Title
Tensor regression for LTI subspace identification
Abstract
In this paper, the origin of the curse-of-dimensionality for state-of-the-art Linear Parameter Varying (LPV) subspace methods is investigated and a novel solution based on tensor regression is presented. It is shown that the curse-of-dimensionality arises because an highlystructured space, spanned by the scheduling sequence at different time steps, is vectorized in order to allow for linear regression. The inherent structure is lost in this process. A novel method based on tensor regression is presented which is consistent and does not suffer from the curse-ofdimensionality. Simulations show that the novel method has superior performance with respect to state-of-the-art LPV subspace techniques by looking at the variance and bias of the estimates.
Year
DOI
Venue
2015
10.1016/j.ifacol.2015.12.164
IFAC-PapersOnLine
Keywords
Field
DocType
LPV identification,subspace identification
LTI system theory,Linear system,Tensor,Subspace topology,Control theory,Proper linear model,Bayesian multivariate linear regression,Canonical form,Mathematics,Linear regression
Conference
Volume
Issue
ISSN
48
28
2405-8963
Citations 
PageRank 
References 
1
0.36
0
Authors
3
Name
Order
Citations
PageRank
Bilal Gunes181.50
Jan-Willem van Wingerden215424.73
Michel Verhaegen31074140.85