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How to identify linear non-homogenous ODE from data?
I want to fit a model
$$\overset{\cdot} x = Ax + v(t)Bx + Cu(t)$$
to data, where $u(t),v(t)$ are known inputs and $A,B,C$ should be fitted. The data are assumed to be drawn from the above model but ...
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Manifold assumption when visualizing high dimensional dynamical systems
I come from a background in statistics, where we often visualize high dimensional data sets by projecting them onto lower dimensional subspaces. The most common example of this approach is Principal ...