English
Related papers

Related papers: Dynamic Algorithm for Parameter Estimation and Its…

200 papers

We discuss how to characterize the behavior of a chaotic dynamical system depending on a parameter that varies periodically in time. In particular, we study the predictability time, the correlations and the mean responses, by defining a…

chao-dyn · Physics 2009-10-28 A Crisanti , M. Falcioni , G. Lacorata , R. Purini , A. Vulpiani

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…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…

Chaotic Dynamics · Physics 2017-06-21 L. Torres

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

The parameter space of dynamical systems arising in applications is often found to be high-dimensional and difficult to explore. We construct a fast algorithm to numerically analyze "quantitative features" of dynamical systems depending on…

Numerical Analysis · Mathematics 2008-07-15 Christian Kuehn

This paper aims to improve existing results about using averaging method for analysis of dynamic systems on time scales. We obtain a more accurate estimate for proximity between solutions of original and averaged systems regarding…

Dynamical Systems · Mathematics 2022-02-07 Aleksey Ogulenko

We present a new solution for fundamental problems in nonlinear dynamical systems: finding, verifying, and stabilizing cycles. The solution we propose consists of a new control method based on mixing previous states of the system (or the…

Dynamical Systems · Mathematics 2017-12-19 D. Dmitrishin , I. E. Iacob , I. Skrinnik , A. Stokolos

A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…

Dynamical Systems · Mathematics 2013-03-20 Jian Ren , Jinqiao Duan

Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…

Machine Learning · Statistics 2024-06-21 Keita Tokuda , Yuichi Katori

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

We present a data-driven numerical approach for modeling unknown dynamical systems with missing/hidden parameters. The method is based on training a deep neural network (DNN) model for the unknown system using its trajectory data. A key…

Machine Learning · Statistics 2022-02-07 Xiaohan Fu , Weize Mao , Lo-Bin Chang , Dongbin Xiu

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

Quantitative Methods · Quantitative Biology 2015-06-01 Leandro M. Alonso

The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results…

Statistics Theory · Mathematics 2012-06-19 Kevin McGoff , Sayan Mukherjee , Natesh S. Pillai

A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…

Systems and Control · Electrical Eng. & Systems 2024-03-11 Zhi Zhang , Chenyu Ma , Saleh Soudijani , Sadegh Soudjani

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…

Machine Learning · Statistics 2023-06-01 Linus Bleistein , Adeline Fermanian , Anne-Sophie Jannot , Agathe Guilloux

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

Linear dynamical systems are a fundamental and powerful parametric model class. However, identifying the parameters of a linear dynamical system is a venerable task, permitting provably efficient solutions only in special cases. This work…

Machine Learning · Computer Science 2020-03-03 Chloe Ching-Yun Hsu , Michaela Hardt , Moritz Hardt