Local modelling with a priori known bounds using direct weight optimization

European Control Conference, ECC 2003

Volumn , Issue , 2003, Pages 2138-2143

  Roll, Jacob ^a   Nazin, Alexander ^b   Ljung, Lennart ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

^b TRAPEZNIKOV INSTITUTE OF CONTROL SCIENCES   (Russian Federation)

Author keywords

Convex programming; Local modelling; Minimax techniques; Non parametric identification; Nonlinear systems

Indexed keywords

CONVEX OPTIMIZATION; MEAN SQUARE ERROR; NONLINEAR DYNAMICAL SYSTEMS; NONLINEAR SYSTEMS;

LOCAL MODELLING; LOCAL NEIGHBORHOODS; MEAN SQUARED ERROR; MINIMAX TECHNIQUES; NON-ASYMPTOTIC; NON-PARAMETRIC IDENTIFICATION; POINT OF INTEREST; WEIGHT OPTIMIZATION;

MODEL PREDICTIVE CONTROL;

EID: 84949110830     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.2003.7085283     Document Type: Conference Paper

References (14)

1. Stephen Boyd and Lieven Vandenberghe. Convex optimization. Course Reader for EE364, Introduction to Convex Optimization with Engineering Applications, Stanford University, May 3, 1999.
2. Leo Breiman, Jerome H. Friedman, Richard A. Olshen, and Charles J. Stone. Classification And Regression Trees. Wadsworth & Brooks/Cole Advanced Books & Software, 1984.
3. J. Fan and I. Gijbels. Local Polynomial Modelling and Its Applications. Chapman & Hall, 1996.
4. Johan Löfberg. YALMIP 2.2 - Yet Another LMI Parser. Linköping University, SE-581 83 Linköping, Sweden, 2002. http://www.control.isy.liu.se/~johanl/yalmip.html.
5. Roderick Murray-Smith and Tor Arne Johansen, editors. Multiple Model Approaches to Modelling and Control. Taylor & Francis, 1997.
6. E. A. Nadaraya. On estimating regression. Theory of Probability and its Applications, 10:186-190, 1964.
7. Jacob Roll. Local and Piecewise Affine Approaches to System Identification. PhD thesis, Department of Electrical Engineering, Linköping University, SE-581 83 Linköping, Sweden, April 2003.
8. Jacob Roll, Alexander Nazin, and Lennart Ljung. A nonasymptotic approach to local modelling. In The 41st IEEE Conference on Decision and Control, pages 638-643, December 2002.
9. Jacob Roll, Alexander Nazin, and Lennart Ljung. Local modelling of nonlinear dynamic systems using direct weight optimization. Accepted for the 13th IFAC Symposium on System Identification, Rotterdam, August 2003.
10. J. Sacks and D. Ylvisaker. Linear estimation for approximately linear models. The Annals of Statistics, 6(5):1122-1137, 1978.
11. J. Sjöberg, Q. Zhang, L. Ljung, A. Benveniste, B. Delyon, P. Y. Glorennec, H. Hjalmarsson, and A. Juditsky. Nonlinear black-box modeling in system identification: a unified overview. Automatica, 31(12):1691-1724, 1995.
12. Anders Stenman. Model on Demand: Algorithms, Analysis and Applications. PhD thesis, Department of Electrical Engineering, Linköping University, SE-581 83 Linköping, Sweden, 1999.
13. Jos F. Sturm. SeDuMi 1.05, 2002. http://fewcal.kub.nl/sturm/software/sedumi.html.
14. Geoffrey S. Watson. Smooth regression analysis. Sankhya¯, Series A, 26:359-372, 1964.