Related papers: Variational System Identification of Aircraft
We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…
This study presents a Bayesian maximum \textit{a~posteriori} (MAP) framework for dynamical system identification from time-series data. This is shown to be equivalent to a generalized Tikhonov regularization, providing a rational…
We provide an algorithm for the simultaneous system identification and model predictive control of nonlinear systems. The algorithm has finite-time near-optimality guarantees and asymptotically converges to the optimal (non-causal)…
We describe a method for the identification of models for dynamical systems from observational data. The method is based on the concept of symbolic regression and uses genetic programming to evolve a system of ordinary differential…
Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…
In this article, variational state estimation is examined from the dynamic programming perspective. This leads to two different value functional recursions depending on whether backward or forward dynamic programming is employed. The result…
This paper studies the identification of nonlinearly parameterized control systems in given experiments. Several identifiability criteria are established and an implementable algorithm is proposed for practicality with the convergence rate…
Simulation-based verification algorithms can provide formal safety guarantees for nonlinear and hybrid systems. The previous algorithms rely on user provided model annotations called discrepancy function, which are crucial for computing…
Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…
In this paper we develop a method for learning nonlinear systems with multiple outputs and inputs. We begin by modelling the errors of a nominal predictor of the system using a latent variable framework. Then using the maximum likelihood…
Identifying tire and vehicle parameters is an essential step in designing control and planning algorithms for autonomous vehicles. This paper proposes a new method: Simulation-Based Inference (SBI), a modern interpretation of Approximate…
Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical…
This paper shows how the variational Bayes method provides a computational efficient technique in the context of hierarchical modelling using Dirichlet process priors, in particular without requiring conjugate prior assumption. It shows,…
In control and engineering community, models generally contain a number of parameters which are unknown or roughly known. A complete knowledge of these parameters is critical to describe and analyze the dynamics of the system. This paper…
This paper addresses a system identification for linear periodically time-varying plants in the discrete-time setting. A system identification algorithm for linear, periodically time-varying plants is introduced based on a cyclic…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
This paper investigates the effects of setting the sampling frequency significantly higher than conventional guidelines in system identification. Although continuous-time identification methods resolve the numerical difficulties encountered…
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…