论文标题

线性时间周期系统识别,分组的原子规范正则化

Linear Time-Periodic System Identification with Grouped Atomic Norm Regularization

论文作者

Yin, Mingzhou, Iannelli, Andrea, Khosravi, Mohammad, Parsi, Anilkumar, Smith, Roy S.

论文摘要

本文提出了一种新方法,以线性时间周期性(LTP)系统识别。与以前在不同标签时间分开的动态以进行识别的方法相反,该方法着重于对LTP系统的线性时间不变(LTI)重新构造施加适当的结构约束。该方法采用了LTP系统的定期切换的截短无限脉冲响应模型,其中结构约束被解释为将非截断模型的极点放置在所有子模型的同一位置。通过将LTI系统的原子规范正规化框架与回归中的组套索技术相结合,从而实现了这种约束。结果,估计的系统既均匀又是低阶,这对于其他现有估计器很难实现。蒙特卡洛模拟表明,与其他正规化方法相比,分组的原子规范方法不仅显示出更好的结果,而且在模型拟合方面,在高噪声水平下的亚空间识别方法均优于子空间识别方法。

This paper proposes a new methodology in linear time-periodic (LTP) system identification. In contrast to previous methods that totally separate dynamics at different tag times for identification, the method focuses on imposing appropriate structural constraints on the linear time-invariant (LTI) reformulation of LTP systems. This method adopts a periodically-switched truncated infinite impulse response model for LTP systems, where the structural constraints are interpreted as the requirement to place the poles of the non-truncated models at the same locations for all sub-models. This constraint is imposed by combining the atomic norm regularization framework for LTI systems with the group lasso technique in regression. As a result, the estimated system is both uniform and low-order, which is hard to achieve with other existing estimators. Monte Carlo simulation shows that the grouped atomic norm method does not only show better results compared to other regularized methods, but also outperforms the subspace identification method under high noise levels in terms of model fitting.

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