Model selection for hybrid dynamical systems via sparse regression

Abstract

Hybrid systems are traditionally difficult to identify and analyse using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations solely from measurement data. In this article, we develop a new methodology, Hybrid-Sparse Identification of Nonlinear Dynamics, which identifies separate nonlinear dynamical regimes, employs information theory to manage uncertainty and characterizes switching behaviour. Specifically, we use the nonlinear geometry of data collected from a complex system to construct a set of coordinates based on measurement data and augmented variables. Clustering the data in these measurement-based coordinates enables the identification of nonlinear hybrid systems. This methodology broadly empowers nonlinear system identification without constraining the data locally in time and has direct connections to hybrid systems theory. We demonstrate the success of this method on numerical examples including a mass–spring hopping model and an infectious disease model. Characterizing complex systems that switch between dynamic behaviours is integral to overcoming modern challenges such as eradication of infectious diseases, the design of efficient legged robots and the protection of cyber infrastructures.

Document Details

Document Type
Pub Defense Publication
Publication Date
Mar 01, 2019
Source ID
10.1098/rspa.2018.0534

Entities

People

  • J. L. Proctor
  • J. N. Kutz
  • N. M. Mangan
  • S. L. Brunton
  • Travis Askham

Organizations

  • Air Force Office of Scientific Research
  • Army Research Office
  • Defense Advanced Research Projects Agency
  • Institute for Disease Modeling
  • Northwestern University
  • University of Washington

Tags

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Systems Analysis and Design

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • Autonomy
  • Autonomy - Autonomous System Control
  • Cyber
  • Cyber - Cryptography