# Problems

DataDrivenDiffEq.DataDrivenProblemType
struct DataDrivenProblem{dType, cType, probType} <: DataDrivenDiffEq.AbstractDataDrivenProblem{dType, cType, probType}

The DataDrivenProblem defines a general estimation problem given measurements, inputs and (in the near future) observations. Two construction methods are available:

• DiscreteDataDrivenProblem for time discrete systems
• ContinousDataDrivenProblem for systems continuous in time

both are aliases for constructing a problem.

Fields

• X

State measurements

• t

Time measurements (optional)

• DX

Differental state measurements (optional); Used for time continuous problems

• Y

Output measurements (optional); Used for direct problems

• U

Input measurements (optional); Used for non-autonoumous problems

• p

Parameters associated with the problem (optional)

Signatures

Example

X, DX, t = data...

# Define a discrete time problem

# Define a continuous time problem without explicit time points

# Define a continuous time problem without explicit derivatives

# Define a discrete time problem with an input function as a function
input_signal(u,p,t) = t^2
prob = DiscreteDataDrivenProblem(X, t, input_signal)
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## Concrete Types

DataDrivenDiffEq.ContinuousDataDrivenProblemFunction

A time continuous DataDrivenProblem useable for problems of the form f(x,p,t,u) ↦ dx/dt.

ContinuousDataDrivenProblem(X, DX; kwargs...)


Automatically constructs derivatives via an additional collocation method, which can be either a collocation or an interpolation from DataInterpolations.jl wrapped by an InterpolationMethod.

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