Identification of fully parameterized linear and nonlinear state-space systems by projected gradient search

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 36, Issue 16, 2003, Pages 711-716

  Verdult, Vincent ^a   Bergboer, Niek ^b   Verhaegen, Michel ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

bilinear systems; maximum likelihood; nonlinear models; nonlinear programming; numerical algorithms; state space methods; System identification

Indexed keywords

IDENTIFICATION (CONTROL SYSTEMS); MAXIMUM LIKELIHOOD; NONLINEAR PROGRAMMING; NUMERICAL METHODS; PARAMETERIZATION; RELIGIOUS BUILDINGS; STATE SPACE METHODS;

BILINEAR SYSTEM; COMPUTATIONALLY EFFICIENT; IDENTIFICATION PROCEDURE; LINEAR PARAMETER VARYING; NON-LINEAR MODEL; NON-LINEAR OPTIMIZATION PROBLEMS; NUMERICAL ALGORITHMS; SUBSPACE IDENTIFICATION METHODS;

PARAMETER ESTIMATION;

EID: 85014178025     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/S1474-6670(17)34845-0     Document Type: Conference Paper

References (29)

1. T. Avdeenko On structural identifi ability of system parameters of linear models Preprints of the 15th IFAC World COngress Barcelona, Spain 2002
2. N. Bergboer, V. Verdult, and M. Verhaegen An efficient implementation of maximum likelihood identification of LTI state-space models by local gradient search Proceedings of the 41st IEEE Conference on Decision and Control Las Vegas, Nevada 2002
3. J. Bruls, C.T. Chou, B. Haverkamp, and M. Verhaegen Linear and non-linear system identification using separable leastsquares European journal of Control 5 1 1999 116 128
4. H. Chen, and J. Maciejowski An improved subspace identification method for bilinear systems Proccedings of The 39th IEE Conference on Decision and Control Sydney, Australia 2000
5. B. David, and G. Bastin An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems Automatica 37 1 2001 99 106
6. M. Deistler, and T. Ribarits Parametrizations of linear systems by data driven local coordinates Proceedings of the 40th IEEE Conference on Decision and Control Orlando, Florida 2001 4754 4759
7. W. Favoreel Subspace Methods for Identification and Control of Linear and Bilinear Systems PhD thesis 1999 Faculty of Engineering, K. U. Leuven Leuven, Belgium
8. w. Favoreel, B. De Moor, and P. Van Overschee Subspace identification of bilinear systems subject to white inputs IEEE transactions on Automatic control 44 6 1999 1157 1165
9. F. Fnaiech, and L. Ljung Recursive identification of bilinear systems International Journal of Control 45 2 1987 453 470
10. G.H. Golub, and C.F. Van Loan Matrix Computations third ed. 1996 The Johns Hopkins University Press Baltimore, Maryland
11. G.H. Golub, and V. Pereyra The differentiation of pseudoinverses and nonlinear least squares problems whose variables separate SIAM Journal of Numerical Analysis 10 2 1973 413 432
12. A. Isidori Direct construction of minimal bilinear realizations from nonlinear input-output maps IEEE Transactions on Automatic Control 18 6 1973 626 631
13. L.H. Lee, and K. Poolla Identification of linear parameter varying systems using nonlinear programming Journal of Dynamic Systems, Measurement and Control 121 1 1999 71 78
14. L. Ljung System Identification: Theory for the User second ed. 1999 Prentice-Hall Upper Saddle River, New Jersey
15. T. McKelvey A new minimal local parametrization for multivariable linear systems Preprints of the 15th IFAC World Congress Barcelona, Spain 2002
16. T. McKelvey, and A. Helmersson System identification using an over-parametrized model class: Improving the optimization algorithm Proceedings of the 36th IEEE Conference on Decision and Control San Diego, California 1997 2984 2989
17. J.J. Moré The Levenberg-Marquardt algorithm: Implementation and theory. In: Numerical Analysis G.A. Watson, 630 of Lecture Notes in Mathematics 1978 Springer Verlag Berlin 106 116
18. R. Murray-Smith, and T.A. Johansen Multiple Model Approaches to Modelling and Control 1997 Taylor and Francis London
19. T. Ribarits, and M. Deistler Data driven local coordinates: Some new topological and geometrical results Preprints of the 15th IEAC World Congress Barcelona, Spain 2002
20. J. Sjöberg On estimation of nonlinear black-box models: How to obtain a good initialization Proceedings of the 1997 IEEE Workshop Neural Networks for Signal Processing VII 1997 Amelia Island Plantation Florida 72 81
21. P. Van Oversehee, and B. De Moor Subspace Identification for Linear Systems; Theory, Implementation, Applications 1996 Kluwer Academic Publishers Dordrecht, The Netherlands
22. V. Verdult Nonlinear System Identification: A State-Space Approach PhD thesis 2002 University of Twente, Faculty of Applied Physics Enschede, The Netherlands
23. V. Verdult, and M. Verhaegen Identification of multivariable bilinear state space systems based on subspace techniques and separable least squares optimization International Journal of Control 74 18 2001 1824 1836
24. V. Verdult, and M. Verhaegen Subspace identification of multivariable linear parameter-varying systems Automatica 38 5 2002 805 814
25. V. Verdult, L. Ljung, and M. Verhaegen Identification of composite local linear state-space models using a projected gradient search Technical report 2001 Accepted for publication in International Journal of Control
26. V. Verdult, N. Bergboer, and M. Verhaegen Maximum likelihood ideniili cation of multivariable bilinear state-space systems by projected gradient search Proceedings of the 41st IEEE Cimference on Decision and Control Las Vegas, Nevada 2002
27. M. Verhaegen Idenentification of the deterministic part of MIMO state space models given in innovations form from input-output data Automatica 30 1 1994 61 74
28. M. Verhaegen, and D. Westwick Identifying MIMO Ham-merstein systems in the context of subspace model identification methods International Journal of Control 63 2 1996 331 349
29. D. Westwick, and M. Verhaegen Identifying MIMO Wiener systems using subspace model identification methods Signal Processing 52 2 1996 235 258