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In this paper, we study the nonlinear inverse problem of estimating the spectrum of a system matrix, that drives a finite-dimensional affine dynamical system, from partial observations of a single trajectory data. In the noiseless case, we prove an annihilating polynomial of the system matrix, whose roots are a subset of the spectrum, can be uniquely determined from data. We then study which eigenvalues of the system matrix can be recovered and derive various sufficient and necessary conditions to characterize the relationship between the recoverability of each eigenvalue and the observation locations. We propose various reconstruction algorithms, with theoretical guarantees, generalizing the classical Prony method, ESPIRIT, and matrix pencil method. We test the algorithms over a variety of examples with applications to graph signal processing, disease modeling and a real-human motion dataset. The numerical results validate our theoretical results and demonstrate the effectiveness of the proposed algorithms, even when the data did not follow an exact linear dynamical system.
Existing tensor completion formulation mostly relies on partial observations from a single tensor. However, tensors extracted from real-world data are often more complex due to: (i) Partial observation: Only a small subset (e.g., 5%) of tensor elemen
This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into account the
We present a supervised learning method to learn the propagator map of a dynamical system from partial and noisy observations. In our computationally cheap and easy-to-implement framework a neural network consisting of random feature maps is trained
We prove the support recovery for a general class of linear and nonlinear evolutionary partial differential equation (PDE) identification from a single noisy trajectory using $ell_1$ regularized Pseudo-Least Squares model~($ell_1$-PsLS). In any assoc
Phase retrieval refers to the problem of recovering some signal (which is often modelled as an element of a Hilbert space) from phaseless measurements. It has been shown that in the deterministic setting phase retrieval from frame coefficients is alw