用流映射优化提升动态系统参数估计精度,尤其适合数据少且嘈杂的情况。
Gaussian process learning with flow map refinement for parameter estimation in dynamical systems

- 先用高斯过程学习获取初始参数,再通过全局流映射约束优化
- 在噪声和少量数据下,参数估计误差显著降低
- 适用于物理系统建模,对可解释性要求高的场景
参数估计是数据驱动动态系统学习的核心任务,旨在从观测时间序列中恢复潜在物理参数,从而揭示系统背后的物理机制。基于高斯过程的梯度/导数匹配方法能高效实现参数估计,避免重复数值积分,并保证局部导数一致性。然而,这种局部匹配在观测稀疏且含噪时可能导致与控制流映射的全局不一致。为此,我们提出高斯过程学习结合流映射精炼(GPL-FMR)的两阶段参数估计框架:第一阶段采用高斯过程学习,其后验作为第二阶段的先验;第二阶段基于全局动力学约束进行优化,进一步提升估计精度。我们在 Van der Pol 振子、Lotka-Volterra 模型和 Lorenz-63 系统等多个数值例子上验证并分析了该方法。结果表明,该框架在稀疏和噪声观测条件下均显著提升参数估计准确性。
原文摘要 · Abstract (English)
Parameter estimation is a central task in data-driven learning of dynamical systems. It aims to recover the underlying physical parameters from observed time-series data, thereby providing interpretable insights into the physical mechanisms governing the system. Gradient/derivative matching methods based on Gaussian process provide an efficient way to perform parameter estimation. Those methods avoid repeated numerical integration and enforce local derivative consistency. However, such local matching may result in global inconsistency with the governing flow map, particularly under scarce and noisy observations. To address this limitation, we propose a framework based on Gaussian process learning with flow map refinement (GPL-FMR), a two-stage parameter estimation framework. The first stage is based on Gaussian process learning algorithm and the posterior obtained from which is transferred as an informative prior to the second stage based on flow-map refinement. The second stage further improves the parameter estimation via optimisation based on global dynamical constraints. We demonstrate and analyse its performance on multiple numerical examples, including the Van der Pol oscillator, the Lotka-Volterra model, and the Lorenz-63 system. The results show that the proposed framework consistently improves parameter estimation accuracy, particularly under scarce and noisy observations.
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