Risk adjusted identification of a class of nonlinear systems

Mario Sznaier, Constantino Lagoa, Ma Wenjing

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    3 Scopus citations

    Abstract

    This paper addresses the problem of identification of a class of nonlinear systems from a set-membership standpoint. Specifically we consider structures consisting of the interconnection of a Linear Time Invariant plant and a sector bound static nonlinearity. This structure includes as special cases Hammerstein, Wiener and Hammerstein-Wiener systems. Our main result shows that, by pursuing a risk-adjusted approach, the problem can be reduced to a convex LMI optimization form that can be efficiently solved. In addition we provide a convergence analysis that points to an intrinsic limitation of any interpolatory algorithm. These results are illustrated with a simple example.

    Original languageEnglish (US)
    Title of host publicationProceedings of the 46th IEEE Conference on Decision and Control 2007, CDC
    Pages5117-5122
    Number of pages6
    DOIs
    StatePublished - Dec 1 2007
    Event46th IEEE Conference on Decision and Control 2007, CDC - New Orleans, LA, United States
    Duration: Dec 12 2007Dec 14 2007

    Publication series

    NameProceedings of the IEEE Conference on Decision and Control
    ISSN (Print)0191-2216

    Other

    Other46th IEEE Conference on Decision and Control 2007, CDC
    CountryUnited States
    CityNew Orleans, LA
    Period12/12/0712/14/07

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    All Science Journal Classification (ASJC) codes

    • Control and Systems Engineering
    • Modeling and Simulation
    • Control and Optimization

    Cite this

    Sznaier, M., Lagoa, C., & Wenjing, M. (2007). Risk adjusted identification of a class of nonlinear systems. In Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC (pp. 5117-5122). [4434532] (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2007.4434532