Article ID Journal Published Year Pages File Type
722248 IFAC Proceedings Volumes 2006 6 Pages PDF
Abstract

In this presentation, we consider the problem of obtaining the state trajectory directly from an observed vector time-series. We show how the Hankel structure of the data matrix can be exploited in this construction. Both the cases of infinite as well as finite time-series are considered, but only deterministic systems are discussed.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics