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Kernel-based identification with frequency domain side-information
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DOI：10.1016/j.automatica.2022.110813.png)
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摘要
En 中文
This paper discusses the problem of system identification when frequency domain side-information is available. We mainly consider the case where the side-information is provided as the H infinity- norm of the system being bounded by a given scalar. This framework allows considering different forms of frequency domain side-information, such as the dissipativity of the system. We propose a nonparametric identification approach for estimating the impulse response of the system under the given side-information. The estimation problem is formulated as a constrained optimization in a stable reproducing kernel Hilbert space, where suitable constraints are considered for incorporating the desired frequency domain features. The resulting optimization has an infinite-dimensional feasible set with an infinite number of constraints. We show that this problem is a well-defined convex program with a unique solution. We propose a heuristic that tightly approximates this unique solution. The proposed approach is equivalent to solving a finite-dimensional convex quadratically constrained quadratic program. The efficiency of the discussed method is verified by several numerical examples.(c) 2022 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Keyword:
System identification
Side-information
Kernel-based methods
Frequency domain properties
Optimization
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IF:
5.9
论文数:
1.2W
被引数:
5.2W
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分享收藏The existence and uniqueness of solutions for kernel-based system identification基于核的系统辨识解的存在性和唯一性.png)
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