Estimating Inputs of Nonlinear Dynamical Systems Using Differential Algebra Techniques

The paper considers the problem of estimating the unknown input of a nonlinear dynamical system, described by polynomial or rational differential equations, from a finite set of noisy output samples. Without additional information this problem is ill-posed since it is assumed that the unknown function belongs to an infinite-dimensional space. We tackle this difficulty by designing a novel class of fast regularization algorithms that relies upon differential algebra techniques. Monte Carlo studies are used to demonstrate the goodness of the new approach. Copyright c ©2005 IFAC