Kernel-based parameter estimation of dynamical systems with unknown observation functions

• URL: http://arxiv.org/abs/2009.04142v3
• Date: Sun, 4 Apr 2021 09:44:55 GMT
• Title: Kernel-based parameter estimation of dynamical systems with unknown observation functions
• Authors: Ofir Lindenbaum, Amir Sagiv, Gal Mishne, Ronen Talmon
• Abstract summary: A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal. Can we estimate the underlying system's parameters by measuring its time-evolution only once? Key information for performing this estimation lies in the temporal inter-dependencies between the signal and the model.
• Score: 15.1749038371963
• License: http://creativecommons.org/licenses/by/4.0/
• 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.

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