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Handling Certain Structure Information in Subspace Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2009 (English)In: Proceedings of the 15th IFAC Symposium on System Identification, 2009, 90-95 p.Conference paper, Published paper (Refereed)
Abstract [en]

The prediction-error approach to parameter estimation of linear models often involves solving a non-convex optimization problem. In some cases, it is therefore difficult to guarantee that the global optimum will be found. A common way to handle this problem is to find an initial estimate, hopefully lying in the region of attraction of the global optimum, using some other method. The prediction-error estimate can then be obtained by a local search starting at the initial estimate. In this paper, a new approach for finding an initial estimate of certain linear models utilizing structure and the subspace method is presented. The polynomial models are first written on the observer canonical state-space form, where the specific structure is later utilized, rendering least-squares estimation problems with linear equality constraints.

Place, publisher, year, edition, pages
2009. 90-95 p.
Series
IFAC-PapersOnLine, ISSN 2405-8963 ; 42(10)
Keyword [en]
System identification, Subspace methods, Black-box models
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-45374DOI: 10.3182/20090706-3-FR-2004.00014Local ID: 82291OAI: oai:DiVA.org:liu-45374DiVA: diva2:266236
Conference
15th IFAC Symposium on System Identification, Saint-Malo, France, July, 2009
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2016-06-22

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Lyzell, ChristianEnqvist, MartinLjung, Lennart

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