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arXiv · 1507.02246

An Algorithm for System Identification of a Discrete-Time Polynomial System without Inputs

Jana Němcová·Mihály Petreczky·Jan H. van Schuppen
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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.

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Jana Němcová, Mihály Petreczky, Jan H. van Schuppen. 2015-07-08. An Algorithm for System Identification of a Discrete-Time Polynomial System without Inputs. https://arxiv.org/abs/1507.02246

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