Tensor network alternating linear scheme for MIMO Volterra system identification
From MaRDI portal
Abstract: This article introduces two Tensor Network-based iterative algorithms for the identification of high-order discrete-time nonlinear multiple-input multiple-output (MIMO) Volterra systems. The system identification problem is rewritten in terms of a Volterra tensor, which is never explicitly constructed, thus avoiding the curse of dimensionality. It is shown how each iteration of the two identification algorithms involves solving a linear system of low computational complexity. The proposed algorithms are guaranteed to monotonically converge and numerical stability is ensured through the use of orthogonal matrix factorizations. The performance and accuracy of the two identification algorithms are illustrated by numerical experiments, where accurate degree-10 MIMO Volterra models are identified in about 1 second in Matlab on a standard desktop pc.
Recommendations
- Tensor networks for MIMO LPV system identification
- A tensor network Kalman filter with an application in recursive MIMO Volterra system identification
- Matrix output extension of the tensor network Kalman filter with an application in MIMO Volterra system identification
- Tensor network subspace identification of polynomial state space models
- Nonlinear system identification with regularized tensor network B-splines
Cites work
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Multilinear Singular Value Decomposition
- A practical introduction to tensor networks: Matrix product states and projected entangled pair states
- Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young decomposition
- Constructive representation of functions in low-rank tensor formats
- DMRG approach to fast linear algebra in the TT-format
- Eigenvalues of a real supersymmetric tensor
- Nonlinear system modeling and identification using Volterra‐PARAFAC models
- On local convergence of alternating schemes for optimization of convex problems in the tensor train format
- Optimal expansions of discrete-time Volterra models using Laguerre functions
- Subspace methods for system identification.
- TT-cross approximation for multidimensional arrays
- Tensor Decompositions and Applications
- Tensor Rank and the Ill-Posedness of the Best Low-Rank Approximation Problem
- Tensor rank is NP-complete
- Tensor-train decomposition
- The alternating linear scheme for tensor optimization in the tensor train format
Cited in
(21)- Modeling nonlinear systems using the tensor network B‐spline and the multi‐innovation identification theory
- Noniterative tensor network‐based algorithm for Volterra system identification
- Nonlinear system identification with regularized tensor network B-splines
- Matrix output extension of the tensor network Kalman filter with an application in MIMO Volterra system identification
- Tensor network subspace identification of polynomial state space models
- An efficient recursive identification algorithm for multilinear systems based on tensor decomposition
- Computing low-rank approximations of large-scale matrices with the tensor network randomized SVD
- System identification based on tensor decompositions: a trilinear approach
- Learning low-dimensional separable decompositions of MIMO non-linear systems
- Tensor \(z\)-transform
- Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory
- Nonlinear blind identification with three-dimensional tensor analysis
- Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition
- A tensor network Kalman filter with an application in recursive MIMO Volterra system identification
- Tensor networks for MIMO LPV system identification
- Identification of Wiener channels using a tensor approach
- Faster tensor train decomposition for sparse data
- Alternating Linear Scheme in a Bayesian Framework for Low-Rank Tensor Approximation
- On a generalization of the spectral Mantel's theorem
- Nonlinear system identification for multivariable control via discrete-time Chen-Fliess series
- Phase-based order separation for Volterra series identification
This page was built for publication: Tensor network alternating linear scheme for MIMO Volterra system identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1680890)
