Realization and identification algorithm for stochastic LPV state-space models with exogenous inputs

Mejari, Manas; Petreczky, Mihaly

Document type :

Autre communication scientifique (congrès sans actes - poster - séminaire...): Communication dans un congrès avec actes

DOI :

10.1016/j.ifacol.2019.12.340

Title :

Realization and identification algorithm for stochastic LPV state-space models with exogenous inputs

Author(s) :

Mejari, Manas [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Petreczky, Mihaly [Auteur]

Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]

Conference title :

3rd IFAC Workshop on Linear Parameter-Varying Systems

City :

Eindhoven

Country :

Pays-Bas

Start date of the conference :

2019-11-04

Publication date :

2019

HAL domain(s) :

Mathématiques [math]/Optimisation et contrôle [math.OC]
Sciences de l'ingénieur [physics]/Automatique / Robotique

English abstract : [en]

In this paper, we present a realization and an identification algorithm for stochastic Linear Parameter-Varying State-Space Affine (LPV-SSA) representations. The proposed realization algorithm combines the deterministic ...
Show more >In this paper, we present a realization and an identification algorithm for stochastic Linear Parameter-Varying State-Space Affine (LPV-SSA) representations. The proposed realization algorithm combines the deterministic LPV input output to LPV state-space realization scheme based on correlation analysis with a stochastic covariance realization algorithm. Based on this realization algorithm, a computationally efficient and statistically consistent identification algorithm is proposed to estimate the LPV model matrices, which are computed from the empirical covariance matrices of outputs, inputs and scheduling signal observations. The effectiveness of the proposed algorithm is shown via a numerical case study.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Collections :

Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189

Source :

Harvested from HAL

Files

https://hal.archives-ouvertes.fr/hal-02398576/document
Open access
Access the document

https://doi.org/10.1016/j.ifacol.2019.12.340
Open access
Access the document

https://doi.org/10.1016/j.ifacol.2019.12.340
Open access
Access the document

https://hal.archives-ouvertes.fr/hal-02398576/document
Open access
Access the document

https://doi.org/10.1016/j.ifacol.2019.12.340
Open access
Access the document

https://doi.org/10.1016/j.ifacol.2019.12.340
Open access
Access the document

document
Open access
Access the document

LPVS19_LPVS_V6_reduced_version.pdf
Open access
Access the document

j.ifacol.2019.12.340
Open access
Access the document

Realization and identification algorithm ... BibTeX CSV Excel RIS

Files

Realization and identification algorithm ...

BibTeX

CSV

Excel

RIS