Instrumental-Variable Nuclear-Norm Subspace Identification (IV-N2SID)

Chengpu Yu, Michel Verhaegen

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

Abstract

This note provides an instrumental-variable nuclear-norm subspace identification (IV-N2SID) method for the identification of state-space models with measurement noise. The key difference of the proposed method against the classical N2SID method is that the measurement-noise influence is suppressed by the IV technique rather than the regularization scheme for which the regularization parameter is usually difficult to tune.
Original languageEnglish
Title of host publicationProceedings of the 2017 Symposium on Information Theory and Signal Processing in the Benelux
EditorsRichard Heusdens, Jos H. Weber
Pages257-259
ISBN (Electronic)978-94-6186-811-4
Publication statusPublished - 2017
Event2017 Symposium on Information Theory and Signal Processing in the Benelux: WIC/SP 2017 - Tu Delft Science Centre, Delft, Netherlands
Duration: 11 May 201712 Dec 2017
Conference number: 38
http://cas.tudelft.nl/sitb2017/

Conference

Conference2017 Symposium on Information Theory and Signal Processing in the Benelux
CountryNetherlands
CityDelft
Period11/05/1712/12/17
Internet address

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