Dynamics reconstruction using orthonormal functions
The authors approach the problem of global reconstruction of the dynamics associated with a given signal using a QR decomposition of the generating function matrix. The method consists in the expansion of the function that characterizes the differential equation as a weighted sum of orthonormal functions and it is shown, by means of two examples, to be robust against noise contamination. The method can be used as well to perform local reconstruction of the dynamics by partitioning the signal into different records and reconstructing each of them to obtain the local map.
scientific article; zbMATH DE number 1428526