Convex Nonparametric Formulation for Identification of Gradient Flows (2003.12336v1)

Abstract: In this paper, we develop a nonparametric system identification method for the nonlinear gradient-flow dynamics. In these systems, the vector field is the gradient field of a potential energy function. This fundamental fact about the dynamics of system plays the role of a structural prior knowledge as well as a constraint in the proposed identification method. While the nature of the identification problem is an estimation in the space of functions, we derive an equivalent finite dimensional formulation, which is a convex optimization in form of a quadratic program. This gives scalability of the problem and provides the opportunity for utilizing recently developed large-scale optimization solvers. The central idea in the proposed method is representing the energy function as a difference of two convex functions and estimating these convex functions jointly. Based on necessary and sufficient conditions for function convexity, the identification problem is formulated, and then, the existence, uniqueness and smoothness of the solution is addressed. We also illustrate the method numerically for a demonstrative example.