Related papers: Variational System Identification of Aircraft
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
Data taken from observations of the natural world or laboratory measurements often depend on parameters which can vary in unexpected ways. In this paper we demonstrate how machine learning can be leveraged to detect changes in global…
We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…
In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…
System identification is a key step for model-based control, estimator design, and output prediction. This work considers the offline identification of partially observed nonlinear systems. We empirically show that the certainty-equivalent…
Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…
We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…
Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…
This paper considers the problem of identifying the parameters of an uncertain linear system by means of feedback control. The problem is approached by considering time-varying controllers. It is shown that even when the uncertainty set is…
Variational wave function ansatze are an invaluable tool to study the properties of strongly correlated systems. We propose such a wave function, based on the theory of auxiliary fields and combining aspects of auxiliary-field quantum Monte…
This paper considers the problem of parameter identification for a multirobot system. We wish to understand when is it feasible for an adversarial observer to reverse-engineer the parameters of tasks being performed by a team of robots by…
The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small…
A key issue in dimension reduction of dissipative dynamical systems with spectral gaps is the identification of slow invariant manifolds. We present theoretical and numerical results for a variational approach to the problem of computing…
The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…
Diffusion models have become emerging generative models. Their sampling process involves multiple steps, and in each step the models predict the noise from a noisy sample. When the models make prediction, the output deviates from the ground…
Extracted event data from information systems often contain a variety of process executions making the data complex and difficult to comprehend. Unlike current research which only identifies the variability over time, we focus on other…
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.…
We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…
Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…
We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…