Exact linear modeling using Ore algebras
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Abstract: Linear exact modeling is a problem coming from system identification: Given a set of observed trajectories, the goal is find a model (usually, a system of partial differential and/or difference equations) that explains the data as precisely as possible. The case of operators with constant coefficients is well studied and known in the systems theoretic literature, whereas the operators with varying coefficients were addressed only recently. This question can be tackled either using Gr"obner bases for modules over Ore algebras or by following the ideas from differential algebra and computing in commutative rings. In this paper, we present algorithmic methods to compute "most powerful unfalsified models" (MPUM) and their counterparts with variable coefficients (VMPUM) for polynomial and polynomial-exponential signals. We also study the structural properties of the resulting models, discuss computer algebraic techniques behind algorithms and provide several examples.
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Cites work
- scientific article; zbMATH DE number 803209 (Why is no real title available?)
- scientific article; zbMATH DE number 227002 (Why is no real title available?)
- A behavioral approach to linear exact modeling
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Cited in
(6)- Structure at infinity and defect of transfer matrices with time-varying coefficients, with application to exact model-matching
- Constructive \(D\)-module theory with \texttt{Singular}
- Exact linear modeling with polynomial coefficients
- Characteristic Frequencies, Polynomial-Exponential Trajectories, and Linear Exact Modeling with Multidimensional Behaviors
- A linear algebraic procedure for solving linear perfect foresight models
- Recursive computation of the MPUM
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