메뉴 건너뛰기




Volumn 15, Issue PART 1, 2009, Pages 1-20

Some system identification challenges and approaches

Author keywords

Bayesian estimation; Maximum likelihood methods; Prediction error estimation

Indexed keywords

BAYESIAN NETWORKS; ECONOMICS; ERROR ANALYSIS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); MAXIMUM LIKELIHOOD ESTIMATION; MODEL STRUCTURES; RELIGIOUS BUILDINGS; SIGNAL PROCESSING; STATISTICAL MECHANICS;

EID: 80051623188     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20090706-3-fr-2004.00001     Document Type: Conference Paper
Times cited : (17)

References (88)
  • 2
    • 35548961937 scopus 로고    scopus 로고
    • 200 years of the least squares method
    • A. Abdulle and G. Wanner. 200 years of the least squares method. Elemente der Mathematik, 57:45-60, 2002.
    • (2002) Elemente der Mathematik , vol.57 , pp. 45-60
    • Abdulle, A.1    Wanner, G.2
  • 4
    • 0019055234 scopus 로고
    • Maximum likelihood and prediction error methods
    • DOI 10.1016/0005-1098(80)90078-3
    • K.J. Åström. Maximum likelihood and prediction error methods. Automatica, 16:551-574, 1980. (Pubitemid 11452707)
    • (1980) Automatica , vol.16 , Issue.5 , pp. 551-574
    • Astrom, K.J.1
  • 5
    • 0015035795 scopus 로고
    • System identification a survey
    • K.J. Åström and Peter Eykhoff. System identification a survey. Automatica, 7:123-162, 1971.
    • (1971) Automatica , vol.7 , pp. 123-162
    • Åström, K.J.1    Eykhoff, P.2
  • 6
    • 0002182664 scopus 로고
    • Numerical identification of linear dynamic systems from normal operating records
    • Teddington, UK
    • K.L. Åström and T. Bohlin. Numerical identification of linear dynamic systems from normal operating records. In Proceedings of the IFAC Symposium on Self-Adaptive Systems, Teddington, UK, pages 96- 111, 1965.
    • (1965) Proceedings of the IFAC Symposium on Self-Adaptive Systems , pp. 96-111
    • Åström, K.L.1    Bohlin, T.2
  • 7
    • 0033165042 scopus 로고    scopus 로고
    • Consistency and asymptotic Normality of some subspace algorithms for systems without observed inputs
    • D. Bauer, M. Deistler, and W. Scherrer. Consistency and asymptotic Normality of some subspace algorithms for systems without observed inputs. Automatica, 35:1243-1254, 1999.
    • (1999) Automatica , vol.35 , pp. 1243-1254
    • Bauer, D.1    Deistler, M.2    Scherrer, W.3
  • 8
    • 0033899261 scopus 로고    scopus 로고
    • Analysis of the asymptotic properties of the MOESP type of subspace algorithms
    • DOI 10.1016/S0005-1098(99)00174-0
    • Dietmar Bauer and Magnus Jansson. Analysis of the asymptotic properties of the moesp type of subspace algorithms. Automatica, 36(4):497-509, April 2000. (Pubitemid 30550604)
    • (2000) Automatica , vol.36 , Issue.4 , pp. 497-509
    • Bauer, D.1    Jansson, M.2
  • 9
    • 0000353178 scopus 로고
    • A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains
    • L.E. Baum, T. Petrie, G. Soules, and N. Weiss. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Annals of Mathematical Statistics, 41:164-171, 1970.
    • (1970) Annals of Mathematical Statistics , vol.41 , pp. 164-171
    • Baum, L.E.1    Petrie, T.2    Soules, G.3    Weiss, N.4
  • 10
    • 0036993420 scopus 로고    scopus 로고
    • An efficient implementation of Maximum Likelihood identification of LTI state-space models by local gradient search
    • Las Vegas, USA, December
    • Niek H. Bergboer, Vincent Verdult, and Michel H.G. Verhaegen. An efficient implementation of Maximum Likelihood identification of LTI state-space models by local gradient search. In Proceedings of the 41st IEEE CDC, Las Vegas, USA, December 2002.
    • (2002) Proceedings of the 41st IEEE CDC
    • Bergboer, N.H.1    Verdult, V.2    Verhaegen, M.H.G.3
  • 12
    • 0042522430 scopus 로고    scopus 로고
    • EM-based multiuser detection in fast fading multipath environments
    • M.J. Borran and B Aazhang. EM-based multiuser detection in fast fading multipath environments. In Proc. EURASIP, volume 8, pages 787-796, 2002.
