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We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana

In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…

Optimization and Control · Mathematics 2025-03-20 Shivanshu Tripathi , Abed AlRahman Al Makdah , Fabio Pasqualetti

We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system. Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model…

Statistics Theory · Mathematics 2022-01-03 Ali Jadbabaie , Horia Mania , Devavrat Shah , Suvrit Sra

The paper proposes an adaptive observer of the state vector of a nonlinear time varying system based on measurements of the output variable. The problem is solved under the assumption that the control matrix (vector) and the nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Olga Kozachek , Alexey Bobtsov , Nikolay Nikolaev

This paper deals with adaptive synchronization of chaos in the presence of time-varying communication-delays. We consider two bidirectionally coupled systems that seek to synchronize through a signal that each system sends to the other one…

Chaotic Dynamics · Physics 2015-05-30 Francesco Sorrentino , Pietro De Lellis

The article deals with the problem of synthesis of an adaptive observer of state variables of a linear time-varying SISO dynamic system. It is assumed that the control signal and the output variable are measurable. It is assumed that the…

Dynamical Systems · Mathematics 2022-03-30 Alexey Bobtsov , Nikolay Nikolaev , Romeo Ortega , Olga Slita , Olga Kozachek

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Hefu Ye , Yongduan Song

The problem of dynamic estimation of all parameters of a model representing chaotic and hyperchaotic systems using information from a scalar measured output is solved. The variational calculus based method is robust in the presence of…

Chaotic Dynamics · Physics 2015-06-26 Rahul Konnur

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…

Machine Learning · Computer Science 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

This paper proposes a novel online data-driven adaptive control for unknown linear time-varying systems. Initialized with an empirical feedback gain, the algorithm periodically updates this gain based on the data collected over a short time…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Shenyu Liu , Kaiwen Chen , Jaap Eising

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

In adaptive control, a controller is precisely designed for a certain model of the system, but that model's parameters are updated online by another mechanism called the adaptive update. This allows the controller to aim for the benefits of…

Systems and Control · Computer Science 2017-11-28 Jason Nezvadovitz

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