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Identification of dynamic models in complex networks with prediction error methods-Basic methods for consistent module estimates

delete2013-10-01
delete162
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OA
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P
Paul M.J. Van den Hof *
A
Arne G. Dankers
DOI:10.1016/j.automatica.2013.07.011delete
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Abstract

Abstract

En 中文
The problem of identifying dynamical models on the basis of measurement data is usually considered in a classical open-loop or closed-loop setting. In this paper, this problem is generalized to dynamical systems that operate in a complex interconnection structure and the objective is to consistently identify the dynamics of a particular module in the network. For a known interconnection structure it is shown that the classical prediction error methods for closed-loop identification can be generalized to provide consistent model estimates, under specified experimental circumstances. Two classes of methods considered in this paper are the direct method and the joint-IO method that rely on consistent noise models, and indirect methods that rely on external excitation signals like two-stage and IV methods. Graph theoretical tools are presented to verify the topological conditions under which the several methods lead to consistent module estimates. (C) 2013 Elsevier Ltd. All rights reserved.
Keywords:
System identification
Closed-loop identification
Graph theory
Dynamic networks
Identifiability
Linear systems
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Journal

Automatica cover
Automatica
IF:
5.9
Papers:
1.2W
Citations:
5.2W

Organization

D
Delft University of Technology
Scholars:
2.6W
Papers: 2.5W
Citations: 3.8W
E
Eindhoven University of Technology
Scholars:
1.6W
Papers: 1.5W
Citations: 2.2W