A Least Squares Method for Identification of Feedback Cascade Systems
2015 (English)In: 17th IFAC Symposium on System Identification SYSID 2015 — Beijing, China, 19–21 October 2015, IFAC Papers Online, 2015, Vol. 48, 98-103 p.Conference paper (Refereed)
The problem of identification of systems in dynamic networks is considered. Although the prediction error method (PEM) can be applied to the overall system, the non-standard model structure requires solving a non-convex optimization problem. Alternative methods have been proposed, such as instrumental variables and indirect PEM. In this paper, we first consider acyclic cascade systems, and argue that these methods have different ranges of applicability. Then, for a network with feedback connection, we propose an approach to deal with the fact that indirect PEM yields a non-convex problem in that case. A numerical simulation may indicate that this approach is competitive with other existing methods.
Place, publisher, year, edition, pages
IFAC Papers Online, 2015. Vol. 48, 98-103 p.
IdentifiersURN: urn:nbn:se:kth:diva-179574DOI: 10.1016/j.ifacol.2015.12.107OAI: oai:DiVA.org:kth-179574DiVA: diva2:884950
17th IFAC Symposium on System Identification, October 19-21, 2015, Beijing International Convention Center, Beijing, China
QC 201603182015-12-172015-12-172016-03-18Bibliographically approved