Inference of Hamiltonian and Lie-Poisson structures from vector field samples (Q7367910)

We present a method for learning Hamiltonian and Lie-Poisson dynamical systems from vector-field samples by jointly estimating the Hamiltonian and underlying Poisson tensor. We treat three cases with increasing generality, recovering the Hamiltonian and structure matrix via eigenvalue problems and alternating between generalized eigenvalue and nonlinear least-squares optimization.