An Algorithm for System Identification of a Discrete-Time Polynomial System without Inputs
Optimization and Control
2015-07-09 v1
Abstract
A subalgebraic approximation algorithm is proposed to estimate from a set of time series the parameters of the observer representation of a discrete-time polynomial system without inputs which can generate an approximation of the observed time series. A major step of the algorithm is to construct a set of generators for the polynomial function from the past outputs to the future outputs. For this singular value decompositions and polynomial factorizations are used. An example is provided.
Cite
@article{arxiv.1507.02246,
title = {An Algorithm for System Identification of a Discrete-Time Polynomial System without Inputs},
author = {Jana Němcová and Mihály Petreczky and Jan H. van Schuppen},
journal= {arXiv preprint arXiv:1507.02246},
year = {2015}
}
Comments
IFAC Symposium System Identification 2015. The arxiv report is equal to the initial conference submission, except for the last two words of the title