Decoupling Multivariate Polynomials Using First-Order Information
arXiv:1410.4060 · doi:10.1137/140991546
Abstract
We present a method to decompose a set of multivariate real polynomials into linear combinations of univariate polynomials in linear forms of the input variables. The method proceeds by collecting the first-order information of the polynomials in a set of operating points, which is captured by the Jacobian matrix evaluated at the operating points. The polyadic canonical decomposition of the three-way tensor of Jacobian matrices directly returns the unknown linear relations, as well as the necessary information to reconstruct the univariate polynomials. The conditions under which this decoupling procedure works are discussed, and the method is illustrated on several numerical examples.
References in corpus (2)
Cited by in corpus (9)
- Tensor Methods in Computer Vision and Deep Learning
- A nonlinear state-space approach to hysteresis identification
- Parameter reduction in nonlinear state-space identification of hysteresis
- Retrieving highly structured models starting from black-box nonlinear state-space models using polynomial decoupling
- Applying Polynomial Decoupling Methods to the Polynomial NARX Model
- Data driven discrete-time parsimonious identification of a nonlinear state-space model for a weakly nonlinear system with short data record
- Decoupling multivariate functions using a nonparametric filtered tensor decomposition
- Simultaneous direct sum decompositions of several multivariate polynomials
- Simultaneous block diagonalization of a set of symmetric matrices via congruence