Support for Time-Delayed system ?

[Capri2014]

Thanks for the lib and the introduction paper! One thing I am curious is that does the system supports system ID for time-delayed system?

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[briandesilva]

At the moment we don't offer support for time-delayed systems. However, it should become possible to experiment with simple time-delay coordinates once I finish implementing SINDy with control (SINDYc). Basically what SINDYc does is draw a distinction between target variables--those for which you want to discover a differential equation--and control inputs, those which you want to include in your library, but shouldn't be present on the left-hand side of the sparse regression problem. I.e. instead of solving X' = Theta(X) * Xi you solve X' = Theta(X, U) * Xi. If you wanted you could pass in some time-delayed measurements as U instead of control inputs.

I'm planning to release a SINDYc implementation in the next day or two.

[briandesilva]

SINDYc was just added in #71, so it should now be possible to work with time-delays, albeit in a roundabout way.

[Capri2014]

Thanks!