Title | ||
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Gray Box Identification of State-Space Models Using Difference of Convex Programming. |
Abstract | ||
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Gray-box identification is prevalent in modeling physical and networked systems. However, due to the non-convex nature of the gray-box identification problem, good initial parameter estimates are crucial for a successful application. In this paper, a new identification method is proposed by exploiting the low-rank and structured Hankel matrix of impulse response. This identification problem is recasted into a difference-of-convex programming problem, which is then solved by the sequential convex programming approach with the associated initialization obtained by nuclear-norm optimization. The presented method aims to achieve the maximum impulse-response fitting while not requiring additional (non-convex) conditions to secure non-singularity of the similarity transformation relating the given state-space matrices to the gray-box parameterized ones. This overcomes a persistent shortcoming in a number of recent contributions on this topic, and the new method can be applied for the structured state-space realization even if the involved system parameters are unidentifiable. The method can be used both for directly estimating the gray-box parameters and for providing initial parameter estimates for further iterative search in a conventional gray-box identification setup. |
Year | Venue | Field |
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2016 | arXiv: Systems and Control | Matrix similarity,Mathematical optimization,Parameterized complexity,Control theory,Gray box testing,Initialization,State space,Convex optimization,Hankel matrix,Parameter identification problem,Mathematics |
DocType | Volume | Citations |
Journal | abs/1611.04359 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Chengpu Yu | 1 | 71 | 16.64 |
Lennart Ljung | 2 | 1993 | 270.89 |
Michel Verhaegen | 3 | 1074 | 140.85 |