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Data-driven interpolation of dynamical systems with delay

Schulze, Philipp; Unger, Benjamin

Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin

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.