Identification of a weighted combination of multivariable state space systems from input and output data
Verdult, Vincent and Verhaegen, Michel (2001) Identification of a weighted combination of multivariable state space systems from input and output data. In: 40th IEEE Conference on Decision and Control, 2001, 4-7 December 2001, Orlando, Forida, USA.
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| Abstract: | Discusses a method for the determination of a weighted combination of local linear state-space systems from input and output data. The method is iterative and each iteration consists of two steps. The first step is to determine the weighting functions given the local models. This problem is solved by using an extended Kalman smoother. The second step is to identify the local models given the weights. For this step we optimize a cost function that represents a tradeoff between local and global learning. For this optimization we use a gradient search method in combination with an appropriate projection in the parameter space to deal with similarity transformations |
| Item Type: | Conference or Workshop Item |
| Copyright: | ©2001 IEEE |
| Research Group: | |
| Link to this item: | http://purl.utwente.nl/publications/37644 |
| Official URL: | http://dx.doi.org/10.1109/.2001.980959 |
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