Identification of a weighted combination of multivariable state space systems from input and output data

V. Verdult, M.H.G. Verhaegen

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

30 Downloads (Pure)

Abstract

Discusses a method for the determination of a weighted combination of local linear state-space systems from input and output data. The method is iterative and each iteration consists of two steps. The first step is to determine the weighting functions given the local models. This problem is solved by using an extended Kalman smoother. The second step is to identify the local models given the weights. For this step we optimize a cost function that represents a tradeoff between local and global learning. For this optimization we use a gradient search method in combination with an appropriate projection in the parameter space to deal with similarity transformations
Original languageUndefined
Title of host publicationProceedings of the 40th IEEE Conference on Decision and Control
Place of PublicationOrlando, Florida, USA
PublisherIEEE CONTROL SYSTEMS SOCIETY
Pages-
Number of pages6
ISBN (Print)0-7803-7063-5
DOIs
Publication statusPublished - 4 Dec 2001
Event40th IEEE Conference on Decision and Control, CDC 2001 - Hyatt Regency Grand Cypress, Orlando, United States
Duration: 4 Dec 20017 Dec 2001

Publication series

Name
PublisherIEEE Control Systems Society

Conference

Conference40th IEEE Conference on Decision and Control, CDC 2001
Abbreviated titleCDC
CountryUnited States
CityOrlando
Period4/12/017/12/01

Keywords

  • METIS-205354
  • iterative methods
  • Smoothing methods
  • covariance matrices
  • Kalman filters
  • Jacobian matrices
  • State estimation
  • multivariable systems
  • State-spacemethods
  • Parameter estimation
  • nonlinear filters
  • Linear systems
  • IR-37644

Cite this

Verdult, V., & Verhaegen, M. H. G. (2001). Identification of a weighted combination of multivariable state space systems from input and output data. In Proceedings of the 40th IEEE Conference on Decision and Control (pp. -). Orlando, Florida, USA: IEEE CONTROL SYSTEMS SOCIETY. https://doi.org/10.1109/.2001.980959
Verdult, V. ; Verhaegen, M.H.G. / Identification of a weighted combination of multivariable state space systems from input and output data. Proceedings of the 40th IEEE Conference on Decision and Control. Orlando, Florida, USA : IEEE CONTROL SYSTEMS SOCIETY, 2001. pp. -
@inproceedings{5c4d68b4d415441fb1107a4927bbc094,
title = "Identification of a weighted combination of multivariable state space systems from input and output data",
abstract = "Discusses a method for the determination of a weighted combination of local linear state-space systems from input and output data. The method is iterative and each iteration consists of two steps. The first step is to determine the weighting functions given the local models. This problem is solved by using an extended Kalman smoother. The second step is to identify the local models given the weights. For this step we optimize a cost function that represents a tradeoff between local and global learning. For this optimization we use a gradient search method in combination with an appropriate projection in the parameter space to deal with similarity transformations",
keywords = "METIS-205354, iterative methods, Smoothing methods, covariance matrices, Kalman filters, Jacobian matrices, State estimation, multivariable systems, State-spacemethods, Parameter estimation, nonlinear filters, Linear systems, IR-37644",
author = "V. Verdult and M.H.G. Verhaegen",
year = "2001",
month = "12",
day = "4",
doi = "10.1109/.2001.980959",
language = "Undefined",
isbn = "0-7803-7063-5",
publisher = "IEEE CONTROL SYSTEMS SOCIETY",
pages = "--",
booktitle = "Proceedings of the 40th IEEE Conference on Decision and Control",

}

Verdult, V & Verhaegen, MHG 2001, Identification of a weighted combination of multivariable state space systems from input and output data. in Proceedings of the 40th IEEE Conference on Decision and Control. IEEE CONTROL SYSTEMS SOCIETY, Orlando, Florida, USA, pp. -, 40th IEEE Conference on Decision and Control, CDC 2001, Orlando, United States, 4/12/01. https://doi.org/10.1109/.2001.980959

Identification of a weighted combination of multivariable state space systems from input and output data. / Verdult, V.; Verhaegen, M.H.G.

Proceedings of the 40th IEEE Conference on Decision and Control. Orlando, Florida, USA : IEEE CONTROL SYSTEMS SOCIETY, 2001. p. -.

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

TY - GEN

T1 - Identification of a weighted combination of multivariable state space systems from input and output data

AU - Verdult, V.

AU - Verhaegen, M.H.G.

PY - 2001/12/4

Y1 - 2001/12/4

N2 - Discusses a method for the determination of a weighted combination of local linear state-space systems from input and output data. The method is iterative and each iteration consists of two steps. The first step is to determine the weighting functions given the local models. This problem is solved by using an extended Kalman smoother. The second step is to identify the local models given the weights. For this step we optimize a cost function that represents a tradeoff between local and global learning. For this optimization we use a gradient search method in combination with an appropriate projection in the parameter space to deal with similarity transformations

AB - Discusses a method for the determination of a weighted combination of local linear state-space systems from input and output data. The method is iterative and each iteration consists of two steps. The first step is to determine the weighting functions given the local models. This problem is solved by using an extended Kalman smoother. The second step is to identify the local models given the weights. For this step we optimize a cost function that represents a tradeoff between local and global learning. For this optimization we use a gradient search method in combination with an appropriate projection in the parameter space to deal with similarity transformations

KW - METIS-205354

KW - iterative methods

KW - Smoothing methods

KW - covariance matrices

KW - Kalman filters

KW - Jacobian matrices

KW - State estimation

KW - multivariable systems

KW - State-spacemethods

KW - Parameter estimation

KW - nonlinear filters

KW - Linear systems

KW - IR-37644

U2 - 10.1109/.2001.980959

DO - 10.1109/.2001.980959

M3 - Conference contribution

SN - 0-7803-7063-5

SP - -

BT - Proceedings of the 40th IEEE Conference on Decision and Control

PB - IEEE CONTROL SYSTEMS SOCIETY

CY - Orlando, Florida, USA

ER -

Verdult V, Verhaegen MHG. Identification of a weighted combination of multivariable state space systems from input and output data. In Proceedings of the 40th IEEE Conference on Decision and Control. Orlando, Florida, USA: IEEE CONTROL SYSTEMS SOCIETY. 2001. p. - https://doi.org/10.1109/.2001.980959