Nuclear Norm Minimization for Blind Subspace Identification (N2BSID)

Scobee, DexterDepartment of Electrical Engineering and Computer Sciences, University of California, Berkeley, United States (author)

In many practical applications of system identification, it is not feasible to measure both the inputs applied to the system as well as the output. In such situations, it is desirable to estimate both the inputs and the dynamics of the system simultaneously; this is known as the blind identification problem. In this paper, we provide a novel extension of subspace methods to the blind identification of multiple-input multiple-output linear systems. We assume that our inputs lie in a known subspace, and we are able to formulate the identification problem as rank constrained optimization, which admits a convex relaxation. We show the efficacy of this formulation with a numerical example.

Ratliff, LillianDepartment of Electrical Engineering and Computer Sciences, University of California, Berkeley, United States (author)
Dong, RoyDepartment of Electrical Engineering and Computer Sciences, University of California, Berkeley, United States (author)
Ohlsson, HenrikLinköpings universitet,Reglerteknik,Tekniska fakulteten,Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, United States(Swepub:liu)henoh44 (author)
Verhaegen, MichelDelft Center for Systems and Control, Delft University, The Netherlands (author)
Sastry, S. ShankarDepartment of Electrical Engineering and Computer Sciences, University of California, Berkeley, United States (author)
Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, United StatesReglerteknik (creator_code:org_t)

In:2015 IEEE 54th Annual Conference on Decision and Control (CDC): Institute of Electrical and Electronics Engineers (IEEE), s. 2127-21329781479978861978147997884797814799788549781479978878

By the author/editor: Scobee, Dexter; Ratliff, Lillian; Dong, Roy; Ohlsson, Henrik; Verhaegen, Miche ...; Sastry, S. Shank ...

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