Title of article :
MINLIP for the identification of monotone Wiener systems
Author/Authors :
Pelckmans، نويسنده , , Kristiaan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Pages :
8
From page :
2298
To page :
2305
Abstract :
This paper studies the MINLIP estimator for the identification of Wiener systems consisting of a sequence of a linear FIR dynamical model, and a monotonically increasing (or decreasing) static function. Given T observations, this algorithm boils down to solving a convex quadratic program with O ( T ) variables and inequality constraints, implementing an inference technique which is based entirely on model complexity control, a technique which is dubbed as Einstein’s razor.22 s a rewritten, refined and an extended version of the accepted CDC 2010 submission ‘On the Identification of Monotone Wiener Systems’. technique is proven to yield, here, almost consistent estimates in case the given data is suitably rich (local Persistently Exciting of sufficient order), and if the samples obey a ‘true’ monotone Wiener system satisfying some regularity conditions. It is then indicated how to extend the method in order to cope with noisy data, and empirical evidence is given in order to support the claim of efficiency.
Keywords :
Wiener systems , Convex optimization , System identification , Nonlinear systems
Journal title :
Automatica
Serial Year :
2011
Journal title :
Automatica
Record number :
1448487
Link To Document :
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