DocumentCode
114496
Title
A new parametrisation of matrix fraction descriptions to improve gradient-based optimisation methods
Author
Vayssettes, J. ; Mercere, G.
Author_Institution
Inst. Super. de l´Aeronautique et de l´Espace, Toulouse, France
fYear
2014
fDate
15-17 Dec. 2014
Firstpage
1011
Lastpage
1016
Abstract
A new parametrisation of matrix fraction descriptions, named fully-parametrised left matrix fraction description (F-LMFD) is introduced in this article. This one contains ny2 over-parameters and consequently does not uniquely define a transfer function. Based on a study of the spanned equivalence class, local parametrisations of F-LMFD are then proposed to reduce the search space dimension when a gradient-based optimisation is performed. The formulation of the Gauss-Newton method is then considered and the new convergence scheme based on these local parametrisations is given. This one has a better numerical conditioning and is shown to avoid the numerical locking that can occurs with the conventional convergence schemes, based on minimal parametrisations of LMFD. The improvement of the convergence of the Gauss-Newton method is illustrated with the identification of a shaker.
Keywords
MIMO systems; Newton method; convergence; equivalence classes; gradient methods; linear systems; matrix algebra; optimisation; search problems; F-LMFD; Gauss-Newton method; MIMO LTI system; convergence scheme; equivalence class; fully-parametrised left matrix fraction description; gradient-based optimisation methods; local parametrisations; minimal parametrisations; multiinput multioutput linear time invariant system; numerical conditioning; numerical locking; search space dimension; shaker identification; Convergence; MIMO; Optimization methods; Polynomials; Transfer functions; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location
Los Angeles, CA
Print_ISBN
978-1-4799-7746-8
Type
conf
DOI
10.1109/CDC.2014.7039514
Filename
7039514
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