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A technique is introduced for estimating unknown parameters when time series of only one variable from a multivariate nonlinear dynamical system is given. The technique employs a combination of two different control methods, a linear…

chao-dyn · 物理学 2009-10-31 Anil Maybhate , R. E. Amritkar

We systematically introduce the idea of applying differential operator method to find a particular solution of an ordinary nonhomogeneous linear differential equation with constant coefficients when the nonhomogeneous term is a polynomial…

综合数学 · 数学 2018-02-27 Wenfeng Chen

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

统计方法学 · 统计学 2023-04-07 Matias Salibian-Barrera

This article proposed a new approach to the determination of the spectrum for nonlinear continuous operators in the Banach spaces and using it investigated the spectrum of some classes of operators. Here shows that in nonlinear operators…

泛函分析 · 数学 2022-01-10 Kamal N. Soltanov

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

数值分析 · 数学 2019-09-17 Darko Volkov

Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by…

应用统计 · 统计学 2009-01-26 Dorin Drignei , Chris E. Forest , Doug Nychka

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

计量经济学 · 经济学 2019-11-21 Ruiqi Liu , Ben Boukai , Zuofeng Shang

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…

最优化与控制 · 数学 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

We propose a recurrent neural network for a "model-free" simulation of a dynamical system with unknown parameters without prior knowledge. The deep learning model aims to jointly learn the nonlinear time marching operator and the effects of…

机器学习 · 计算机科学 2021-03-01 Kyongmin Yeo , Dylan E. C. Grullon , Fan-Keng Sun , Duane S. Boning , Jayant R. Kalagnanam

We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…

数据分析、统计与概率 · 物理学 2015-06-03 Wolfgang A. Rolke , Angel M. López

It can be difficult to interpret a coefficient of an uncertain model. A slope coefficient of a regression model may change as covariates are added or removed from the model. In the context of high-dimensional data, there are too many model…

统计方法学 · 统计学 2024-08-20 Brian Knaeble , R. Mitchell Hughes , George Rudolph , Mark A. Abramson , Daniel Razo

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

动力系统 · 数学 2008-11-25 Jinqiao Duan

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…

最优化与控制 · 数学 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

In this paper we study the problem of recovering a structured but unknown parameter ${\bf{\theta}}^*$ from $n$ nonlinear observations of the form $y_i=f(\langle {\bf{x}}_i,{\bf{\theta}}^*\rangle)$ for $i=1,2,\ldots,n$. We develop a…

机器学习 · 统计学 2016-10-25 Samet Oymak , Mahdi Soltanolkotabi

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

机器学习 · 计算机科学 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

最优化与控制 · 数学 2024-04-02 Ziming Wang , Xinghua Zhu

Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or…

动力系统 · 数学 2008-11-25 Jinqiao Duan

This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…

统计方法学 · 统计学 2021-11-19 Arkaprabha Ganguli , David Todem

Accurately estimating parameters in complex nonlinear systems is crucial across scientific and engineering fields. We present a novel approach for parameter estimation using a neural network with the Huber loss function. This method taps…

机器学习 · 计算机科学 2023-08-25 Kaushal Kumar

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

统计理论 · 数学 2013-12-23 Philippe Fraysse