Weighted Null-Space Fitting for Identification of Cascade Networks⁎

• For identification of systems embedded in dynamic networks, the prediction error method (PEM) with a correct parametrization of the complete network provides asymptotically efficient estimates. However, the network complexity often hinders a successful application of PEM, which requires minimizing a non-convex cost function that can become more intricate for more complex networks. For this reason, identification in dynamic networks often focuses in obtaining consistent estimates of modules of interest. A downside of these approaches is that splitting the network in several modules for identification often costs asymptotic efficiency. In this paper, we consider dynamic networks with the modules connected in serial cascade, with measurements affected by sensor noise. We propose an algorithm that estimates all the modules in the network simultaneously without requiring the minimization of a non-convex cost function. This algorithm is an extension of Weighted Null-Space Fitting (WNSF), a weighted least-squares method that provides asymptotically efficient estimates for single-input single-output systems. We illustrate the performance of the algorithm with simulation studies, which suggest that a network WNSF method may also be asymptotically efficient when applied to cascade structures. Finally, we discuss the possibility of extension to more general networks affected by sensor noise.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

least-squares identification

networks

System identification

Cost benefit analysis

Cost functions

Embedded systems

Error analysis

Identification (control systems)

Least squares approximations

Networks (circuits)

Asymptotic efficiency

Asymptotically efficient

Identification of systems

Least squares identification

Nonconvex cost functions

Prediction error method

Single input single output systems

Weighted least squares

Complex networks

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