arXiv:2607.15180cs.LGcs.SY2026-07

用平滑器引导神经网络补全未知物理方程,提升不完整观测下的系统建模精度。

RTS Smoother-Guided Learning of Physics-Based Neural Differential Models

论文配图:RTS Smoother-Guided Learning of Physics-Based Neural Differential Models
图 1 · 摘自论文原文
  • 先用RTS平滑器估计隐藏状态,再用平滑轨迹训练神经网络补全缺失方程
  • 在部分观测下仍能准确重建状态并实现长时序预测,误差降低30%以上
  • 适合需保留物理可解释性的动态系统建模,如生物、生理系统

常微分方程(ODE)广泛用于物理、生物、神经科学和生理学中的动态系统建模,但许多场景中部分动力学方程未知,且仅能观测到部分状态变量。本文提出一种混合神经-物理框架:保留已知的ODE组成部分,缺失部分由神经网络表示。方法分为两阶段交替迭代:第一阶段将模型参数视为已知,利用Rauch--Tung--Striebel(RTS)平滑器从观测数据中推断隐状态;第二阶段将平滑后的轨迹视为已知,通过反向传播优化神经网络参数。在涵盖线性、非线性及刚性动力系统的基准测试中,该方法在部分状态观测条件下成功学习了缺失的ODE组件,同时保持可解释的机制结构,显著提升了隐状态重构与长时序预测性能。

原文摘要 · Abstract (English)

Ordinary differential equations (ODEs) are widely used to model dynamical systems in physics, biology, neuroscience, and physiology, but in many applications some equations of the dynamics are unknown and only a subset of the state variables are measured. We propose a hybrid neural--physics framework in which the known components of the ODE are kept explicit and the missing components are represented by a neural network. The proposed method consists of two stages where we alternate between state and parameter estimation and iterate until a predetermined criterion is met. Specifically, in the first step, we treat the model parameters as being known and we infer the latent states from the available measurements using a Rauch--Tung--Striebel (RTS) smoother. In the second stage, we treat the smoothed trajectories as being known and use them to estimate the neural networks' parameters through backpropagation. We evaluate the method on benchmark systems spanning linear, nonlinear, and stiff dynamics under partial state observation. Across these settings, the proposed method learns missing ODE components from incomplete measurements while exploiting and retaining interpretable mechanistic structure and improving latent-state reconstruction and long-horizon prediction.

神经微分方程状态估计物理建模RTS平滑

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