English

A guided residual search for nonlinear state-space identification

Signal Processing 2026-02-27 v1

Abstract

Parameter estimation of nonlinear state-space models from input-output data typically requires solving a highly non-convex optimization problem prone to slow convergence and suboptimal solutions. This work improves the reliability and efficiency of the estimation process by decomposing the overall optimization problem into a sequence of tractable subproblems. Based on an initial linear model, nonlinear residual dynamics are first estimated via a guided residual search and subsequently refined using multiple-shooting optimization. Experimental results on two benchmarks demonstrate competitive performance relative to state-of-the-art black-box methods and improved convergence compared to naive initialization.

Keywords

Cite

@article{arxiv.2602.22964,
  title  = {A guided residual search for nonlinear state-space identification},
  author = {Merijn Floren and Jan Swevers},
  journal= {arXiv preprint arXiv:2602.22964},
  year   = {2026}
}

Comments

Preprint submitted to IEEE Control Systems Letters (L-CSS)

R2 v1 2026-07-01T10:53:51.242Z