Identification of affine dynamical systems from a single trajectory

Identification of affine dynamical systems from a single trajectory
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从单一轨迹识别仿射动力系统

DOI:
10.1088/1361-6420/ab958e
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发表时间:
2020
期刊:
影响因子:
2.1
通讯作者:
D. Swigon
D. Swigon
中科院分区:
数学2区
文献类型:
--
作者:
Xiaoyu Duan;Jonathan E. Rubin;D. Swigon

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对于 ẋ = Ax + c 形式的动力系统(以下称为仿射系统),我们研究根据单个轨迹导出的数据确定系统参数 A、c 的问题。我们建立了从完整轨迹或从单个轨迹采样的一组离散数据点中识别参数的必要和充分条件,表示为轨迹上的几何条件。我们描述系统具有平衡点的条件,并检查从数据中识别平衡点的问题。我们简要检查最大允许不确定性的分析上限和下限,这将保证所得系统具有指定定性属性(例如稳定性、螺旋性等)的逆。最后,我们说明了该理论在由参数线性系统组成的一类非线性系统的参数估计中的应用,并证明仿射近似可以比基于有限差分的估计产生更准确的参数值估计。
For dynamical systems of the form ẋ = Ax + c, henceforth called affine systems, we study the problem of determining system parameters A, c from data derived from a single trajectory. We establish necessary and sufficient conditions for identifiability of parameters from either a full trajectory or a set of discrete data points sampled from a single trajectory, expressed as geometrical conditions on the trajectory. We describe conditions under which the system has an equilibrium point and examine the problem of identifiability of the equilibrium point from data. We briefly examine the analytical upper and lower bounds for the maximal permissible uncertainty that will guarantee an inverse with specified qualitative properties of the resulting system (e.g., stability, spirality, and so on). Finally, we illustrate an application of the theory to parameter estimation for a class of nonlinear systems consisting of linear-in-parameters systems and demonstrate that affine approximations can yield more accurate estimates of parameter values than those based on finite differences.
DOI: 10.1002/wics.1427
发表时间: 2018-05-01
影响因子: 3.2
作者:
Calvetti, D.;Somersalo, E.
通讯作者: Somersalo, E.
DOI: 10.1086/656333
发表时间: 2010-10-15
期刊: The Journal of infectious diseases
影响因子: --
作者:
McCullers JA;McAuley JL;Browall S;Iverson AR;Boyd KL;Henriques Normark B
通讯作者: Henriques Normark B