Subspace identification method incorporated with a priori information characterized in frequency domain

Yuma Abe; Masaki Inoue; Shuichi Adachi

doi:10.1109/ECC.2016.7810481

Subspace identification method incorporated with a priori information characterized in frequency domain

Yuma Abe, Masaki Inoue, Shuichi Adachi

Department of Applied Physics and Physico-Informatics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

2 Citations (Scopus)

Abstract

We propose a subspace identification method that involves a priori information of the system characterized in the frequency domain. Some properties of the system over all frequency range are transformed into matrix inequalities that are linear in system matrices, by using the well-known Kalman-Yakubovich-Popov (KYP) lemma. To construct a model that represents the specified frequency characteristics, we formulate a subspace identification problem under the matrix inequality constraints. This constrained problem is in a class of nonlinear optimization problems, then we reduce it to a convex one by applying a proper transformation. Furthermore, the proposed method is extended to that incorporated with a priori information characterized only in a certain frequency range. Finally, we verify the effectiveness of the proposed method in a numerical simulation.

Original language	English
Title of host publication	2016 European Control Conference, ECC 2016
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1377-1382
Number of pages	6
ISBN (Electronic)	9781509025916
DOIs	https://doi.org/10.1109/ECC.2016.7810481
Publication status	Published - 2017 Jan 6
Event	2016 European Control Conference, ECC 2016 - Aalborg, Denmark Duration: 2016 Jun 29 → 2016 Jul 1

Other

Other	2016 European Control Conference, ECC 2016
Country	Denmark
City	Aalborg
Period	16/6/29 → 16/7/1

ASJC Scopus subject areas

Control and Systems Engineering
Control and Optimization

Access to Document

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Abe, Y, Inoue, M & Adachi, S 2017, Subspace identification method incorporated with a priori information characterized in frequency domain. in 2016 European Control Conference, ECC 2016., 7810481, Institute of Electrical and Electronics Engineers Inc., pp. 1377-1382, 2016 European Control Conference, ECC 2016, Aalborg, Denmark, 16/6/29. https://doi.org/10.1109/ECC.2016.7810481

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AB - We propose a subspace identification method that involves a priori information of the system characterized in the frequency domain. Some properties of the system over all frequency range are transformed into matrix inequalities that are linear in system matrices, by using the well-known Kalman-Yakubovich-Popov (KYP) lemma. To construct a model that represents the specified frequency characteristics, we formulate a subspace identification problem under the matrix inequality constraints. This constrained problem is in a class of nonlinear optimization problems, then we reduce it to a convex one by applying a proper transformation. Furthermore, the proposed method is extended to that incorporated with a priori information characterized only in a certain frequency range. Finally, we verify the effectiveness of the proposed method in a numerical simulation.

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