    • (2002) Proc. EURASIP , vol.8 , pp. 787-796
    • Borran, M.J.1    Aazhang, B.2
  • 13
    • 0018011435 scopus 로고
    • Kronecker products and matrix calculus in system theory
    • September
    • John W. Brewer. Kronecker products and matrix calculus in system theory. IEEE Transactions on Circuits and Systems, 25(9):772-781, September 1978.
    • (1978) IEEE Transactions on Circuits and Systems , vol.25 , Issue.9 , pp. 772-781
    • Brewer, J.W.1
  • 15
    • 0346093804 scopus 로고    scopus 로고
    • Asymptotic variance of subspace estimates
    • A. Chiuso and G. Picci. Asymptotic variance of subspace estimates. Journal of Econometrics, 118(1- 2):257-291, 2004.
    • (2004) Journal of Econometrics , vol.118 , Issue.1-2 , pp. 257-291
    • Chiuso, A.1    Picci, G.2
  • 17
    • 0001185873 scopus 로고
    • An essay towards solving a problem in the doctrine of chances
    • Rev.Mr.Bayes (communicated by Mr.Price)
    • Rev.Mr.Bayes (communicated by Mr.Price). An essay towards solving a problem in the doctrine of chances. Philosophical Transactions of the Royal Society of London, 53:370-418, 1763.
    • (1763) Philosophical Transactions of the Royal Society of London , vol.53 , pp. 370-418
  • 18
    • 33747727601 scopus 로고    scopus 로고
    • Wavelet-based statistical signal processing using hidden Markov models
    • PII S1053587X98025045
    • Matthew Crouse, Robert Nowak, and Richard Baraniuk. Wavelet-based statistical signal processing using hidden Markov models. IEEE Transactions on Signal Processing, 46(4):886-902, April 1998. (Pubitemid 128743828)
    • (1998) IEEE Transactions on Signal Processing , vol.46 , Issue.4 , pp. 886-902
    • Crouse, M.S.1    Nowak, R.D.2    Baraniuk, R.G.3
  • 22
    • 0001460136 scopus 로고    scopus 로고
    • On sequential Monte Carlo sampling methods for bayesian filtering
    • A. Doucet, S. J. Godsill, and C. Andrieu. On sequential Monte Carlo sampling methods for Bayesian filtering. Statistics and Computing, 10(3):197-208, 2000.
    • (2000) Statistics and Computing , vol.10 , Issue.3 , pp. 197-208
    • Doucet, A.1    Godsill, S.J.2    Andrieu, C.3
  • 24
    • 0032685751 scopus 로고    scopus 로고
    • Subspace identification of bilinear systems subject to white inputs
    • Wouter Favoreel, Bart De Moor, and Peter Van Overschee. Subspace identification of bilinear systems subject to white inputs. IEEE Trans. Automat. Control, 44(6):1157-1165, 1999.
    • (1999) IEEE Trans. Automat. Control , vol.44 , Issue.6 , pp. 1157-1165
    • Favoreel, W.1    De Moor, B.2    Van Overschee, P.3
  • 25
    • 0001676864 scopus 로고
    • On an absolute criterion for fitting frequency curves
    • R.A. Fisher. On an absolute criterion for fitting frequency curves. Mess. Math., 41:155, 1912.
    • (1912) Mess. Math , vol.41 , pp. 155
    • Fisher, R.A.1
  • 26
    • 0001735517 scopus 로고
    • On the mathematical foundations of theoretical statistics
    • London, Series A
    • R.A. Fisher. On the mathematical foundations of theoretical statistics. Philosophical Transactions of the Royal Society, London, Series A, (222):309-368, 1922.
    • (1922) Philosophical Transactions of the Royal Society , vol.222 , pp. 309-368
    • Fisher, R.A.1
  • 28
    • 33845515671 scopus 로고    scopus 로고
    • A personal view of the development of system identification
    • December
    • Michel Gevers. A personal view of the development of system identification. IEEE Control Systems Magazine, pages 93-105, December 2006.
