This paper presents a system identification framework -- inspired by multi-task learning -- to estimate the dynamics of a given number of linear time-invariant (LTI) systems jointly by leveraging structural similarities across the systems. In particular, we consider LTI systems that model networked systems with similar connectivity, or LTI systems with small differences in their matrices. The system identification task involves the minimization of the least-squares (LS) fit for individual systems, augmented with a regularization function that enforces structural similarities. The proposed method is particularly suitable for cases when the recorded trajectories for one or more LTI systems are not sufficiently rich, leading to ill-conditioning of LS methods. We analyze the performance of the proposed method when the matrices of the LTI systems feature a common sparsity pattern (i.e., similar connectivity), and provide simulations based on real data for the estimation of the brain dynamics. We show that the proposed method requires a significantly smaller number of fMRI scans to achieve similar error levels of the LS.
We present an algorithmic framework for the identification of candidate invariant subspaces for switched linear systems. Namely, the framework allows to compute an orthonormal basis in which the matrices of the system are close to block-triangular matrices, based on a finite set of observed one-step trajectories and with a priori confidence level. The link between the existence of an invariant subspace and a common block-triangularization of the system matrices is well known. Under some assumptions on the system, one can also infer the existence of an invariant subspace when the matrices are c…
Low sampling frequency challenges the exact identification of the continuous-time (CT) dynamical system from sampled data, even when its model is identifiable. The necessary and sufficient condition is proposed -- which is built from Koopman operator -- to the exact identification of the CT system from sampled data. The condition gives a Nyquist-Shannon-like critical frequency for exact identification of CT nonlinear dynamical systems with Koopman invariant subspaces: 1) it establishes a sufficient condition for a sampling frequency that permits a discretized sequence of samples to discover th…
Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper, we introduce a flexible method for the sparse identification of dynamical systems described by ordinary differential equations. Our method relieves many of the requirements imposed by other methods that relate to the structure of the model and the data set, such as fixed sampling rates, full state measurements, and linearity of the model. The Levenberg-Marqua…
Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant under linear transformations in the image of the data matrix. If, in addition, the data is constructed from a linear time-invariant system, then we prove that DMD can recover the original dynamics under mild conditions. If the linear dynamics are discretized with a Runge-Kutta method, then we further classify the error of the DMD approximation and detail that …
In this paper, we investigate the parameter identification problem in dynamical systems through a deep learning approach. Focusing mainly on second-order, linear time-invariant dynamical systems, the topic of damping factor identification is studied. By utilizing a six-layer deep neural network with different recurrent cells, namely GRUs, LSTMs or BiLSTMs; and by feeding input-output sequence pairs captured from a dynamical system simulator, we search for an effective deep recurrent architecture in order to resolve damping factor identification problem. Our study results show that, although pr…
This paper considers the problem of linear time-invariant (LTI) system identification using input/output data. Recent work has provided non-asymptotic results on partially observed LTI system identification using a single trajectory but is only suitable for stable systems. We provide finite-time analysis for learning Markov parameters based on the ordinary least-squares (OLS) estimator using multiple trajectories, which covers both stable and unstable systems. For unstable systems, our results suggest that the Markov parameters are harder to estimate in the presence of process noise. Without p…
In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of the system and then stabilizing the controllable subsystem. It should be emphasized that our approach does not depend on any prior model knowledge and requires only a minimal number of samples.
Topology identification comprises reconstructing the interaction Hamiltonian of a quantum network by properly processing measurements of its density operator within a fixed time interval. It finds application in several quantum technology contexts, ranging from quantum communication to quantum computing or sensing. In this paper, we provide analytical conditions for the solvability of the topology identification problem for autonomous quantum dynamical networks. The solvability condition is then converted in an algorithm for quantum network reconstruction that is easily implementable on standa…
This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their data-driven construction. Our starting point is the sparse-identification of nonlinear dynamics (SINDy) framework, which reformulates system identification as a regression problem, where unknown functions are approximated from a sparse subset of an underlying library. In this manuscript, we formulate this system identification method in a Bayesian framework to handle …
This paper deals with the error processing problem of sparse identification of nonlinear dynamical systems(SINDy) through introducing the $L_\infty$ approximation to take place of the former $L_2$ approximation. The motivation is that the $L_\infty$ approximation could better describe the error phenomenon in the SINDy, which consists of the derivative approximation error and the measurement noise. Then, an iterative thresholding algorithm is proposed to solve the reformulated problem. 3 scenarios of possible errors are considered in the experiment. The results show that the $L_\infty$ approxim…
This report aims at presenting (yet) a(nother) methodology to design and implement a linear controller for linear dynamical systems on practical applications. The specificity of this report is that authors try to cover (obviously in a non exhaustive way) a wide range of control engineering fields. Indeed, the main purpose is to give a quick overview of standard control engineer approaches to non familiar readers. More specifically, using a simple toy example, we discuss the main steps control engineers usually follow. Namely, (i) the excitation signals construction, (ii) the (continuous-time) …
