RTS Smoother-Guided Learning of Physics-Based Neural Differential Models
TL;DR - A hybrid neural–physics framework that learns unknown parts of an ODE system from partial, noisy measurements by alternating between RTS-smoother state estimation and neural-network parameter fitting. It matters because it recovers missing dynamics while preserving interpretable mechanistic structure.
- Keeps known ODE terms explicit and represents unknown terms with a neural network, retaining mechanistic interpretability.
- Uses a two-stage iterative scheme: (1) infer latent states via a Rauch–Tung–Striebel smoother with parameters fixed, (2) fit NN parameters via backpropagation on the smoothed trajectories, repeating until convergence.
- Designed for partial state observation, where only a subset of variables are measured and some equations are unknown.
- Evaluated on linear, nonlinear, and stiff benchmark systems, reporting improved latent-state reconstruction and long-horizon prediction.