Exact linear modeling using Ore algebras

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Publication:650834

DOI10.1016/J.JSC.2011.08.001zbMATH Open1237.93041arXiv1004.2924OpenAlexW1771822958MaRDI QIDQ650834FDOQ650834


Authors: V. Levandovskyy, E. Zerz, Kristina Schindelar Edit this on Wikidata


Publication date: 7 December 2011

Published in: Journal of Symbolic Computation (Search for Journal in Brave)

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.


Full work available at URL: https://arxiv.org/abs/1004.2924




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