On Realizing Differential-Algebraic Equations by Rational Dynamical Systems

Abstract

Real-world phenomena can often be conveniently described by dynamical systems (that is, ODE systems in the state-space form). However, if one observes the state of the system only partially, the observed quantities (outputs) and the inputs of the system can typically be related by more complicated differential-algebraic equations (DAEs). Therefore, a natural question (referred to as the realizability problem) is: given a differential-algebraic equation (say, fitted from data), does it come from a partially observed dynamical system? A special case in which the functions involved in the dynamical system are rational is of particular interest. For a single differential-algebraic equation in a single output variable, Forsman has shown that it is realizable by a rational dynamical system if and only if the corresponding hypersurface is unirational, and he turned this into an algorithm in the first-order case. In this paper, we study a more general case of single-input-single-output equations. We show that if a realization by a rational dynamical system exists, the system can be taken to have the dimension equal to the order of the DAE. We provide a complete algorithm for first-order DAEs. We also show that the same approach can be used for higher-order DAEs using several examples from the literature.