Optimal Hankel-norm identification of dynamical systems
type: Item
instance of: scholarly article
title: Optimal Hankel-norm identification of dynamical systems
zbMATH Open document ID: 0887.93013
DOI: 10.1016/S0005-1098(97)00023-X
author: Siep Weiland
author: Anton A. Stoorvogel
published in: Automatica
publication date: 1998-06-01T00:00:00Z
review text: A linear time-invariant model is considered in case of misfit between it and an observed time series. The misfit resembles a data weighted gap between the model and the behavior of a specific for a given data linear exact model. The minimization of the misfit function is expressed as minimization of the Hankel norm of an operator that is associated with the data and with the co-inner kernel representation of the model. So the misfit function is computed by formalizing Pareto-optimal models. Characterization of the model complexity and misfit in terms of the kernel representation is provided. The key result of the paper is that all Pareto-optimal models are parametrized as exact models of data sets obtained from Hankel-norm approximations of the original data.
Mathematics Subject Classification ID: 93B30
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 1062894
zbMATH Keywords: identification
zbMATH Keywords: co-inner kernel representation
zbMATH Keywords: Pareto-optimal models
zbMATH Keywords: Hankel-norm approximations
reviewed by: Tzvetan Semerdjiev
MaRDI profile type: Publication
cites work: A new approach to modeling for control
cites work: A behavioral approach to linear exact modeling
cites work: Interpolation of rational matrix functions
cites work: The gap metric: Robustness of stabilization of feedback systems
cites work: Optimal robustness in the gap metric
cites work: All optimal Hankel-norm approximations of linear multivariable systems and theirL,∞-error bounds†
cites work: Q3802944
cites work: Rational representation of behaviors: Interconnectability and stabilizability
cites work: From time series to linear system. I: Finite dimensional linear time invariant systems
cites work: From time series to linear system, III: Approximate modelling
cites work: Paradigms and puzzles in the theory of dynamical systems
full work available at URL: s0005-1098(97)00023-x
OpenAlex ID: W2127125339
description: scientific article; zbMATH DE number 1062894