Exact identification of lossless systems

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Description/Abstract

We illustrate an algorithm to exactly identify a lossless system from a given trajectory. Performing a rank-revealing factorization of a Gramian matrix constructed from the data, a state sequence corresponding to the given data can be computed. The computation of the system state-space equations is then performed solving a system of linear equations. We also discuss the extension of this procedure to the half-line dissipative case.