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

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.

IFAC Symposium System Identification 2015. The arxiv report is equal to the initial conference submission, except for the last two words of the title