论文标题

通过输入设计最小化的系统识别,最小化

System Identification with Variance Minimization via Input Design

论文作者

Mao, Xiangyu, He, Jianping, Zhao, Chengcheng

论文摘要

子空间方法是线性系统的主流系统识别方法之一,其基本思想是通过将它们投影到与输入和输出相关的子空间中来估计系统参数矩阵。但是,由于缺乏估算的闭合形式表达,因此大多数现有的子空间方法无法保证统计性能。同时,传统的子空间方法无法处理噪声的不确定性,因此无法获得稳定的识别结果。在本文中,我们从输入设计的角度提出了一种新的改进的子空间方法,该方法可以保证具有最小差异的一致且稳定的识别结果。具体而言,我们首先获得对系统矩阵的封闭形式估计,然后通过得出最大识别偏差来分析统计性能。这种识别偏差最大化问题是非凸的,并且可以通过保证的最佳解决方案将其拆分为两个子问题。接下来,提出了一种输入设计方法来处理不确定性,并通过最大程度地减少方差来获得稳定的识别结果。该问题被提出为受约束的最低最大优化问题。最佳解决方案是通过将成本函数转换为凸功能的,同时通过预测控制方法确保安全约束。我们证明了所提出的方法的一致性和收敛性。模拟证明了我们方法的有效性。

The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of the existing subspace methods cannot have the statistic performance guaranteed since the lack of closed-form expression of the estimation. Meanwhile, traditional subspace methods cannot deal with the uncertainty of the noise, and thus stable identification results cannot be obtained. In this paper, we propose a novel improved subspace method from the perspective of input design, which guarantees the consistent and stable identification results with the minimum variance. Specifically, we first obtain a closed-form estimation of the system matrix, then analyze the statistic performance by deriving the maximum identification deviation. This identification deviation maximization problem is non-convex, and is solved by splitting it into two sub-problems with the optimal solution guaranteed. Next, an input design method is proposed to deal with the uncertainty and obtain stable identification results by minimizing the variance. This problem is formulated as a constrained min-max optimization problem. The optimal solution is obtained from transforming the cost function into a convex function while ensuring the safety constraints through the method of predictive control. We prove the consistency and the convergence of the proposed method. Simulation demonstrates the effectiveness of our method.

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