Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
722248 | IFAC Proceedings Volumes | 2006 | 6 Pages |
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