Non-intrusive nonlinear reduced-order modeling with variable projection

This work presents a method for constructing nonlinear reduced-order models from input-output time-domain data. The proposed approach, termed Mixed Interpolatory Inference with Variable Projection (MIIvp), exploits the fact that the considered class of nonlinear state-space models is linear in the output equation parameters. By applying the Variable Projection (VarPro) algorithm, the optimization is restricted to the state equation parameters alone, while the output equation parameters are recovered via linear least squares. As a consequence, the output dimension does not enter the nonlinear optimization parameter vector, making the method well suited for systems with very high-dimensional outputs, a setting where many other approaches become computationally prohibitive. Under mild assumptions, it is shown that MIIvp can recover the true model parameters up to similarity. The method is first validated on a synthetic bilinear system, where it achieves machine-precision accuracy and recovers the true eigenvalues. MIIvp is then compared with existing methods on two experimental benchmarks from the nonlinear system identification literature. These numerical experiments showcase both the validity and the limitations of the proposed approach. Finally, directions for improvements and future work are outlined.