Convex Parameterizations and Fidelity Bounds for Nonlinear Identification and Reduced-Order Modelling
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Abstract: Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error minimization, leads to optimization problems that are generally non-convex in the model parameters and suffer from multiple local minima. In this work we present methods which address these problems through convex optimization, based on Lagrangian relaxation, dissipation inequalities, contraction theory, and semidefinite programming. We demonstrate the proposed methods with a model order reduction task for electronic circuit design and the identification of a pneumatic actuator from experiment.
Cited in
(8)- Maximum likelihood identification of stable linear dynamical systems
- Computationally efficient identification of continuous-time Lur'e-type systems with stability guarantees
- On convexification of system identification criteria
- Non-parametric convex identification of extended generalized Prandtl-Ishlinskii models
- Learning dynamical systems using local stability priors
- Reduced-order filtering for discrete-time singular systems under fading channels
- Identification of polynomial nonlinear systems based on center manifold
- Distributed identification of stable large-scale isomorphic nonlinear networks using partial observations
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