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arXiv 2409.17872cs.LG
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一种识别非线性动力系统响应中因果关系的方法

A method for identifying causality in the response of nonlinear dynamical systems

University of Cambridge(剑桥大学);Bose Corporation(博士公司)

Joseph Massingham, Ole Nielsen, Tore Butlin

AI总结:

本文提出一种新方法,在存在输出噪声且无需高保真模型的情况下,通过最优结合可用模型预测与含噪测量值来识别非线性动力系统输入输出数据的因果分量,并利用算法参数计算非线性相干性度量以衡量因果关系。

摘要:

预测在随机、宽带激励下的非线性动力系统响应在结构动力学和神经科学等一系列科学学科中非常重要。构建数据驱动模型需要对系统输入和输出进行实验测量,但很难确定模型的不准确性是源于建模误差还是噪声。本文提出了一种新方法,能够在存在输出噪声的情况下,根据频率从系统测量中识别输入输出数据的因果分量,且无需高保真模型。使用可用模型计算的输出预测与输出的含噪测量值被最优结合,以预测系统的输入。算法的参数平衡这两个输出信号,并用于计算非线性相干性度量作为因果关系的衡量标准。该方法适用于广泛的非线性动力系统类别。在缺乏完整基准模型的情况下,目前尚无针对该问题的解决方案。

英文摘要:

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 experimental measurements of the system input and output, but it can be difficult to determine whether inaccuracies in the model stem from modelling errors or noise. This paper presents a novel method to identify the causal component of the input-output data from measurements of a system in the presence of output noise, as a function of frequency, without needing a high fidelity model. An output prediction, calculated using an available model, is optimally combined with noisy measurements of the output to predict the input to the system. The parameters of the algorithm balance the two output signals and are utilised to calculate a nonlinear coherence metric as a measure of causality. This method is applicable to a broad class of nonlinear dynamical systems. There are currently no solutions to this problem in the absence of a complete benchmark model.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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