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Back to the roots of data-driven dynamical system identification

Project description

New mathematical methods deal seamlessly with huge volumes of inexact data

The ubiquitous availability of Big Data in many application domains ranging from health (e.g. genetics), over industry (e.g. monitoring industrial processes) towards sustainability (e.g. modelling climate changes) opens a lot of perspectives to accurately model these observations. Such mathematical models are used for analysis, simulation, prediction, monitoring and control. However, most, if not all, of the current modelling approaches are heuristic, which means they require subjective a priori choices, that must be decided on by the user. The EU-funded Back to the Roots project will study in detail some of the mathematical and algorithmic complexities that arise, so as to objectivate and automate these choices: how to cope with ‘inexact’ data (which is always the case with real measurements), how to characterise mathematically which model is ‘best’, and how to efficiently calculate it using high performance algorithms and computers.

Objective

To obtain data-driven dynamic models for simulation, prediction, monitoring, classification or control tasks, in applications e.g. in Industry 4.0 and eHealth, most identification methods ‘solve’ an optimization problem, relying on some nonlinear iterative algorithm. Undeniably, too many heuristics prevail: What do we mean by ‘solved’? Where did the algorithm converge to? Is the model globally optimal, unique and reproducible?
To tackle these scientific deficiencies, we design a framework to deal with inexact data. We solve a longstanding open problem of least squares optimality in system identification: for polynomial dynamical models, the optimal model derives from an eigenvalue problem. Hereto, we generalize notions from Algebraic Geometry (multivariate polynomials), Operator Theory (model spaces), System Theory (multidimensional realization) and Numerical Linear Algebra (matrix computations).
The first objective is to develop a mathematically rigorous realization approach that maps data onto new mathematical structures (multi-shift invariant projective subspaces).
The second objective is to conceive a ‘misfit-latency’ framework to optimally map inexact data to these mathematical structures. We prove this to be a multiparameter eigenvalue problem. We expect breakthroughs in system theoretic characterizations of optimality (covering all existing methods), in the generalization to multiple input-output and multidimensional models and in finding the global optimum in the linear dynamic H2 model reduction problem.
The third objective is to implement matrix computation algorithms for the results of the first two objectives, to root sets of multivariate polynomials, to solve multiparameter eigenvalue problems and to isolate only the minimizing roots. We focus on matrix aspects of large scale, sparsity and structure.
Deliverables will be publications, software, graduate course material and science outreach initiatives, in line with the PI’s excellent track record

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Programme(s)

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Topic(s)

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Funding Scheme

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ERC-ADG - Advanced Grant

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Call for proposal

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(opens in new window) ERC-2019-ADG

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Host institution

KATHOLIEKE UNIVERSITEIT LEUVEN
Net EU contribution

Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.

€ 2 485 925,00
Address
OUDE MARKT 13
3000 LEUVEN
Belgium

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Region
Vlaams Gewest Prov. Vlaams-Brabant Arr. Leuven
Activity type
Higher or Secondary Education Establishments
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Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

€ 2 485 975,00

Beneficiaries (1)

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