Kernel-based parameter estimation of dynamical systems with unknown observation functions
From MaRDI portal
Abstract: A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal; for example, a video of a chaotic pendulums system. Assuming that we know the dynamical model up to some unknown parameters, can we estimate the underlying system's parameters by measuring its time-evolution only once? The key information for performing this estimation lies in the temporal inter-dependencies between the signal and the model. We propose a kernel-based score to compare these dependencies. Our score generalizes a maximum likelihood estimator for a linear model to a general nonlinear setting in an unknown feature space. We estimate the system's underlying parameters by maximizing the proposed score. We demonstrate the accuracy and efficiency of the method using two chaotic dynamical systems - the double pendulum and the Lorenz '63 model.
Recommendations
- Fast stable parameter estimation for linear dynamical systems
- Dynamically learning the parameters of a chaotic system using partial observations
- Dynamical State and Parameter Estimation
- Parameter estimation for a chaotic dynamical system with partial observations
- Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows
Cites work
- 10.1162/153244303768966085
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- A First Course in the Numerical Analysis of Differential Equations
- A trust region method based on interior point techniques for nonlinear programming.
- Algorithmic Learning Theory
- Algorithms for learning kernels based on centered alignment
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- Automated reverse engineering of nonlinear dynamical systems
- Calibrate, emulate, sample
- Data-driven discovery of coordinates and governing equations
- Data-driven predictions of the Lorenz system
- Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems
- Deterministic Nonperiodic Flow
- Diffusion maps
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Discovery of dynamics using linear multistep methods
- Experimental design for nonparametric correction of misspecified dynamical models
- Gaussian bandwidth selection for manifold learning and classification
- Hessian eigenmaps: Locally linear embedding techniques for high-dimensional data
- scientific article; zbMATH DE number 193745 (Why is no real title available?)
- scientific article; zbMATH DE number 2080487 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- Kernel flows: from learning kernels from data into the abyss
- Kernel methods for measuring independence
- Kernel methods in machine learning
- Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
- Learning the geometry of common latent variables using alternating-diffusion
- Manifold approximation by moving least-squares projection (MMLS)
- Manifold learning for parameter reduction
- Multi-view kernel consensus for data analysis
- Observability and structural identifiability of nonlinear biological systems
- Parsimonious representation of nonlinear dynamical systems through manifold learning: a chemotaxis case study
- Poincaré maps for multiscale physics discovery and nonlinear Floquet theory
- Reconstruction of normal forms by learning informed observation geometries from data
- Statistical consistency of kernel canonical correlation analysis
- Statistical theory. A concise introduction
Cited in
(10)- Asymptotic scaling laws for precision of parameter estimates in dynamical systems
- Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows
- Data-driven discovery of emergent behaviors in collective dynamics
- Dynamically learning the parameters of a chaotic system using partial observations
- Kernel embedding based variational approach for low-dimensional approximation of dynamical systems
- Kernel-based methods for parameter estimation in multidimensional systems
- Learning the dynamical system behind sensory data
- Parameter and uncertainty estimation for dynamical systems using surrogate stochastic processes
- Unsupervised learning of observation functions in state space models by nonparametric moment methods
- Fast stable parameter estimation for linear dynamical systems
This page was built for publication: Kernel-based parameter estimation of dynamical systems with unknown observation functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4989104)
