论文标题
关于正规化系统识别的输入设计的嵌入和反向嵌入
On Embeddings and Inverse Embeddings of Input Design for Regularized System Identification
论文作者
论文摘要
输入设计是系统识别的重要问题,并且已经对经典系统识别进行了充分的研究,即最大似然/预测错误方法。对于新出现的正规化系统识别,对输入设计的研究刚刚开始,并且通常被称为非凸优化问题,最小化贝叶斯均值平方误差矩阵的标量量度受到某些限制的措施,并且该方法是在某些限制的方法中,并且是在某些情况下提出的empratie domain in dymaind insed(qmie),以下是emain domains in domain in domain in domain nocain in to to to to to to n domain nocain nocain nocain note to to to to to n domain in domain in tond note domain intding(qmie)方法。二次映射的倒数。在本文中,我们报告了QMIE方法的嵌入/反向嵌入的一些新结果。首先,我们对频域反向嵌入(FDIE)提出了一般结果,该结果是找到由离散时间傅立叶变换所描述的二次映射的倒数。然后,我们从图形信号处理的角度显示了TDIE和FDIE之间的关系。最后,我们以这种观点的动机,进一步提出了图形诱导的嵌入及其逆,其中包括先前引入的嵌入作为特殊情况。从真实域之外的新观点和频域的观点之外,这加深了对输入设计的理解。
Input design is an important problem for system identification and has been well studied for the classical system identification, i.e., the maximum likelihood/prediction error method. For the emerging regularized system identification, the study on input design has just started, and it is often formulated as a non-convex optimization problem that minimizes a scalar measure of the Bayesian mean squared error matrix subject to certain constraints, and the state-of-art method is the so-called quadratic mapping and inverse embedding (QMIE) method, where a time domain inverse embedding (TDIE) is proposed to find the inverse of the quadratic mapping. In this paper, we report some new results on the embeddings/inverse embeddings of the QMIE method. Firstly, we present a general result on the frequency domain inverse embedding (FDIE) that is to find the inverse of the quadratic mapping described by the discrete-time Fourier transform. Then we show the relation between the TDIE and the FDIE from a graph signal processing perspective. Finally, motivated by this perspective, we further propose a graph induced embedding and its inverse, which include the previously introduced embeddings as special cases. This deepens the understanding of input design from a new viewpoint beyond the real domain and the frequency domain viewpoints.