Dynamical systems identification based on nonlinear matrix Lie presentation

Abstract

 A map method for identification of nonlinear dynamical systems is proposed. The approach is based on matrix representation of map. This allows to implement all operation via multiplication and addition of numerical matrices. In the article a set of the numerical methods for ordinary differential equations is compared with matrix integration. In compare with step-by-step integration schemes the given approach has great advantage in performance and can be easy implemented in high-performance computational systems.