    • (2006) IEEE Control Systems Magazine , pp. 93-105
    • Gevers, M.1
  • 29
    • 23744482704 scopus 로고    scopus 로고
    • Robust maximum-likelihood estimation of multivariable dynamic systems
    • DOI 10.1016/j.automatica.2005.05.008, PII S0005109805001810
    • Stuart Gibson and Brett Ninness. Robust maximumlikelihood estimation of multivariable dynamic systems. Automatica, 41(10):1667-1682, 2005. (Pubitemid 41119026)
    • (2005) Automatica , vol.41 , Issue.10 , pp. 1667-1682
    • Gibson, S.1    Ninness, B.2
  • 30
    • 27644543355 scopus 로고    scopus 로고
    • Maximum-likelihood parameter estimation of bilinear systems
    • DOI 10.1109/TAC.2005.856664
    • Stuart Gibson, Adrian Wills, and Brett Ninness. Maximum-likelihood parameter estimation of bilinear systems. IEEE Transactions on Automatic Control, 50(10):1581-1596, 2005. (Pubitemid 41555606)
    • (2005) IEEE Transactions on Automatic Control , vol.50 , Issue.10 , pp. 1581-1596
    • Gibson, S.1    Wills, A.2    Ninness, B.3
  • 32
    • 27644524925 scopus 로고    scopus 로고
    • Subspace identification of Hammerstein systems using least squares support vector machines
    • DOI 10.1109/TAC.2005.856647
    • I. Goethals, K. Pelckmans, J. A. K. Suykens, and B. De Moor. Supspace Identification of Hammerstein Systems Using Least Squares Support Vector Machines. IEEE Transactions on Automatic Control, 50(10):pp1509-1519, 2005. (Pubitemid 41555601)
    • (2005) IEEE Transactions on Automatic Control , vol.50 , Issue.10 , pp. 1509-1519
    • Goethals, I.1    Pelckmans, K.2    Suykens, J.A.K.3    De Moor, B.4
  • 33
    • 33847199757 scopus 로고    scopus 로고
    • Approximate em algorithms for parameter and state estimation in nonlinear stochastic models
    • DOI 10.1109/CDC.2005.1582183, 1582183, Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
    • G. C. Goodwin and J. C. Agüero. Approximate EM algorithms for parameter and state estimation in nonlinear stochastic models. In Proceedings of the 44th IEEE conference on decision and control (CDC) and the European Control Conference (ECC), pages 368-373, Seville, Spain, December 2005. (Pubitemid 46296994)
    • (2005) Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 , vol.2005 , pp. 368-373
    • Goodwin, G.C.1    Aguero, J.C.2
  • 38
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using markov chains and their applications
    • W.K. Hastings. Monte Carlo sampling methods using Markov chains and their applications. Biometrika, 57:97-109, 1970.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 39
    • 0027595035 scopus 로고
    • Identification of ARX-models subject to missing data
    • Alf J. Isaksson. Identification of ARX-models subject to missing data. IEEE Trans. Automat. Control, 38(5):813-819, 1993.
    • (1993) IEEE Trans. Automat. Control , vol.38 , Issue.5 , pp. 813-819
    • Alf, J.I.1
  • 41
  • 42
    • 0016534703 scopus 로고
    • Bilinear and nonlinear realizations of input-output maps
    • Arthur J. Krener. Bilinear and nonlinear realizations of input-output maps. SIAM J. Control, 13:827-834, 1975.
    • (1975) SIAM J. Control , vol.13 , pp. 827-834
    • Krener, A.J.1
  • 43
    • 0033100978 scopus 로고    scopus 로고
    • Identification of linear parameter-varying systems using nonlinear programming
    • March
    • L. H. Lee and K. Poolla. Identification of linear parameter-varying systems using nonlinear programming. Journal of Dynamic Systems, Management, and Control, 121:71-78, March 1999.
    • (1999) Journal of Dynamic Systems, Management, and Control , vol.121 , pp. 71-78
    • Lee, L.H.1    Poolla, K.2
  • 47
  • 50
    • 0018021189 scopus 로고
    • Convergence analysis of parametric identification methods
    • L.Ljung. Convergence analysis of parametric identification methods. IEEE Transactions on Automatic Control, AC-23(5):770-783, 1978. (Pubitemid 9396009)
    • (1978) IEEE Transactions on Automatic Control , vol.AC-23 , Issue.5 , pp. 770-783
    • Lennart, L.1
  • 51
    • 0018753407 scopus 로고
    • Asymptotic normality of prediction error estimators for approximate system models
    • L.Ljung and P.E.Caines. Asymptotic Normality of prediction error estimators for approximate system models. Stochastics, 3:29-46, 1979. (Pubitemid 10428005)
    • (1979) Stochastics , vol.3 , Issue.1 , pp. 29-46
    • Lennart, L.1    Caines Peter, E.2
  • 52
    • 1642289100 scopus 로고    scopus 로고
    • Data driven local coordinates for multivariable linear systems and their application to system identification
    • T. McKelvey, A. Helmersson, and T. Ribarits. Data driven local coordinates for multivariable linear systems and their application to system identification. Automatica, 40:1629-1635, 2004.
