Regularization and Bayesian learning in dynamical systems: Past, present and future

A Chiuso - Annual Reviews in Control, 2016 - Elsevier
Regularization and Bayesian methods for system identification have been repopularized in
the recent years, and proved to be competitive wrt classical parametric approaches. In this …

Identification of dynamic models in complex networks with prediction error methods—Basic methods for consistent module estimates

PMJ Van den Hof, A Dankers, PSC Heuberger… - Automatica, 2013 - Elsevier
The problem of identifying dynamical models on the basis of measurement data is usually
considered in a classical open-loop or closed-loop setting. In this paper, this problem is …

Identifiability of linear dynamic networks

HHM Weerts, PMJ Van den Hof, AG Dankers - Automatica, 2018 - Elsevier
Dynamic networks are structured interconnections of dynamical systems (modules) driven
by external excitation and disturbance signals. In order to identify their dynamical properties …

Optimal selection of observations for identification of multiple modules in dynamic networks

S Jahandari, D Materassi - IEEE Transactions on Automatic …, 2022 - ieeexplore.ieee.org
This article presents a systematic algorithm to select a set of auxiliary measurements in
order to consistently identify certain transfer functions in a dynamic network from …

A local direct method for module identification in dynamic networks with correlated noise

KR Ramaswamy… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
The identification of local modules in dynamic networks with known topology has recently
been addressed by formulating conditions for arriving at consistent estimates of the module …

Sparse network identifiability via compressed sensing

D Hayden, YH Chang, J Goncalves, CJ Tomlin - Automatica, 2016 - Elsevier
The problem of identifying sparse solutions for the link structure and dynamics of an
unknown linear, time-invariant network is posed as finding sparse solutions x to A x= b. If the …

Sufficient and necessary graphical conditions for miso identification in networks with observational data

S Jahandari, D Materassi - IEEE Transactions on Automatic …, 2021 - ieeexplore.ieee.org
This article addresses the problem of consistently identifying a single transfer function in a
network of dynamic systems using only observational data. It is assumed that the topology is …

Stochastic gradient descent learns state equations with nonlinear activations

S Oymak - conference on Learning Theory, 2019 - proceedings.mlr.press
We study discrete time dynamical systems governed by the state equation $ h_ {t+ 1}=\phi
(Ah_t+ Bu_t) $. Here $ A, B $ are weight matrices, $\phi $ is an activation function, and $ u_t …

Distributed Kalman filter in a network of linear systems

D Marelli, M Zamani, M Fu, B Ninness - Systems & Control Letters, 2018 - Elsevier
This paper is concerned with the problem of distributed Kalman filtering in a network of
interconnected subsystems with distributed control protocols. We consider networks, which …

Identifiability in dynamic network identification

HHM Weerts, AG Dankers, PMJ Van den Hof - IFAC-PapersOnLine, 2015 - Elsevier
Dynamic networks are structured interconnections of dynamical systems driven by external
excitation and disturbance signals. We develop the notion of network identifiability, a …