Title
NSM constrained approximation of Lipschitz functions from data
Abstract
The problem of approximating a function from a set of its values in the presence of constraints is considered. Solving this problem is useful in system identification, state estimation, and control. The typical approach to this problem consists in (1) deriving an approximation without considering the constraints, and (2) using the constraints to clip the approximation. However, using this approach may give poor results and, in any case, no optimality properties can be guaranteed. In this paper, a Nonlinear Set Membership method is developed, allowing optimal constrained approximation. The effectiveness of the proposed method is shown through its application to the problem of model predictive control approximation.
Year
DOI
Venue
2010
10.1016/j.sysconle.2010.05.002
Systems & Control Letters
Keywords
Field
DocType
Constrained approximation,Nonlinear functions,Nonlinear systems,Predictive control
Approximation algorithm,Mathematical optimization,Nonlinear system,Function approximation,Nonlinear control,Control theory,Model predictive control,Lipschitz continuity,System identification,Mathematics,Polynomial-time approximation scheme
Journal
Volume
Issue
ISSN
59
7
0167-6911
Citations 
PageRank 
References 
1
0.36
17
Authors
3
Name
Order
Citations
PageRank
Canale, M.112920.98
Novara, C.211011.30
Milanese, M.318927.78