    • (2004) Automatica , vol.40 , pp. 1629-1635
    • McKelvey, T.1    Helmersson, A.2    Ribarits, T.3
  • 53
    • 1642302191 scopus 로고    scopus 로고
    • A dynamical minimal parametrization of multivariable linear systems and its application to optimization and system identification
    • Beijing, P. R. China
    • Tomas McKelvey and Anders Helmersson. A dynamical minimal parametrization of multivariable linear systems and its application to optimization and system identification. In Proc. of the 14th World Congress of IFAC, volume H, pages 7-12, Beijing, P. R. China, 1999.
    • (1999) Proc. of the 14th World Congress of IFAC , vol.H , pp. 7-12
    • McKelvey, T.1    Helmersson, A.2
  • 58
    • 0026169642 scopus 로고
    • Optimal inner bounds of feasible parameter set in linear estimation with bounded noise
    • M. Milanese and A. Vicino. Optimal inner bounds of feasible parameter set in linear estimation with bounded noise. IEEE Transactions on Automatic Control, 36(6):759, 1991.
    • (1991) IEEE Transactions on Automatic Control , vol.36 , Issue.6 , pp. 759
    • Milanese, M.1    Vicino, A.2
  • 59
    • 43949176429 scopus 로고
    • Information based complexity and nonparametric worst-case system identification
    • December
    • M. Milanese and A. Vicino. Information based complexity and nonparametric worst-case system identification. Journal of Complexity, 9(4):427-446, December 1993.
    • (1993) Journal of Complexity , vol.9 , Issue.4 , pp. 427-446
    • Milanese, M.1    Vicino, A.2
  • 60
    • 0034318315 scopus 로고    scopus 로고
    • Strong laws of large numbers under weak assumptions with application
    • DOI 10.1109/9.887637
    • Brett Ninness. Strong laws of large numbers under weak assumptions with applications. IEEE Transactions on Automatic Control, 45(11):2117-2122, November 2000. (Pubitemid 32085232)
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.11 , pp. 2117-2122
    • Ninness, B.1
  • 61
    • 85184651995 scopus 로고    scopus 로고
    • Bayesian system identification via markov chain monte carlo techniques
    • Provisionally Accepted As A Full Paper
    • Brett Ninness and Soren Henriksen. Bayesian system identification via markov chain monte carlo techniques. Provisionally accepted as a full paper, Automatica, 2009.
    • (2009) Automatica
    • Ninness, B.1    Henriksen, S.2
  • 62
  • 64
    • 0023382218 scopus 로고
    • Identification and application of bounded-parameter models
    • DOI 10.1016/0005-1098(87)90079-3
    • J.P. Norton. Identification and application of bounded parameter models. automatica, 23:497-507, 1987. (Pubitemid 17637295)
    • (1987) Automatica , vol.23 , Issue.4 , pp. 497-507
    • Norton, J.P.1
  • 65
    • 0023288369 scopus 로고
    • Identification of parameter bounds for armax models from records with bounded noise
    • J.P. Norton. Identification of parameter bounds of ARMAX models from records with bounded noises. International Journal of Control, 42:375-390, 1987. (Pubitemid 17533105)
    • (1987) International Journal of Control , vol.45 , Issue.2 , pp. 375-390
    • Norton, J.P.1
  • 68
    • 0013037129 scopus 로고    scopus 로고
    • Optimal Scaling for Various Metropolis-Hastings Algorithms
    • DOI 10.1214/ss/1015346320
    • Gareth O. Roberts and Jeffrey S. Rosenthal. Optimal scaling for various Metropolis-Hastings algorithms. Statistical Science, 16(4):351-367, November 2001. (Pubitemid 33636356)
    • (2001) Statistical Science , vol.16 , Issue.4 , pp. 351-367
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 70
    • 85184627743 scopus 로고    scopus 로고
    • Facts, conjectures, and Improvements for Simulated Annealing
    • P. Salamon, P. Sibani, and R. Frost. Facts, conjectures, and Improvements for Simulated Annealing. SIAM, Philadelphia, 2002.
    • (2002) SIAM, Philadelphia
    • Salamon, P.1    Sibani, P.2    Frost, R.3
  • 71
    • 77957576902 scopus 로고    scopus 로고
    • System identification of nonlinear state space models
    • Submitted to
    • Thomas Schön, Adrian Wills, and Brett Ninness. System identification of nonlinear state space models. Submitted to Automatica, 2009.
