相关论文: Identification of Analytic Nonlinear Dynamical Sys…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
System identification involves constructing mathematical models of dynamic systems using input-output data, enabling analysis and prediction of system behaviour in both time and frequency domains. This approach can model the entire system…
Obtaining initial conditions and parameterizations leading to a model consistent with available measurements or safety specifications is important for many applications. Examples include model (in-)validation, prediction, fault diagnosis,…
One of the primary challenges of system identification is determining how much data is necessary to adequately fit a model. Non-asymptotic characterizations of the performance of system identification methods provide this knowledge. Such…
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…
Uncertainty in state or model parameters is common in robotics and typically handled by acquiring system measurements that yield information about the uncertain quantities of interest. Inputs to a nonlinear dynamical system yield outcomes…
Nonlinear dynamics is ubiquitous in nature and commonly seen in various science and engineering disciplines. Distilling analytical expressions that govern nonlinear dynamics from limited data remains vital but challenging. To tackle this…
This article addresses the following problems: 1) First, a nonlinearity analysis is made looking for the presence of nonlinearities in an early phase of the identification process. The level and the nature of the nonlinearities should be…
We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with…
This paper leverages recent advances in high derivatives reconstruction from noisy-time series and sparse multivariate polynomial identification in order to improve the process of parsimoniously identifying, from a small amount of data,…
This paper studies the identification of nonlinearly parameterized control systems in given experiments. Several identifiability criteria are established and an implementable algorithm is proposed for practicality with the convergence rate…
Identification of nonlinear dynamical systems has been popularized by sparse identification of the nonlinear dynamics (SINDy) via the sequentially thresholded least squares (STLS) algorithm. Many extensions SINDy have emerged in the…
System identification is a fundamental problem in reinforcement learning, control theory and signal processing, and the non-asymptotic analysis of the corresponding sample complexity is challenging and elusive, even for linear time-varying…
In the present paper, two existing nonlinear system identification methodologies are used to identify data-driven models. The first methodology focuses on identifying the system using steady-state excitations. To accomplish this, a…
This paper presents a kernel-based framework for physics-informed nonlinear system identification. The key contribution is a structured methodology that extends kernel-based techniques to seamlessly embed partially known physics-based…
This paper presents a two-stage online algorithm for recovery of low-rank parameter matrix in non-stationary stochastic systems. The first stage applies the recursive least squares (RLS) estimator combined with its singular value…
We study identification and inference in nonlinear dynamic systems defined on unknown interaction networks. The system evolves through an unobserved dependence matrix governing cross-sectional shock propagation via a nonlinear operator. We…
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…
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
Nonlinear system identification is important with a wide range of applications. The typical approaches for nonlinear system identification include Volterra series models, nonlinear autoregressive with exogenous inputs models,…