Towards deterministic subspace identification for autonomous nonlinear systems

The problem of identifying deterministic autonomous linear and nonlinear systems is studied. A specific version of the theory of deterministic subspace identification for discrete-time autonomous linear systems is developed in continuous time. By combining the subspace approach to linear identification and the differential-geometric approach to nonlinear control systems, a novel identification framework for continuous-time autonomous nonlinear systems is developed

Dimension estimation for autonomous nonlinear systems

The problem of estimating the dimension of the state-space of an autonomous nonlinear system is considered. Assuming that sampled measurements of the output and finitely many of its time derivatives are available, an exhaustive search algorithm able to retrieve the dimension of the minimal state-space realization is proposed. The performance of the algorithm are evaluated on specific nonlinear systems

Can we identify non-stationary dynamics of trial-to-trial variability?"

Identifying sources of the apparent variability in non-stationary scenarios is a fundamental problem in many biological data analysis settings. For instance, neurophysiological responses to the same task often vary from each repetition of the same experiment (trial) to the next. The origin and functional role of this observed variability is one of the fundamental questions in neuroscience. The nature of such trial-to-trial dynamics however remains largely elusive to current data analysis approaches. A range of strategies have been proposed in modalities such as electro-encephalography but gaining a fundamental insight into latent sources of trial-to-trial variability in neural recordings is still a major challenge. In this paper, we present a proof-of-concept study to the analysis of trial-to-trial variability dynamics founded on non-autonomous dynamical systems. At this initial stage, we evaluate the capacity of a simple statistic based on the behaviour of trajectories in classification settings, the trajectory coherence, in order to identify trial-to-trial dynamics. First, we derive the conditions leading to observable changes in datasets generated by a compact dynamical system (the Duffing equation). This canonical system plays the role of a ubiquitous model of non-stationary supervised classification problems. Second, we estimate the coherence of class-trajectories in empirically reconstructed space of system states. We show how this analysis can discern variations attributable to non-autonomous deterministic processes from stochastic fluctuations. The analyses are benchmarked using simulated and two different real datasets which have been shown to exhibit attractor dynamics. As an illustrative example, we focused on the analysis of the rat's frontal cortex ensemble dynamics during a decision-making task. Results suggest that, in line with recent hypotheses, rather than internal noise, it is the deterministic trend which most likely underlies the observed trial-to-trial variability. Thus, the empirical tool developed within this study potentially allows us to infer the source of variability in in-vivo neural recordings

Asymptotic forecast uncertainty and the unstable subspace in the presence of additive model error

It is well understood that dynamic instability is among the primary drivers of forecast uncertainty in chaotic, physical systems. Data assimilation techniques have been designed to exploit this phenomenon, reducing the effective dimension of the data assimilation problem to the directions of rapidly growing errors. Recent mathematical work has, moreover, provided formal proofs of the central hypothesis of the assimilation in the unstable subspace methodology of Anna Trevisan and her collaborators: for filters and smoothers in perfect, linear, Gaussian models, the distribution of forecast errors asymptotically conforms to the unstable-neutral subspace. Specifically, the column span of the forecast and posterior error covariances asymptotically align with the span of backward Lyapunov vectors with nonnegative exponents. Earlier mathematical studies have focused on perfect models, and this current work now explores the relationship between dynamical instability, the precision of observations, and the evolution of forecast error in linear models with additive model error. We prove bounds for the asymptotic uncertainty, explicitly relating the rate of dynamical expansion, model precision, and observational accuracy. Formalizing this relationship, we provide a novel, necessary criterion for the boundedness of forecast errors. Furthermore, we numerically explore the relationship between observational design, dynamical instability, and filter boundedness. Additionally, we include a detailed introduction to the multiplicative ergodic theorem and to the theory and construction of Lyapunov vectors. While forecast error in the stable subspace may not generically vanish, we show that even without filtering, uncertainty remains uniformly bounded due its dynamical dissipation. However, the continuous reinjection of uncertainty from model errors may be excited by transient instabilities in the stable modes of high variance, rendering forecast uncertainty impractically large. In the context of ensemble data assimilation, this requires rectifying the rank of the ensemble-based gain to account for the growth of uncertainty beyond the unstable and neutral subspace, additionally correcting stable modes with frequent occurrences of positive local Lyapunov exponents that excite model errors

Cluster-based reduced-order modelling of a mixing layer

We propose a novel cluster-based reduced-order modelling (CROM) strategy of unsteady flows. CROM combines the cluster analysis pioneered in Gunzburger's group (Burkardt et al. 2006) and and transition matrix models introduced in fluid dynamics in Eckhardt's group (Schneider et al. 2007). CROM constitutes a potential alternative to POD models and generalises the Ulam-Galerkin method classically used in dynamical systems to determine a finite-rank approximation of the Perron-Frobenius operator. The proposed strategy processes a time-resolved sequence of flow snapshots in two steps. First, the snapshot data are clustered into a small number of representative states, called centroids, in the state space. These centroids partition the state space in complementary non-overlapping regions (centroidal Voronoi cells). Departing from the standard algorithm, the probabilities of the clusters are determined, and the states are sorted by analysis of the transition matrix. Secondly, the transitions between the states are dynamically modelled using a Markov process. Physical mechanisms are then distilled by a refined analysis of the Markov process, e.g. using finite-time Lyapunov exponent and entropic methods. This CROM framework is applied to the Lorenz attractor (as illustrative example), to velocity fields of the spatially evolving incompressible mixing layer and the three-dimensional turbulent wake of a bluff body. For these examples, CROM is shown to identify non-trivial quasi-attractors and transition processes in an unsupervised manner. CROM has numerous potential applications for the systematic identification of physical mechanisms of complex dynamics, for comparison of flow evolution models, for the identification of precursors to desirable and undesirable events, and for flow control applications exploiting nonlinear actuation dynamics.Comment: 48 pages, 30 figures. Revised version with additional material. Accepted for publication in Journal of Fluid Mechanic

Nonlinear model identification and spectral submanifolds for multi-degree-of-freedom mechanical vibrations

In a nonlinear oscillatory system, spectral submanifolds (SSMs) are the smoothest invariant manifolds tangent to linear modal subspaces of an equilibrium. Amplitude-frequency plots of the dynamics on SSMs provide the classic backbone curves sought in experimental nonlinear model identification. We develop here a methodology to compute analytically both the shape of SSMs and their corresponding backbone curves from a data-assimilating model fitted to experimental vibration signals. Using examples of both synthetic and real experimental data, we demonstrate that this approach reproduces backbone curves with high accuracy.Comment: 32 pages, 4 figure