相关论文: Consistent nonlinear dynamics: identifying model i…
A stationary spatial model is an idealization and we expect that the true dependence structures of physical phenomena are spatially varying, but how should we handle this non-stationarity in practice? We study the challenges involved in…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…
Many modern datasets don't fit neatly into $n \times p$ matrices, but most techniques for measuring statistical stability expect rectangular data. We study methods for stability assessment on non-rectangular data, using statistical learning…
This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…
We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…
Accurate knowledge of the state variables in a dynamical system is critical for effective control, diagnosis, and supervision, especially when direct measurements of all states are infeasible. This paper presents a novel approach to…
Robustness is a basic property of any control system. In the context of linear output regulation, it was proved that embedding an internal model of the exogenous signals is necessary and sufficient to achieve tracking of the desired…
Suppose we can choose from a set of linear autonomous systems with bounded process noise, the dynamics of each system are unknown, and we would like to design a stabilizing policy. The underlying question is how to estimate the dynamics of…
In astronomy, there is an opportunity to enhance the practice of validating models through statistical techniques, specifically to account for measurement error uncertainties. While models are commonly used to describe observations, there…
Discrete-time models of non-uniformly sampled nonlinear systems under zero-order hold relate the next state sample to the current state sample, (constant) input value, and sampling interval. The exact discrete-time model, that is, the…
Stability is a fundamental property of dynamical systems, yet to this date it has had little bearing on the practice of recurrent neural networks. In this work, we conduct a thorough investigation of stable recurrent models. Theoretically,…
To improve the predictive capacity of system models in the input-output sense, this paper presents a framework for model updating via learning of modeling uncertainties in locally (and thus also in globally) Lipschitz nonlinear systems.…
This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…
Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…
The Quasi Steady-State (QSS) model of long-term dynamics relies on the idea of time-scale decomposition. Assuming that the fast variables are infinitely fast and are stable in the long-term, the QSS model replaces the differential equations…
This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…
Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability…
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…
Modern data analysis depends increasingly on estimating models via flexible high-dimensional or nonparametric machine learning methods, where the identification of structural parameters is often challenging and untestable. In linear…