University of California, Riverside（加州大学河滨分校）；University of Michigan Ann Arbor（密歇根大学安娜堡分校）
Bilinear dynamical systems are ubiquitous in many different domains and they can also be used to approximate more general control-affine systems. This motivates the problem of learning bilinear systems from a single trajectory of the system's states and inputs. Under a mild marginal mean-square stability assumption, we identify how much data is needed to estimate the unknown bilinear system up to a desired accuracy with high probability. Our sample complexity and statistical error rates are optimal in terms of the trajectory length, the dimensionality of the system and the input size. Our proo…
Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems with non-asymptotic statistical rates depending on the inherent dimensionality (order) $d$ of the system, rather than on the possibly much larger memory length. We propose an algorithm that given a single trajectory of length $T$ with gaussian observation noise, learns the system with a near-optimal rate of $\widetilde O\left(\sqrt\frac{d}{T}\right)$ in $\ma…
In recent years, identification of nonlinear dynamical systems from data has become increasingly popular. Sparse regression approaches, such as Sparse Identification of Nonlinear Dynamics (SINDy), fostered the development of novel governing equation identification algorithms assuming the state variables are known a priori and the governing equations lend themselves to sparse, linear expansions in a (nonlinear) basis of the state variables. In the context of the identification of governing equations of nonlinear dynamical systems, one faces the problem of identifiability of model parameters whe…
Data-Driven Tensor Decomposition Identification of Homogeneous Polynomial Dynamical Systems
School of Data Science and Society, University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校数据科学与社会学院）；Eric and Wendy Schmidt Center, Broad Institute of MIT and Harvard（麻省理工学院和哈佛大学博德研究所埃里克和温迪·施密特中心）；Department of Mathematics, University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校数学系）；Department of Biostatistics, University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校生物统计学系）
IDSIA Dalle Molle Institute for Artificial Intelligence（IDSIA达勒莫尔人工智能研究所）；USI-SUPSI, Lugano, Switzerland（瑞士卢加诺的提契诺大学与瑞士南部应用科学与艺术大学）
This paper introduces a network architecture, called dynoNet, utilizing linear dynamical operators as elementary building blocks. Owing to the dynamical nature of these blocks, dynoNet networks are tailored for sequence modeling and system identification purposes. The back-propagation behavior of the linear dynamical operator with respect to both its parameters and its input sequence is defined. This enables end-to-end training of structured networks containing linear dynamical operators and other differentiable units, exploiting existing deep learning software. Examples show the effectiveness…
Paul G. Allen School of Computer Science & Engineering, University of Washington（华盛顿大学保罗·G·艾伦计算机科学与工程学院）
We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound quantifying the estimation rate our algorithm attains and prove matching upper and lower bounds which guarantee its asymptotic optimality, up to constants. In addition, we show that this optimal rate is unattainable when using Gaussian noise to excite the system, even with optimally tuned covariance, and analyze several examples where our algorithm provably impr…
Data-driven modeling of nonlinear dynamical systems often require an expert user to take critical decisions a priori to the identification procedure. Recently an automated strategy for data driven modeling of \textit{single-input single-output} (SISO) nonlinear dynamical systems based on \textit{Genetic Programming} (GP) and \textit{Tree Adjoining Grammars} (TAG) has been introduced. The current paper extends these latest findings by proposing a \textit{multi-input multi-output} (MIMO) TAG modeling framework for polynomial NARMAX models. Moreover we introduce a TAG identification toolbox in Ma…
Sparse Identification of Nonlinear Dynamics (SINDy) has been shown to successfully recover governing equations from data; however, this approach assumes the initial condition to be exactly known in advance and is sensitive to noise. In this work we propose an integral SINDy (ISINDy) method to simultaneously identify model structure and parameters of nonlinear ordinary differential equations (ODEs) from noisy time-series observations. First, the states are estimated via penalized spline smoothing and then substituted into the integral-form numerical discretization solver, leading to a pseudo-li…
This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE) algorithm is adopted, seeking to find the best estimate of unknown model parameters based on noiseless measurements of the state. We are interested in the fundamental limitation of the rate at which unknown parameters can be learned, in the sense of the D-optimality scalarization criterion subject to a quadratic control cost. We first establish a novel conne…
A Sampling Complexity-aware Framework for Discrete-time Fractional-Order Dynamical System Identification
Ming Hsieh Department of Electrical and Computer Engineering, University of Southern California（南加州大学明海电气与计算机工程系）；Elmore Family School of Electrical and Computer Engineering, Purdue University（普渡大学埃尔莫尔电气与计算机工程学院）
In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical methods are translated into algorithms that can be used for sparse model identification of discrete-time dynamical systems, based on structured data measured from the systems. The approximation of the state-transition operators that are determined primarily by matrices of parameters to be identified based on data measured from a given system, is approached b…
SINDyG: Sparse Identification of Nonlinear Dynamical Systems from Graph-Structured Data, with Applications to Stuart-Landau Oscillator Networks
Data Science and Analytics Institute, University of Oklahoma, Norman, OK, USA.（数据科学与分析研究所，俄克拉荷马大学，诺曼，OK，美国。）；Analytics Institute, University of Oklahoma, Norman, OK, USA. School of Computer Science, University of Oklahoma, Norman, OK, USA.（分析研究所，俄克拉荷马大学，诺曼，OK，美国。计算机科学学院，俄克拉荷马大学，诺曼，OK，美国。）
Online system identification is the estimation of parameters of a dynamical system, such as mass or friction coefficients, for each measurement of the input and output signals. Here, the nonlinear stochastic differential equation of a Duffing oscillator is cast to a generative model and dynamical parameters are inferred using variational message passing on a factor graph of the model. The approach is validated with an experiment on data from an electronic implementation of a Duffing oscillator. The proposed inference procedure performs as well as offline prediction error minimisation in a stat…
