Functional observability and subspace reconstruction in nonlinear systems

TL;DR

This paper extends the concept of observability to nonlinear systems, enabling the reconstruction of specific functionals of the state from time-series data, with applications in predicting events like seizures.

Contribution

It establishes a theoretical condition for functional observability in nonlinear systems and demonstrates how to reconstruct specific state functionals from measurements.

Findings

Theoretical condition for nonlinear functional observability.

Construction of maps for functional state reconstruction.

Application to seizure prediction in empirical data.

Abstract

Time-series analysis is fundamental for modeling and predicting dynamical behaviors from time-ordered data, with applications in many disciplines such as physics, biology, finance, and engineering. Measured time-series data, however, are often low dimensional or even univariate, thus requiring embedding methods to reconstruct the original system's state space. The observability of a system establishes fundamental conditions under which such reconstruction is possible. However, complete observability is too restrictive in applications where reconstructing the entire state space is not necessary and only a specific subspace is relevant. Here, we establish the theoretic condition to reconstruct a nonlinear functional of state variables from measurement processes, generalizing the concept of functional observability to nonlinear systems. When the functional observability condition holds, we show how to construct a map from the embedding space to the desired functional of state variables, characterizing the quality of such reconstruction. The theoretical results are then illustrated numerically using chaotic systems with contrasting observability properties. By exploring the presence of functionally unobservable regions in embedded attractors, we also apply our theory for the early warning of seizure-like events in simulated and empirical data. The studies demonstrate that the proposed functional observability condition can be assessed a priori to guide time-series analysis and experimental design for the dynamical characterization of complex systems.