller. However, if the system is stochastic in its nature or if only noisy measurements are available, standard…

Systems and Control · Electrical Eng. & Systems 2022-10-10 Tobias Nagel , Marco F. Huber

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

Consider the problem of interference mitigation in the identification of the dynamics of multidimensional control systems in the class of linear stationary models for single realizations of the observed signals. A concepts uncorrelated…

Dynamical Systems · Mathematics 2012-01-18 V. N. Tibabishev

Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Maarten van der Hulst , Rodrigo González , Koen Classens , Nic Dirkx , Jeroen van de Wijdeven , Tom Oomen

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Optimization and Control · Mathematics 2018-05-24 Bo Wahlberg , Lennart Ljung

This paper investigates maximum likelihood estimation for direct system identification in networks of dynamical systems. We establish that the proposed approach is both consistent and efficient. In addition, it is more generally applicable…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Anders Hansson , João Victor Galvão da Mata , Martin S. Andersen

Uncertainty in state or model parameters is common in robotics and typically handled by acquiring system measurements that yield information about the uncertain quantities of interest. Inputs to a nonlinear dynamical system yield outcomes…

Robotics · Computer Science 2023-08-04 Parker Ewen , Gitesh Gunjal , Joey Wilson , Jinsun Liu , Challen Enninful Adu , Ram Vasudevan

We propose a systematic method to directly identify a sensor fault estimation filter from plant input/output data collected under fault-free condition. This problem is challenging, especially when omitting the step of building an explicit…

Systems and Control · Computer Science 2015-05-11 Yiming Wan , Tamas Keviczky , Michel Verhaegen

Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Robert Chin , Alejandro I. Maass , Nalika Ulapane , Chris Manzie , Iman Shames , Dragan Nešić , Jonathan E. Rowe , Hayato Nakada

Variational quantum algorithms (VQAs) are hybrid quantum-classical approaches used for tackling a wide range of problems on noisy intermediate-scale quantum (NISQ) devices. Testing these algorithms on relevant hardware is crucial to…

The system identification capabilities of a novel information-theoretic method are examined here. Specifically, this work uses information-theoretic metrics and vibration-based measurements to enhance damping estimation accuracy in…

Signal Processing · Electrical Eng. & Systems 2026-04-01 Marios Impraimakis , Feiyu Zhou , Andrew Plummer

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