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
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× 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.
Figures & tables
Figure 1: Vehicle geometry and modeling conventions. Schematic adapted from Chrosniak et al. (2024) .
Figure 2: Median hypergradient computation time over 100 MHE windows versus NN parameter count nNN .
Method
One-Step Prediction Error
Average Relative Physical-Parameter Error
Training Time
Train
Validation
Ground True Parameters
6.27×10−14
9.71×10−14
0
–
SUBNET
2.85×10−2
1.66×10−1
–
2 min
Joint-MHE
1.37×10−2
4.42×10−3
69.05%
7 min
EKF → PEM
1.33×10−4
6.49×10−5
22.99%
1 min
EKF → PEM (adaptive)
1.60×10−4
9.52×10−5
161.93%
26 min
Table 1: Identification results on vehicle data simulated with BayesRace, comparing one-step prediction error, physical-parameter recovery, and training time. Best and worst error values are highlighted in green and red, respectively.
Method
One-Step Prediction Error
Training Time
Train
Validation
SUBNET
3.16×10−4
3.25×10−3
3 min
Joint-MHE
4.70×10−4
4.47×10−4
4 min
EKF → PEM
4.37×10−4
4.20×10−4
1 min
EKF → PEM (adaptive)
2.20×10−4
2.62×10−4
4 min
PEM-MHE (physics-only)
4.24×10−4
4.10×10−4
2 h 50 min
Table 2: Identification results on the IAC real-world vehicle dataset, comparing one-step prediction error and training time. Best and worst error values are highlighted in green and red, respectively.
A wide range of methods have been proposed, including physics-informed neural networks, which are powerful but do not guarantee identifiability of the dynamics, symbolic regression, which requires a set of precomputed operations, and causal discovery, which is more principled but usually relies on strong assumptions that physical systems may violate. In this work, we develop a theory-grounded method and prove that under a set of permissive assumptions, the structural drivers and drift of stochastic delayed differential equations are identifiable. Our method outperforms others on a benchmark for driver identifiability, and on a second benchmark to evaluate physical consistency of the learned dynamics.
Julien Boussard, Antoine Debouchage, Théo Saulus
School of Computer Science, McGill University, Canada · Mila - Quebec AI Institute, Canada · LaMMe, Université Évry Paris-Saclay, France +1
Ordinary differential equations (ODEs) are widely used to model dynamical systems in physics, biology, neuroscience, and physiology, but in many applications some equations of the dynamics are unknown and only a subset of the state variables are measured. We propose a hybrid neural--physics framework in which the known components of the ODE are kept explicit and the missing components are represented by a neural network. The proposed method consists of two stages where we alternate between state and parameter estimation and iterate until a predetermined criterion is met. Specifically, in the first step, we treat the model parameters as being known and we infer the latent states from the available measurements using a Rauch--Tung--Striebel (RTS) smoother. In the second stage, we treat the smoothed trajectories as being known and use them to estimate the neural networks' parameters through backpropagation. We evaluate the method on benchmark systems spanning linear, nonlinear, and stiff dynamics under partial state observation. Across these settings, the proposed method learns missing ODE components from incomplete measurements while exploiting and retaining interpretable mechanistic structure and improving latent-state reconstruction and long-horizon prediction.
Ahmet Demirkaya, Georgios Stratis, Tales Imbiriba +2
Department of Electrical and Computer Engineering Northeastern University · Department of Computer Science University of Massachusetts Boston · Emory University
Nonlinear system identification must balance physical interpretability with model flexibility. Classical methods yield structured, control-relevant models but rely on rigid parametric forms that often miss complex nonlinearities, whereas Neural ODEs are expressive yet largely black-box. Physics-Informed Neural Networks (PINNs) sit between these extremes, but inverse PINNs typically assume a known governing equation with fixed coefficients, leading to identifiability failures when the true dynamics are unknown or state-dependent. We propose SOLIS, which models unknown dynamics via a state-conditioned second-order surrogate model and recasts identification as learning a Quasi-Linear Parameter-Varying (Quasi-LPV) representation, recovering interpretable natural frequency, damping, and gain without presupposing a global equation. SOLIS decouples trajectory reconstruction from parameter estimation and stabilizes training with a cyclic curriculum and Local Physics Hints windowed ridge-regression anchors that mitigate optimization collapse. Experiments on benchmarks show accurate parameter-manifold recovery and coherent physical rollouts from sparse data, including regimes where standard inverse methods fail.
Murat Furkan Mansur, Tufan Kumbasar
AI and Intelligent Systems Laboratory, Istanbul Technical University, 34469, Istanbul, Türkiye