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Structural Reformulations in System Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2012 (English)Doctoral thesis, monograph (Other academic)
Abstract [en]

In system identification, the choice of model structure is important and it is sometimes desirable to use a flexible model structure that is able to approximate a wide range of systems. One such model structure is the Wiener class of systems, that is, systems where the input enters a linear time-invariant subsystem followed by a time-invariant nonlinearity. Given a sequence of input and output pairs, the system identification problem is often formulated as the minimization of the mean-square prediction error. Here, the prediction error has a nonlinear dependence on the parameters of the linear subsystem and the nonlinearity. Unfortunately, this formulation of the estimation problem is often nonconvex, with several local minima, and it is therefore difficult to guarantee that a local search algorithm will be able to find the global optimum.

In the first part of this thesis, we consider the application of dimension reduction methods to the problem of estimating the impulse response of the linear part of a system in the Wiener class. For example, by applying the inverse regression approach to dimension reduction, the impulse response estimation problem can be cast as a principal components problem, where the reformulation is based on simple nonparametric estimates of certain conditional moments. The inverse regression approach can be shown to be consistent under restrictions on the distribution of the input signal provided that the true linear subsystem has a finite impulse response. Furthermore, a forward approach to dimension reduction is also considered, where the time-invariant nonlinearity is approximated by a local linear model. In this setting, the impulse response estimation problem can be posed as a rank-reduced linear least-squares problem and a convex relaxation can be derived.

Thereafter, we consider the extension of the subspace identification approach to include linear time-invariant rational models. It turns out that only minor structural modifications are needed and already available implementations can be used. Furthermore, other a priori information regarding the structure of the system can incorporated, including a certain class of linear gray-box structures. The proposed extension is not restricted to the discrete-time case and can be used to estimate continuous-time models.

The final topic in this thesis is the estimation of discrete-time models containing polynomial nonlinearities. In the continuous-time case, a constructive algorithm based on differential algebra has previously been used to prove that such model structures are globally identifiable if and only if they can be written as a linear regression model. Thus, if we are able to transform the nonlinear model structure into a linear regression model, the parameter estimation problem can be solved with standard methods. Motivated by the above and the fact that most system identification problems involve sampled data, a discrete-time version of the algorithm is developed. This algorithm is closely related to the continuous-time version and enables the handling of noise signals without differentiations.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2012. , 163 p.
Linköping Studies in Science and Technology. Dissertations, ISSN 0345-7524 ; 1475
Keyword [en]
System identification, Dimension reduction, Subspace identification, Difference algebra
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-84515ISBN: 978-91-7519-800-2OAI: diva2:559895
Public defence
2012-11-22, Visionen, Hus B, Campus Valla, Linköping universitet, Linköping, 10:15 (English)
Swedish Research Council
Available from: 2012-10-22 Created: 2012-10-10 Last updated: 2012-12-20Bibliographically approved

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