NDLI: Subspace identification with guaranteed stability using constrained optimization

Content Provider	IEEE Xplore Digital Library
Author	Lacy, S.L. Bernstein, D.S.
Copyright Year	1963
Abstract	In system identification, the true system is often known to be stable. However, due to finite sample constraints, modeling errors, plant disturbances and measurement noise, the identified model may be unstable. We present a constrained optimization method to ensure asymptotic stability of the identified model in the context of subspace identification methods. In subspace identification, we first obtain an estimate of the state sequence or extended observability matrix and then solve a least squares optimization problem to estimate the system parameters. To ensure asymptotic stability of the identified model, we write the least-squares optimization problem as a convex linear programming problem with mixed equality, quadratic, and positive-semidefinite constraints suitable for existing convex optimization codes such as SeDuMi. We present examples to illustrate the method and compare to existing approaches.
Sponsorship	IEEE Control Systems Society
Starting Page	1259
Ending Page	1263
Page Count	5
File Size	481988
File Format	PDF
ISSN	00189286
Volume Number	48
Issue Number	7
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2003-07-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Subspace constraints Constraint optimization Asymptotic stability State estimation System identification Noise measurement Optimization methods Context modeling Observability Least squares approximation
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Computer Science Applications

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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