Kernel-Based Impulse Response Identification With Side-Information on Steady-State Gain
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Publication:6184473
DOI10.1109/TAC.2023.3243099arXiv2111.00409OpenAlexW3208158318MaRDI QIDQ6184473FDOQ6184473
Authors:
Publication date: 25 January 2024
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Abstract: In this paper, we consider the problem of system identification when side-information is available on the steady-state (or DC) gain of the system. We formulate a general nonparametric identification method as an infinite-dimensional constrained convex program over the reproducing kernel Hilbert space (RKHS) of stable impulse responses. The objective function of this optimization problem is the empirical loss regularized with the norm of RKHS, and the constraint is considered for enforcing the integration of the steady-state gain side-information. The proposed formulation addresses both the discrete-time and continuous-time cases. We show that this program has a unique solution obtained by solving an equivalent finite-dimensional convex optimization. This solution has a closed-form when the empirical loss and regularization functions are quadratic and exact side-information is considered. We perform extensive numerical comparisons to verify the efficiency of the proposed identification methodology.
Full work available at URL: https://arxiv.org/abs/2111.00409
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