arXiv:2606.20811eess.SYcs.LG2026-06

基于特征空间对齐的聚类方法,无需训练即可识别具有相似动态的系统。

Eigenspace-Based Clustering for Personalized System Identification

论文配图:Eigenspace-Based Clustering for Personalized System Identification
图 1 · 摘自论文原文
  • 通过局部数据协方差特征空间对齐实现一次完成聚类,无需迭代训练。
  • 在真实系统上验证,相比传统聚类和非聚类方法,个性化建模误差更低。
  • 适用于异质系统中动态共享的场景,尤其适合对初始化不敏感的部署需求。

我们研究异质环境下系统辨识问题,即不同系统可能遵循不同的底层动态。现有聚类系统辨识方法通常依赖迭代训练进行聚类分配,易受学习不确定性与模型初始化影响。本文提出一种一次性、无需训练的聚类方法,利用局部观测数据的结构识别相似系统。具体而言,每个系统估计本地状态协方差矩阵,聚类身份通过测量不同系统主协方差特征空间之间的对齐程度推断。我们给出了该相似性评分的数学解释,并构建了有限样本分析,刻画协方差估计误差如何根据系统动态引发特征空间扰动。进而推导出成对误合并的概率界与全局聚类成功保证。数值实验表明,所提出的基于特征空间的聚类方法能有效识别具有共享动态的系统,相比基于训练的聚类和非聚类基线,显著降低个性化模型估计误差。

原文摘要 · Abstract (English)

We study the problem of system identification in heterogeneous settings, where different systems may follow distinct underlying dynamics. Existing clustered system identification approaches often rely on iterative training-based cluster assignment, which can be sensitive to learning uncertainty and model initialization. In contrast, we propose a one-shot, training-free clustering method that identifies similar systems using the structure of their locally observed data. Specifically, each system estimates a local state covariance matrix, and cluster identities are inferred by measuring the alignment between the leading covariance eigenspaces of different systems. We provide a mathematical interpretation of the proposed similarity score and develop a finite-sample analysis that characterizes how covariance estimation error induces eigenspace perturbations in terms of the underlying system dynamics. We then derive a probability bound for pairwise false merges and a global clustering success guarantee. Numerical experiments demonstrate that the proposed eigenspace-based clustering method effectively identifies systems with shared dynamics, leading to lower personalized model-estimation error compared with training-based clustering and non-clustered baselines.

系统辨识聚类特征空间个性化建模

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。