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System Identification using an Over-Parametrized Model Class - Improving the Optimization Algorithm
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.
1999 (English)Report (Other academic)
Abstract [en]

The use of an over-parametrized state-space model for system identification has some clear advantages: A single model structure covers the entire class of multivariable systems up to a given order. The over-parametrization also leads to the possibility to choose a numerically stable parametrization. During the parametric optimization the gradient calculations constitute the main computational part of the algorithm. Consequently using more than theminimal number of parameters requiredslows down thealgorithm. However, we show that for any chosen (over)-parametrization it is possible to reduce the gradientcalculations to the minimal amount by constructing the parameter subspace which is orthonormal to the tangent space of the manifold representing equivalent models.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1999. , 6 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2136
Keyword [en]
Identification, Multivariable systems, Numerical stability, Optimisation, State-space methods
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55720ISRN: LiTH-ISY-R-2136OAI: oai:DiVA.org:liu-55720DiVA: diva2:316473
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-08-19Bibliographically approved

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Helmersson, Anders

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Automatic ControlThe Institute of Technology
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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf