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In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…

Systems and Control · Computer Science 2018-08-28 Salar Fattahi , Somayeh Sojoudi

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

This work presents a novel surface decomposition method for the sensitivity analysis of first-passage dynamic reliability of linear systems subjected to Gaussian random excitations. The method decomposes the sensitivity of first-passage…

Methodology · Statistics 2026-03-09 Jianhua Xian , Sai Hung Cheung , Cheng Su

High-dimensional time series data exist in numerous areas such as finance, genomics, healthcare, and neuroscience. An unavoidable aspect of all such datasets is missing data, and dealing with this issue has been an important focus in…

Machine Learning · Statistics 2018-02-27 Amin Jalali , Rebecca Willett

Solving large tensor linear systems poses significant challenges due to the high volume of data stored, and it only becomes more challenging when some of the data is missing. Recently, Ma et al. showed that this problem can be tackled using…

Numerical Analysis · Mathematics 2026-05-28 Anna Ma , Deanna Needell , Alexander Xue

We develop a formal framework for the behavioral comparison of linear systems across different time domains. We accomplish this by introducing the notion of system interpolation, which determines whether the input-state trajectories of a…

Optimization and Control · Mathematics 2026-02-26 Armin Pirastehzad , Bart Besselink

We propose an efficient inference method for switching nonlinear dynamical systems. The key idea is to learn an inference network which can be used as a proposal distribution for the continuous latent variables, while performing exact…

Machine Learning · Computer Science 2020-02-12 Zhe Dong , Bryan A. Seybold , Kevin P. Murphy , Hung H. Bui

We introduce a new method to identify phase boundaries in physical systems. It is based on training a predictive model such as a neural network to infer a physical system's parameters from its state. The deviation of the inferred parameters…

Statistical Mechanics · Physics 2019-06-12 Frank Schäfer , Niels Lörch

This paper addresses the problem of fault diagnosis in multistation assembly systems. Fault diagnosis is to identify process faults that cause the excessive dimensional variation of the product using dimensional measurements. For such…

Applications · Statistics 2022-10-31 Jihoon Chung , Bo Shen , Zhenyu , Kong

A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Xinliang Ma , Weihua Liu , Bingying Jin

Finding sparse solutions of underdetermined systems of linear equations is a fundamental problem in signal processing and statistics which has become a subject of interest in recent years. In general, these systems have infinitely many…

Machine Learning · Statistics 2010-09-21 Arash Ali Amini , Massoud Babaie-Zadeh , Christian Jutten

One of the main challenges in identifying structural changes in stochastic processes is to carry out analysis for time series with dependency structure in a computationally tractable way. Another challenge is that the number of true change…

Methodology · Statistics 2017-08-02 Jie Ding , Yu Xiang , Lu Shen , Vahid Tarokh

Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…

Numerical Analysis · Mathematics 2024-12-16 Paul Schwerdtner , Serkan Gugercin , Benjamin Peherstorfer

In this paper, an evolutionary-based sparse regression algorithm is proposed and applied onto experimental data collected from a Duffing oscillator setup and numerical simulation data. Our purpose is to identify the Coulomb friction terms…

Computational Engineering, Finance, and Science · Computer Science 2020-05-19 Saeideh Khatiry Goharoodi , Kevin Dekemele , Mia Loccufier , Luc Dupre , Guillaume Crevecoeur

Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…

Machine Learning · Computer Science 2022-08-16 Peter Y. Lu , Joan Ariño , Marin Soljačić

In this paper we shall review the common problems associated with Piecewise Linear Separation incremental algorithms. This kind of neural models yield poor performances when dealing with some classification problems, due to the evolving…

Neural and Evolutionary Computing · Computer Science 2007-12-24 Alejandro Chinea Manrique De Lara , Juan Manuel Moreno , Arostegui Jordi Madrenas , Joan Cabestany

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

Autonomous exploration in unknown environments requires estimating the information gain of an action to guide planning decisions. While prior approaches often compute information gain at discrete waypoints, pathwise integration offers a…

Robotics · Computer Science 2025-08-04 Seungjae Baek , Brady Moon , Seungchan Kim , Muqing Cao , Cherie Ho , Sebastian Scherer , Jeong hwan Jeon

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How