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Initialization of Physical Parameter Estimates
ETH Zürich, Switzerland.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

Grey box models of dynamical systems contain designated parameters with physical interpretation to be estimated from input-output data. This often gives distinct advantages over black-box models in terms of fewer parameters to estimate and hence better statistical accuracy. The basic theory for how this can be done is well established. The main practical obstacle may however be how the search for the estimates should be initialized. In this contribution we review the difficulties and point to a possibility to use Semidefinite Programming via a Sum-Of-Squares formulation to achieve guaranteed consistent initial values for the physical parameters.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2561
Keyword [en]
Parameter estimation, Initialization
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55964ISRN: LiTH-ISY-R-2561OAI: diva2:316776
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-03Bibliographically approved

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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