Standard Bayesian approaches for linear time-invariant (LTI) system identification are hindered by parameter non-identifiability; the resulting complex, multi-modal posteriors make inference inefficient and impractical. We solve this problem by embedding canonical forms of LTI systems within the Bayesian framework. We rigorously establish that inference in these minimal parameterizations fully captures all invariant system dynamics (e.g., transfer functions, eigenvalues, predictive distributions of system outputs) while resolving identifiability. This approach unlocks the use of meaningful, structure-aware priors (e.g., enforcing stability via eigenvalues) and ensures conditions for a Bernstein--von Mises theorem -- a link between Bayesian and frequentist large-sample asymptotics that is broken in standard forms. Extensive simulations with modern MCMC methods highlight advantages over standard parameterizations: canonical forms achieve higher computational efficiency, generate interpretable and well-behaved posteriors, and provide robust uncertainty estimates, particularly from limited data.

In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of Deep Gaussian Processes (Deep GPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to stochastic linear time-invariant dynamical systems) and static GPs (to model static nonlinearities). Our approach combines the strengths of data-driven methods, such as those based on neural network architectures, with the ability to output a probability distribution. This offers a more comprehensive framework for system identification that includes uncertainty quantification. Using both simulated and real-world data, we demonstrate the effectiveness of the proposed approach.

Linear Parameter Varying (LPV) Systems are a well-established class of nonlinear systems with a rich theory for stability analysis, control, and analytical response finding, among other aspects. Although there are works on data-driven identification of such systems, the literature is quite scarce in terms of works that tackle the identification of LPV models for large-scale systems. Since large-scale systems are ubiquitous in practice, this work develops a methodology for the local and global identification of large-scale LPV systems based on nonintrusive reduced-order modeling. The developed method is coined as DMD-LPV for being inspired in the Dynamic Mode Decomposition (DMD). To validate the proposed identification method, we identify a system described by a discretized linear diffusion equation, with the diffusion gain defined by a polynomial over a parameter. The experiments show that the proposed method can easily identify a reduced-order LPV model of a given large-scale system without the need to perform identification in the full-order dimension, and with almost no performance decay over performing a reduction, given that the model structure is well-established.

State-of-the-art model-based control designs have been shown to be successful in realizing dynamic locomotion behaviors for robotic systems. The precision of the realized behaviors in terms of locomotion performance via fly, hopping, or walking has not yet been well investigated, despite the fact that the difference between the robot model and physical hardware is doomed to produce inaccurate trajectory tracking. To address this inaccuracy, we propose a referencing-steering method to bridge the model-to-real gap by establishing a data-driven input-output (DD-IO) model on top of the existing model-based design. The DD-IO model takes the reference tracking trajectories as the input and the realized tracking trajectory as the output. By utilizing data-driven predictive control, we steer the reference input trajectories online so that the realized output ones match the actual desired ones. We demonstrate our method on the robot PogoX to realize hyper-accurate hopping and flying behaviors in both simulation and hardware. This data-driven reference-steering approach is straightforward to apply to general robotic systems for performance improvement via hyper-accurate trajectory tracking.

State space models (SSMs) leverage linear, time-invariant (LTI) systems to effectively learn sequences with long-range dependencies. By analyzing the transfer functions of LTI systems, we find that SSMs exhibit an implicit bias toward capturing low-frequency components more effectively than high-frequency ones. This behavior aligns with the broader notion of frequency bias in deep learning model training. We show that the initialization of an SSM assigns it an innate frequency bias and that training the model in a conventional way does not alter this bias. Based on our theory, we propose two mechanisms to tune frequency bias: either by scaling the initialization to tune the inborn frequency bias; or by applying a Sobolev-norm-based filter to adjust the sensitivity of the gradients to high-frequency inputs, which allows us to change the frequency bias via training. Using an image-denoising task, we empirically show that we can strengthen, weaken, or even reverse the frequency bias using both mechanisms. By tuning the frequency bias, we can also improve SSMs' performance on learning long-range sequences, averaging an 88.26% accuracy on the Long-Range Arena (LRA) benchmark tasks.

State-space models (SSMs) that utilize linear, time-invariant (LTI) systems are known for their effectiveness in learning long sequences. However, these models typically face several challenges: (i) they require specifically designed initializations of the system matrices to achieve state-of-the-art performance, (ii) they require training of state matrices on a logarithmic scale with very small learning rates to prevent instabilities, and (iii) they require the model to have exponentially decaying memory in order to ensure an asymptotically stable LTI system. To address these issues, we view SSMs through the lens of Hankel operator theory, which provides us with a unified theory for the initialization and training of SSMs. Building on this theory, we develop a new parameterization scheme, called HOPE, for LTI systems that utilizes Markov parameters within Hankel operators. This approach allows for random initializations of the LTI systems and helps to improve training stability, while also provides the SSMs with non-decaying memory capabilities. Our model efficiently implements these innovations by nonuniformly sampling the transfer functions of LTI systems, and it requires fewer parameters compared to canonical SSMs. When benchmarked against HiPPO-initialized models such as S4 and S4D, an SSM parameterized by Hankel operators demonstrates improved performance on Long-Range Arena (LRA) tasks. Moreover, we use a sequential CIFAR-10 task with padded noise to empirically corroborate our SSM's long memory capacity.

In this paper, a method is presented to synthesize neural network controllers such that the feedback system of plant and controller is dissipative, certifying performance requirements such as L2 gain bounds. The class of plants considered is that of linear time-invariant (LTI) systems interconnected with an uncertainty, including nonlinearities treated as an uncertainty for convenience of analysis. The uncertainty of the plant and the nonlinearities of the neural network are both described using integral quadratic constraints (IQCs). First, a dissipativity condition is derived for uncertain LTI systems. Second, this condition is used to construct a linear matrix inequality (LMI) which can be used to synthesize neural network controllers. Finally, this convex condition is used in a projection-based training method to synthesize neural network controllers with dissipativity guarantees. Numerical examples on an inverted pendulum and a flexible rod on a cart are provided to demonstrate the effectiveness of this approach.

Abstract-- Linear Parameter Varying Dynamical Systems (LPV-DS) encode trajectories into an autonomous first-order DS that enables reactive responses to perturbations, while ensuring globally asymptotic stability at the target. However, the current LPV-DS framework is established on Euclidean data only and has not been applicable to broader robotic applications requiring pose control. In this paper we present an extension to the current LPV-DS framework, named Quaternion-DS, which efficiently learns a DS-based motion policy for orientation. Leveraging techniques from differential geometry and Riemannian statistics, our approach properly handles the non-Euclidean orientation data in quaternion space, enabling the integration with positional control, namely SE(3) LPV-DS, so that the synergistic behaviour within the full SE(3) pose is preserved. Through simulation and real robot experiments, we validate our method, demonstrating its ability to efficiently and accurately reproduce the original SE(3) trajectory while exhibiting strong robustness to perturbations in task space.

Discovering a suitable neural network architecture for modeling complex dynamical systems poses a formidable challenge, often involving extensive trial and error and navigation through a high-dimensional hyper-parameter space. In this paper, we discuss a systematic approach to constructing neural architectures for modeling a subclass of dynamical systems, namely, Linear Time-Invariant (LTI) systems. We use a variant of continuous-time neural networks in which the output of each neuron evolves continuously as a solution of a first-order or second-order Ordinary Differential Equation (ODE). Instead of deriving the network architecture and parameters from data, we propose a gradient-free algorithm to compute sparse architecture and network parameters directly from the given LTI system, leveraging its properties. We bring forth a novel neural architecture paradigm featuring horizontal hidden layers and provide insights into why employing conventional neural architectures with vertical hidden layers may not be favorable. We also provide an upper bound on the numerical errors of our neural networks. Finally, we demonstrate the high accuracy of our constructed networks on three numerical examples.

We investigate the relationship between system identification and intervention design in dynamical systems. While previous research demonstrated how identifiable representation learning methods, such as Independent Component Analysis (ICA), can reveal cause-effect relationships, it relied on a passive perspective without considering how to collect data. Our work shows that in Gaussian Linear Time-Invariant (LTI) systems, the system parameters can be identified by introducing diverse intervention signals in a multi-environment setting. By harnessing appropriate diversity assumptions motivated by the ICA literature, our findings connect experiment design and representational identifiability in dynamical systems. We corroborate our findings on synthetic and (simulated) physical data. Additionally, we show that Hidden Markov Models, in general, and (Gaussian) LTI systems, in particular, fulfil a generalization of the Causal de Finetti theorem with continuous parameters.