A kernel based approach for LPV subspace identification

Ioannis Proimadis, J.W. van Wingerden, H.J. Bijl

Research output: Contribution to journalConference articleAcademicpeer-review

6 Citations (Scopus)
7 Downloads (Pure)

Abstract

We present a Linear Parameter Varying (LPV) subspace identification method that takes advantage of the recent developments in the Machine Learning community. More specifically, a Radial Basis Function kernel is used to model the predictor’s impulse response of an LPV model and the involved hyperparameters are estimated via a marginal likelihood maximization algorithm. This step is followed by the estimation of the predictor’s impulse response coefficients, evaluated at the training points. Finally, these values are used to estimate the related coefficients of the LPV model. From this point, the algorithm follows the same steps as in the LPV-PBSIDopt algorithm. Simulation results verify that this algorithm can improve the accuracy of the estimated model with respect to the state-of-the-art LPV subspace methods.
Original languageEnglish
Pages (from-to)97–102
JournalIFAC-PapersOnLine
Volume48
Issue number26
DOIs
Publication statusPublished - 2015

    Fingerprint

Keywords

  • system identification
  • linear parameter varying systems
  • machine learning
  • gaussian processes

Cite this