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Stochastic Approxim...
Stochastic Approximation for Identification of Non-Linear Differential-Algebraic Equations with Process Disturbances
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- Bereza-Jarocinski, Robert (författare)
- KTH,Reglerteknik,KTH Royal Institute of Technology
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- Eriksson, Oscar (författare)
- KTH,Programvaruteknik och datorsystem, SCS,KTH Royal Institute of Technology
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- Abdalmoaty, Mohamed R.-H. 1986- (författare)
- Uppsala universitet,Reglerteknik,Avdelningen för systemteknik,KTH Royal Institute of Technology
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- Broman, David, 1977- (författare)
- KTH,Programvaruteknik och datorsystem, SCS,KTH Royal Institute of Technology
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- Hjalmarsson, Håkan, 1962- (författare)
- KTH,Reglerteknik
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(creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2022
- 2022
- Engelska.
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Ingår i: 2022 IEEE 61ST CONFERENCE ON DECISION AND CONTROL (CDC). - : Institute of Electrical and Electronics Engineers (IEEE). - 9781665467612 - 9781665467605 - 9781665467629 ; , s. 6712-6717
- Relaterad länk:
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https://kth.diva-por... (primary) (Raw object)
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https://urn.kb.se/re...
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https://doi.org/10.1...
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https://urn.kb.se/re...
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Abstract
Ämnesord
Stäng
- Differential-algebraic equations, commonly used to model physical systems, are the basis for many equation-based object-oriented modeling languages. When systems described by such equations are influenced by unknown process disturbances, estimating unknown parameters from experimental data becomes difficult. This is because of problems with the existence of well-defined solutions and the computational tractability of estimators. In this paper, we propose a way to minimize a cost function-whose minimizer is a consistent estimator of the true parameters-using stochastic gradient descent. This approach scales significantly better with the number of unknown parameters than other currently available methods for the same type of problem. The performance of the method is demonstrated through a simulation study with three unknown parameters. The experiments show a significantly reduced variance of the estimator, compared to an output error method neglecting the influence of process disturbances, as well as an ability to reduce the estimation bias of parameters that the output error method particularly struggles with.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
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- kon (ämneskategori)
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