相关论文: A sufficient condition to test identifiability of …

A nonlinear cyclic system with delay and the overall negative feedback is considered. The characteristic equation of the linearized system is studied in detail. Sufficient conditions for the oscillation of all solutions and for the…

An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors is unidentifiable,…

This paper studies linear time-invariant descriptor systems which are not necessarily regular. We introduce the notion of partial detectability and characterize this concept by means of a simple rank criterion involving the system…

The problem of system identification for the Kalman filter, relying on the expectation-maximization (EM) procedure to learn the underlying parameters of a dynamical system, has largely been studied assuming that observations are sampled at…

Ordinary differential equations (ODEs) are widely used to model dynamical behavior of systems. It is important to perform identifiability analysis prior to estimating unknown parameters in ODEs (a.k.a. inverse problem), because if a system…

The rise of parallel computing hardware has made it increasingly important to understand which nonlinear state space models can be efficiently parallelized. Recent advances like DEER (arXiv:2309.12252) and DeepPCR (arXiv:2309.16318) recast…

We examine when differentially flat nonlinear control systems with more than two inputs can be rendered static feedback linearizable by a minimal number of prolongations of suitably chosen inputs after applying a static input…

Latent class models with covariates are widely used for psychological, social, and educational research. Yet the fundamental identifiability issue of these models has not been fully addressed. Among the previous research on the…

We introduce a class of linear compartmental models called identifiable path/cycle models which have the property that all of the monomial functions of parameters associated to the directed cycles and paths from input compartments to output…

An optimization based state and parameter estimation method is presented where the required Jacobian matrix of the cost function is computed via automatic differentiation. Automatic differentiation evaluates the programming code of the cost…

We study the identification of binary choice models with fixed effects. We propose a condition called sign saturation and show that this condition is sufficient for identifying the model. In particular, this condition can guarantee…

In this paper, we introduce the notion of boundary delay equations, establishing a unified framework for analyzing linear time-invariant systems with pure time-delayed boundary conditions. We establish mild sufficient conditions for the…

A Lyapunov-Krasovskii functional with prescribed derivative whose construction does not require the stability of the system is introduced. It leads to the presentation of stability/instability theorems. By evaluating the functional at…

In this study, we consider the identifiability problem for nonlinear time series models. Special attention is paid to smooth transition GARCH, nonlinear Poisson autoregressive, and multiple regime smooth transition autoregressive models.…

We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…

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…

In this paper, we study the application of switched systems stability criteria to derive delay-dependent conditions for systems affected by both a constant and a time-varying delay. The main novelty of our approach lies on the use of…

Identifying parameters in a system of nonlinear, ordinary differential equations is vital for designing a robust controller. However, if the system is stochastic in its nature or if only noisy measurements are available, standard…

This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…

We study the evolution of observables of dynamical systems. For linear systems, we show that observables satisfy a closed differential equation whose minimal order is determined by the dynamical system and observation operator. This yields…