Tracking parameter variations in nonlinear dynamical systems using machine learning*

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state observation of the underlying system and tacitly assume adiabatic changes in the parameter. Formulating an inverse problem and exploiting the machine learning scheme of reservoir computing, we develop a model-free and fully data-driven framework to accurately track time-varying parameters from partial state observation in real time. In particular, with observed time series data from a subset of the dynamical variables of the system at a small number of known parameter values, the framework is able to accurately predict the parameter variations in time. Low- and high-dimensional, Markovian and non-Markovian nonlinear dynamical systems are used to demonstrate the power of the machine-learning based parameter-tracking framework. A number of issues affecting the tracking performance are addressed.