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A non-vanishing entropy production rate is one of the defining characteristics of any non-equilibrium system, and several techniques exist to determine this quantity directly from experimental data. The short-time inference scheme, derived…

Statistical Mechanics · Physics 2022-11-29 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…

Numerical Analysis · Mathematics 2019-09-23 Roland Pulch , Akil Narayan

This paper proposes a data-driven model reduction approach on the basis of noisy data. Firstly, the concept of data reduction is introduced. In particular, we show that the set of reduced-order models obtained by applying a Petrov-Galerkin…

Optimization and Control · Mathematics 2022-02-01 Azka Muji Burohman , Bart Besselink , Jacquelien M. A. Scherpen , M. Kanat Camlibel

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…

Statistics Theory · Mathematics 2017-06-02 Igor L. Kheifets

For nonlinear analytic control systems, we introduce a new paradigm for dynamic output feedback stabilization. We propose to periodically sample the usual observer based control law, and to reshape it so that it coincides with a ''control…

Optimization and Control · Mathematics 2024-01-17 Vincent Andrieu , Lucas Brivadis , Jean-Paul Gauthier , Ludovic Sacchelli , Ulysse Serres

A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…

comp-gas · Physics 2015-06-24 Milan PALUS

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

In this article, a novel adaptive controller is designed for Euler-Lagrangian systems under predefined time-varying state constraints. The proposed controller could achieve this objective without a priori knowledge of system parameters and,…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Viswa Narayanan Sankaranarayanan , Sumeet Gajanan Satpute , Spandan Roy , George Nikolakopoulos

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

This paper studies the stability of covariance-intersection (CI)-based distributed Kalman filtering in time-varying systems. For the general time-varying case, a relationship between the error covariance and the observability Gramian is…

Systems and Control · Electrical Eng. & Systems 2025-04-09 Zhongyao Hu , Bo Chen , Chao Sun , Li Yu

In this paper, we discuss the classification problem for linear time-invariant multivariable systems without control. It turns out that the observability and stability are invariant for topological equivalent systems. Abstract results…

Optimization and Control · Mathematics 2022-06-23 Jing Li , Zhixiong Zhang

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the sequence. The segments are compared directly, rather than via…

chao-dyn · Physics 2009-10-31 Thomas Schreiber

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

The prescribed-time stabilization problem for a general class of nonlinear systems with unknown input gain and appended dynamics (with unmeasured state) is addressed. Unlike the asymptotic stabilization problem, the prescribed-time…

Optimization and Control · Mathematics 2021-08-10 Prashanth Krishnamurthy , Farshad Khorrami

We design a new feedback law to stabilize a linear infinite-dimensional control system, where the state operator generates a C0-group and the control operator is unbounded. Our feedback law is based on the integration of a mutated Gramian…

Optimization and Control · Mathematics 2022-05-19 Yaxing Ma , Gengsheng Wang , Huaiqiang Yu

A theoretical framework is presented for the estimation of nucleation times in systems with Brownian type dynamics. This framework is applied to a prototype system: the two-dimensional Ising model with spin-flip dynamics in an external…

Statistical Mechanics · Physics 2007-05-23 K. Brendel , G. T. Barkema , H. van Beijeren

In this paper we show that inverses of well-conditioned, finite-time Gramians and impulse response matrices of large-scale interconnected systems described by sparse state-space models, can be approximated by sparse matrices. The…

Systems and Control · Computer Science 2014-05-13 Aleksandar Haber , Michel Verhaegen

We show here that the Hamiltonian for an electronic system may be written exactly in terms of fluctuation operators that transition constituent fragments between internally correlated states, accounting rigorously for inter-fragment…

Chemical Physics · Physics 2019-05-24 Anthony D. Dutoi , Yuhong Liu

A general input-output modelling technique for aperiodic-sampling linear systems has been developed. The procedure describes the dynamics of the system and includes the sequence of sampling periods among the variables to be handled. Some…

Discrete Mathematics · Computer Science 2016-08-14 Amparo Fúster-Sabater , J. M. Guillén