Spectrum estimation in innovation models by a nuclear norm optimization based algorithm

AKÇAY H., TÜRKAY S.

3rd IEEE Colombian Conference on Automatic Control (CCAC), Cartagena, Kolombiya, 18 - 20 Ekim 2017 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Cartagena
  • Basıldığı Ülke: Kolombiya
  • Anahtar Kelimeler: system identification, power spectrum, subspace method, nuclear norm, regularization, innovation model, FREQUENCY-DOMAIN, SYSTEM-IDENTIFICATION, RANK MINIMIZATION
  • Anadolu Üniversitesi Adresli: Evet

Özet

In this paper, identification of multi-input/multioutput (Ml MO) state-space models in the innovation form by a regularized-nuclear norm optimization based subspace algorithm is studied. Parametrization issues arc carefully addressed for MIMO state-space models. The optimization problem formulated in this paper allows one to utilize a variety of norms in the objective function including the nuclear and the quadratic norms without affecting the parametrization results. A numerical example illustrates the results derived in the paper.