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Universal Algebraic Controllers and System Identification

Published 29 Jan 2020 in math.NA, cs.NA, cs.SY, eess.SY, math.OA, and math.OC | (2001.11133v1)

Abstract: In this document, some structured operator approximation theoretical methods for system identification of nearly eventually periodic systems, are presented. Let C<sup>n×</sup>m\mathbb{C}<sup>{n\times</sup> m} denote the algebra of n×mn\times m complex matrices. Given $\varepsilon&gt;0$, an arbitrary discrete-time dynamical system (Σ,T)(\Sigma,\mathcal{T}) with state-space Σ\Sigma contained in the finite dimensional Hilbert space C<sup>n\mathbb{C}<sup>n, whose state-transition map T:Σ×([0,)Z)Σ\mathcal{T}:\Sigma\times ([0,\infty)\cap \mathbb{Z})\to \Sigma is unknown or partially known, and needs to be determined based on some sampled data in a finite set Σ^=xt<em>1tmΣ\hat{\Sigma}={x_t}<em>{1\leq t\leq m}\subset \Sigma according to the rule T(xt,1)=x</em>t+1\mathcal{T}(x_t,1)=x</em>{t+1} for each 1tm11\leq t\leq m-1, and given xΣ^x\in \hat{\Sigma}. We study the solvability of the existence problems for two triples (p,A,φ)(p,A,\varphi) and (p,Aη,Φ)(p,A_\eta,\Phi) determined by a polynomial pC[z]p\in \mathbb{C}[z] with deg(p)m\deg(p)\leq m, a matrix root AC<sup>m×</sup>mA\in\mathbb{C}<sup>{m\times</sup> m} and an approximate matrix root AηC<sup>r×</sup>rA_\eta\in\mathbb{C}<sup>{r\times</sup> r} of p(z)=0p(z)=0 with rmr\leq m, two completely positive linear multiplicative maps φ:C<sup>m×</sup>mC<sup>n×</sup>n\varphi:\mathbb{C}<sup>{m\times</sup> m}\to \mathbb{C}<sup>{n\times</sup> n} and Φ:C<sup>r×</sup>rC<sup>n×</sup>n\Phi:\mathbb{C}<sup>{r\times</sup> r}\to \mathbb{C}<sup>{n\times</sup> n}, such that T(x,t)φ(A<sup>t)xε|\mathcal{T}(x,t)-\varphi(A<sup>t)x|\leq\varepsilon and Φ(Aη<sup>t)xφ(A<sup>t)xε|\Phi(A_\eta<sup>t)x-\varphi(A<sup>t)x|\leq\varepsilon, for each integer t1t\geq 1 such that T(x,t)yε|\mathcal{T}(x,t)-y|\leq \varepsilon for some yΣ^y\in \hat{\Sigma}. Some numerical implementations of these techniques for the reduced-order predictive simulation of dynamical systems in continuum and quantum mechanics, are outlined.

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