    • (2009) Automatica
    • Schön, T.1    Wills, A.2    Ninness, B.3
  • 72
    • 0024054707 scopus 로고
    • A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems
    • Mordechai Segal and Ehud Weinstein. A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems. IEEE Transactions on Automatic Control, 33(8):763-766, 1988.
    • (1988) IEEE Transactions on Automatic Control , vol.33 , Issue.8 , pp. 763-766
    • Segal, M.1    Weinstein, E.2
  • 73
    • 84986753417 scopus 로고
    • An approach to time series smoothing and forecasting using the em algorithm
    • R. H. Shumway and D. S. Stoffer. An approach to time series smoothing and forecasting using the EM algorithm. Journal of time series analysis, 3(4):253-264, 1982.
    • (1982) Journal of Time Series Analysis , vol.3 , Issue.4 , pp. 253-264
    • Shumway, R.H.1    Stoffer, D.S.2
  • 75
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • With discussion and a rejoinder by the author
    • Luke Tierney. Markov chains for exploring posterior distributions. Ann. Statist., 22(4):1701-1762, 1994. With discussion and a rejoinder by the author.
    • (1994) Ann. Statist , vol.22 , Issue.4 , pp. 1701-1762
    • Tierney, L.1
  • 77
    • 0028330583 scopus 로고
    • N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
    • DOI 10.1016/0005-1098(94)90230-5
    • Peter van Overschee and Bart de Moor. N4SID:Subspace algortihms for the identification of combined deterministic-stochastic systems. Automatica, 30(1):75-93, 1994. (Pubitemid 124007975)
    • (1994) Automatica , vol.30 , Issue.1 , pp. 75-93
    • Van Overschee, P.1    De Moor, B.2
  • 78
  • 80
    • 0036990516 scopus 로고    scopus 로고
    • Maximum Likelihood identification of multivariable bilinear state-space systems by projected gradient search
    • Las Vegas, USA, December
    • Vincent Verdult, Niek Bergboer, and Michel Verghaegen. Maximum Likelihood identification of multivariable bilinear state-space systems by projected gradient search. In Proceedings of the 41st IEEE CDC, Las Vegas, USA, December 2002.
    • (2002) Proceedings of the 41st IEEE CDC
    • Verdult, V.1    Bergboer, N.2    Verghaegen, M.3
  • 81
    • 0028330582 scopus 로고
    • Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
    • DOI 10.1016/0005-1098(94)90229-1
    • M. Verhaegen. Identification of the deterministic part of MIMO state space models in innovations form from input-output data. Automatica, 30(1):61-74, January 1994. (Pubitemid 124007974)
    • (1994) Automatica , vol.30 , Issue.1 , pp. 61-74
    • Verhaegen, M.1
  • 83
    • 0024714671 scopus 로고
    • Exact recursive polyhedral description of the feasible parameter set for bounded-error models
    • E. Walter and H.Piet-Lahanier. Exact recursive polyhedral description of the feasible parameter set for bounded-error models. IEEE Transactions on Automatic Control, AC-34:911-914, 1989.
    • (1989) IEEE Transactions on Automatic Control , vol.AC-34 , pp. 911-914
    • Walter, E.1    Piet-Lahanier, H.2
  • 86
    • 52949086652 scopus 로고    scopus 로고
    • On gradient-based search for multivariable system estimates
    • Adrian Wills and Brett Ninness. On gradient-based search for multivariable system estimates. IEEE Trans. Automat. Control, 53(1):298-306, 2008.
    • (2008) IEEE Trans. Automat. Control , vol.53 , Issue.1 , pp. 298-306
    • Wills, A.1    Ninness, B.2
  • 87
    • 59649084670 scopus 로고    scopus 로고
    • Maximum likelihood estimation of state space models from frequency domain data
    • Adrian Wills, Brett Ninness, and Stuart Gibson. Maximum likelihood estimation of state space models from frequency domain data. IEEE Transactions on Automatic Control, 54(1):19-33, 2009.
    • (2009) IEEE Transactions on Automatic Control , vol.54 , Issue.1 , pp. 19-33
    • Wills, A.1    Ninness, B.2    Gibson, S.3
  • 88
    • 0000419261 scopus 로고
    • Direct search methods: Once scorned, now respectable
    • (Dundee, 1995), Longman, Harlow
    • M. H. Wright. Direct search methods: once scorned, now respectable. In Numerical analysis 1995 (Dundee, 1995), pages 191-208. Longman, Harlow, 1996.
    • (1995) Numerical Analysis , pp. 191-208
    • Wright, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.