eess.SYOct 12, 2026

Scalable Identification of Physics-Based and Neural Dynamics from Partial Measurements

Authors: Yibo Zhou, Johannes Köhler

Organizations: Department of Electrical Engineering, Chalmers University of Technology, Gothenburg, Sweden · Department of Mechanical Engineering, Imperial College London, London, United Kingdom

Abstract

We present a scalable method for identifying nonlinear dynamics from partial measurements, supporting physics-based, neural-network, and gray-box models. We use the Prediction Error Method (PEM) coupled with state estimation performed by a Moving Horizon Estimation (MHE) scheme, which can account directly for general nonlinear dynamics. This results in a bi-level optimization problem that scales poorly with increasing model parameters. To improve computational efficiency, we derive a reformulation that avoids explicit parameter-wide sensitivity matrices and exploits the temporal structure of the underlying optimization problem. Numerical comparisons show up to a 215×215\times speedup in hypergradient evaluation. Racing-vehicle simulations demonstrate accurate prediction and physical-parameter recovery in tire-force identification. Real-world data show that the gray-box model improves prediction accuracy with a neural residual while retaining physical interpretability.

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