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Dynamics of flows and maps (continuous and discrete time), including infinite-dimensional dynamics, Hamiltonian dynamics, ergodic theory.

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Are there existing approaches to estimate inherent dynamics of an unknown system?

Consider a set of measured discrete-time signals $y_t \in \mathbb{R}^L$, which are captured from a dynamic physical system with underlying states $x_t \in \mathbb{R}^N$. Let's assume we have more sens …