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Time-domain Subspace Identification Algorithms using Nuclear Norm Minimisation

Author(s):

M. Graf Plessen, T. A. Wood, R. S. Smith
Conference/Journal:

IFAC Symposium on System Identification, pp. 903-908, Beijing, China
Abstract:

This paper extends previous work about optimisation algorithms for nuclear norm based subspace identification with uniformly and non-uniformly spaced frequency data to the time domain case, and compares the findings to more standard non-iterative methods by means of an artificially built stochastic simulation example computing the identification errors versus various, including very high, noise levels of the time domain output signals. The algorithmic solution approaches to the discussed optimisation problems are the dual accelerated gradient projection method and the alternating direction method of multipliers.

Year:

2015
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@InProceedings { PleWoo:2015:IFA_5368,
    author={M. Graf Plessen and T. A. Wood and R. S. Smith},
    title={{Time-domain Subspace Identification Algorithms using
	  Nuclear Norm Minimisation}},
    booktitle={IFAC Symposium on System Identification},
    pages={903--908},
    year={2015},
    address={},
    month=oct,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=5368}
}
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