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On Re-Weighting, Regularization Selection, and Transient in Nuclear Norm Based Identification
KTH, School of Electrical Engineering (EES), Automatic Control. (System Identification)ORCID iD: 0000-0001-5474-7060
KTH, School of Electrical Engineering (EES), Automatic Control. (System Identification)
2015 (English)Conference paper (Refereed)
Abstract [en]

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
Elsevier, 2015.
, IFAC-PapersOnLine
National Category
Signal Processing
Research subject
Electrical Engineering
URN: urn:nbn:se:kth:diva-186218DOI: 10.1016/j.ifacol.2015.12.106OAI: diva2:926245
17th IFAC Symposium on System Identification

QC 20160512

Available from: 2016-05-04 Created: 2016-05-04 Last updated: 2016-06-08Bibliographically approved

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Abdalmoaty, MohamedHjalmarsson, Håkan
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