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Preprint 17-2015

Data-driven interpolation of dynamical systems with delay

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Author(s) : Philipp Schulze , Benjamin Unger

Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 17-2015

MSC 2000

93A30 Mathematical modeling
37M99 None of the above, but in this section

Abstract :
We present a data-driven realization for systems with delay, which generalizes the Loewner framework. The realization is obtained with low computational cost directly from measured data of the transfer function. The internal delay is estimated by solving a least-square optimization over some sample data. Our approach is validated by several examples, which indicate the need for preserving the delay structure in the reduced model.

Keywords : Data-driven model reduction, delay systems, Loewner framework, moment matching, tangential interpolation, delay recovery, structure-preserving model reduction

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