Semi-blind robust identification/model (In)validation with applications to macro-economic modelling

W. Ma, M. Yilmaz, M. Sznaier, C. Lagoa

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

    2 Scopus citations

    Abstract

    This paper addresses the problems of worst-case identification and model invalidation of systems subject to unknown initial conditions. While in principle these problems lead to non-convex Bilinear Matrix Inequalities (BMIs), we show that tractable convex relaxations are readily available. The potential of these techniques is illustrated by identifying and validating a subsystem of the macro-economy relating inflation and interest-rates.

    Original languageEnglish (US)
    Title of host publicationProceedings of the 16th IFAC World Congress, IFAC 2005
    PublisherIFAC Secretariat
    Pages886-891
    Number of pages6
    Edition1
    ISBN (Print)008045108X, 9780080451084
    DOIs
    StatePublished - 2005

    Publication series

    NameIFAC Proceedings Volumes (IFAC-PapersOnline)
    Number1
    Volume38
    ISSN (Print)1474-6670

    All Science Journal Classification (ASJC) codes

    • Control and Systems Engineering

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