Optimal Hankel-norm identification of dynamical systems

DOI10.1016/S0005-1098(97)00023-XMaRDI QIDQ1367174zbMATH OpenOpenAlexFDO

Authors Siep Weiland, Anton A. Stoorvogel

Publication date 1 June 1998

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(97)00023-x

zbMATH Keywords

co-inner kernel representationHankel-norm approximationsidentificationPareto-optimal models

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Review text

A linear time-invariant model is considered in case of misfit between it and an observed time series. The misfit resembles a data weighted gap between the model and the behavior of a specific for a given data linear exact model. The minimization of the misfit function is expressed as minimization of the Hankel norm of an operator that is associated with the data and with the co-inner kernel representation of the model. So the misfit function is computed by formalizing Pareto-optimal models. Characterization of the model complexity and misfit in terms of the kernel representation is provided. The key result of the paper is that all Pareto-optimal models are parametrized as exact models of data sets obtained from Hankel-norm approximations of the original data.

Recommendations

• On identification of stable systems and optimal approximation
• Misfit versus latency
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Approximability models and optimal system identification

Cites work

• A behavioral approach to linear exact modeling
• A new approach to modeling for control
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• From time series to linear system, III: Approximate modelling
• From time series to linear system. I: Finite dimensional linear time invariant systems
• scientific article; zbMATH DE number 4070711 (Why is no real title available?)
• Interpolation of rational matrix functions
• Optimal robustness in the gap metric
• Paradigms and puzzles in the theory of dynamical systems
• Rational representation of behaviors: Interconnectability and stabilizability
• The gap metric: Robustness of stabilization of feedback systems

Cited in

(7)

• Identification of factor models by behavioural and subspace methods
• A new approach to modeling for control
• Least squares optimal realisation of autonomous LTI systems is an eigenvalue problem
• Hankel matrix rank minimization with applications to system identification and realization
• An H<tex>$_infty$</tex>Optimization and Its Fast Algorithm for Time-Variant System Identification
• Misfit versus latency
• On continuity and consistency of \(\ell_{\infty}\) optimal models

This page was built for publication: Optimal Hankel-norm identification of dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1367174)