Gray box identification using difference of convex programming

Chengpu Yu, Lennart Ljung, Michel Verhaegen

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

1 Citation (Scopus)
30 Downloads (Pure)

Abstract

Gray-box identification is prevalent in modeling physical and networked systems. However, due to the non-convex nature of the gray-box identification problem, good initial parameter estimates are crucial for a successful application. In this paper, a new identification method is proposed by exploiting the low-rank and structured Hankel matrix of impulse response. This identification problem is recasted into a difference-of-convex programming problem, which is then solved by the sequential convex programming approach with the associated initialization obtained by nuclear-norm optimization. The presented method aims to achieve the maximum impulse-response fitting while not requiring additional (non-convex) conditions to secure non-singularity of the similarity transformation relating the given state-space matrices to the gray-box parameterized ones. This overcomes a persistent shortcoming in a number of recent contributions on this topic, and the new method can be applied for the structured state-space realization even if the involved system parameters are unidentifiable. The method can be used both for directly estimating the gray-box parameters and for providing initial parameter estimates for further iterative search in a conventional gray-box identification setup.

Original languageEnglish
Title of host publicationIFAC-PapersOnLine
Subtitle of host publicationProceedings 20th IFAC World Congress
EditorsDenis Dochain, Didier Henrion, Dimitri Peaucelle
Place of PublicationLaxenburg, Austria
PublisherElsevier
Pages9462-9467
Volume50-1
DOIs
Publication statusPublished - 2017
Event20th World Congress of the International Federation of Automatic Control (IFAC), 2017 - Toulouse, France
Duration: 9 Jul 201714 Jul 2017
Conference number: 20
https://www.ifac2017.org

Publication series

NameIFAC-PapersOnLine
Number1
Volume50

Conference

Conference20th World Congress of the International Federation of Automatic Control (IFAC), 2017
Abbreviated titleIFAC 2017
CountryFrance
CityToulouse
Period9/07/1714/07/17
Internet address

Keywords

  • convex-concave procedure
  • Structured state-space model

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  • Cite this

    Yu, C., Ljung, L., & Verhaegen, M. (2017). Gray box identification using difference of convex programming. In D. Dochain, D. Henrion, & D. Peaucelle (Eds.), IFAC-PapersOnLine: Proceedings 20th IFAC World Congress (Vol. 50-1, pp. 9462-9467). (IFAC-PapersOnLine; Vol. 50, No. 1). Elsevier. https://doi.org/10.1016/j.ifacol.2017.08.1469