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Identification of box-jenkins models using structured ARX models and nuclear norm relaxation
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-9368-3079
The University of Newcastle, Australia.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0003-0355-2663
2012 (English)In: 16th IFAC Symposium on System Identification, IFAC , 2012, 322-327 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this contribution we present a method to estimate structured high order ARX models. By this we mean that the estimated model, despite its high order is close to a low order model. This is achieved by adding two terms to the least-squares cost function. These two terms correspond to nuclear norms of two Hankel matrices. These Hankel matrices are constructed from the impulse response coefficients of the inverse noise model, and the numerator polynomial of the model dynamics, respectively. In a simulation study the method is shown to be competitive as compared to the prediction error method. In particular, in the study the performance degrades more gracefully than for the Prediction Error Method when the signal to noise ratio decreases.

Place, publisher, year, edition, pages
IFAC , 2012. 322-327 p.
Series
IFAC Proceedings Volumes (IFAC-PapersOnline), ISSN 1474-6670 ; 16
Keyword [en]
Impulse response, Matrix algebra
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-72588DOI: 10.3182/20120711-3-BE-2027.00259Scopus ID: 2-s2.0-84867072438ISBN: 978-390282306-9 (print)OAI: oai:DiVA.org:kth-72588DiVA: diva2:488369
Conference
16th IFAC Symposium on System Identification (SYSID 2012), Bruxelles; 11 July 2012 through 13 July 2012
Funder
ICT - The Next Generation
Note

QC 20121122

Available from: 2012-02-01 Created: 2012-01-31 Last updated: 2013-04-15Bibliographically approved

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Hjalmarsson, HåkanRojas, Cristian R.

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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