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From Time-Domain Data to Low-Dimensional Structured Models

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arxiv 1902.05112 v1 pith:RSPODRJX submitted 2019-02-13 math.OC

classification math.OC
keywords frameworkfunctionstructuredtransferpresentedrealizationsystemcomput
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We present a framework for constructing a structured realization of a linear time-invariant dynamical system solely from a discrete sampling of an input and output trajectory of the system. We estimate the transfer function of the original model at selected frequencies using a modification of the empirical transfer function estimation that was recently presented in [Peherstorfer, Gugercin, Willcox, SIAM J. Sci. Comput., 39(5):2152-2178, 2017]. Our realization interpolates the transfer function estimates and can be seen as a generalization of the Loewner framework to structured systems. We demonstrate the presented framework by means of a delay example.

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  1. The Pantelides algorithm for delay differential-algebraic equations

    math.DS 2019-08 conditional novelty 6.0 of 10

    A graph algorithm with equivalence classes extends the Pantelides structural analysis from DAEs to delay differential-algebraic equations and gives a necessary and sufficient termination condition.

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