Enforcing stability constraints in set-membership identification of linear dynamic systems

Cerone, Vito and Piga, Dario and Regruto, Diego Enforcing stability constraints in set-membership identification of linear dynamic systems. Automatica, 47 (11). 2488 - 2494. ISSN 0005-1098 (2011)

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Abstract

In this paper, we consider the identification of linear systems, a priori known to be stable, from input–output data corrupted by bounded noise. By taking explicitly into account a priori information on system stability, a formal definition of the feasible parameter set for a stable linear system is provided. On the basis of a detailed analysis of the geometrical structure of the feasible set, convex relaxation techniques are presented to solve nonconvex optimization problems arising in the computation of parameter uncertainty intervals. Properties of the computed relaxed bounds are discussed. A simulated example is presented to show the effectiveness of the proposed technique.

Item Type:	Article
Identification Number:	https://doi.org/10.1016/j.automatica.2011.08.034
Uncontrolled Keywords:	Error-in-variables; Linear systems; LMI relaxation; Set-membership identification; Stability constraints
Subjects:	Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Research Area:	Computer Science and Applications
Depositing User:	Ms T. Iannizzi
Date Deposited:	12 Jan 2015 14:46
Last Modified:	12 Jan 2015 14:46
URI:	http://eprints.imtlucca.it/id/eprint/2466

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