On Re-Weighting, Regularization Selection, and Transient in Nuclear Norm Based Identification
2015 (English)Conference paper (Refereed)
In this contribution, we consider the classical problem of estimating an Output Error model given a set of input-output measurements. First, we develop a regularization method based on the re-weighted nuclear norm heuristic. We show that the re-weighting improves the estimate in terms of better fit. Second, we suggest an implementation method that helps in eliminating the regularization parameters from the problem by introducing a constant based on a validation criterion. Finally, we develop a method for considering the effect of the transient when the initial conditions are unknown. A simple numerical example is used to demonstrate the proposed method in comparison to classical and another recent method based on the nuclear norm heuristic.
Place, publisher, year, edition, pages
Research subject Electrical Engineering
IdentifiersURN: urn:nbn:se:kth:diva-186218DOI: 10.1016/j.ifacol.2015.12.106OAI: oai:DiVA.org:kth-186218DiVA: diva2:926245
17th IFAC Symposium on System Identification
QC 201605122016-05-042016-05-042016-06-08Bibliographically approved