Print Email Facebook Twitter On Learning Discrete-Time Fractional-Order Dynamical Systems Title On Learning Discrete-Time Fractional-Order Dynamical Systems Author Chatterjee, Sarthak (Rensselaer Polytechnic Institute) Gonçalves Melo Pequito, S.D. (TU Delft Team Sergio Pequito) Date 2022 Abstract Discrete-time fractional-order dynamical systems (DT-FODS) have found innumerable applications in the context of modeling spatiotemporal behaviors associated with long-term memory. Applications include neurophysiological signals such as electroencephalogram (EEG) and electrocorticogram (ECoG). Although learning the spatiotemporal parameters of DT-FODS is not a new problem, when dealing with neurophysiological signals we need to guarantee performance standards. Therefore, we need to understand the trade-offs between sample complexity and estimation accuracy of the system parameters. Simply speaking, we need to address the question of how many measurements we need to collect to identify the system parameters up to an uncertainty level. In this paper, we address the problem of identifying the spatial and temporal parameters of DT-FODS. The main result is the first result on non-asymptotic finite-sample complexity guarantees of identifying DT-FODS. Finally, we provide evidence of the efficacy of our method in the context of forecasting real-life intracranial EEG time series collected from patients undergoing epileptic seizures. Subject UncertaintyTime series analysisMeasurement uncertaintyEstimationElectroencephalographySpatiotemporal phenomenaComplexity theory To reference this document use: http://resolver.tudelft.nl/uuid:d5835ecf-f209-4713-b711-1de0ea804306 DOI https://doi.org/10.23919/ACC53348.2022.9867773 Publisher IEEE Embargo date 2023-03-05 ISBN 978-1-6654-5196-3 Source Proceedings of the American Control Conference (ACC 2022) Event 2022 American Control Conference, ACC 2022, 2022-06-08 → 2022-06-10, Atlanta, United States Bibliographical note Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public. Part of collection Institutional Repository Document type conference paper Rights © 2022 Sarthak Chatterjee, S.D. Gonçalves Melo Pequito Files PDF On_Learning_Discrete_Time ... ystems.pdf 955.73 KB Close viewer /islandora/object/uuid:d5835ecf-f209-4713-b711-1de0ea804306/datastream/OBJ/view