Fast identification of continuous-time Lur’e-type systems with stability certification

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Abstract

In this paper, we propose an approach for parametric system identification for a class of continuous-time Lur’e-type systems using only steady-state input and output data. Employing a quasi-Newton optimization scheme, we minimize an output error criterion constrained to the set of convergent models, which enforces a stability certificate on the identified model. To compute the steady-state model response efficiently, we adopt the Mixed-Time-Frequency (MTF) algorithm. Furthermore, using the MTF algorithm, we present a method to efficiently compute the gradient of the objective function with any user-defined accuracy. Starting with an initial convergent model estimate, the developed identification algorithm optimizes parameter estimates. The effectiveness of the proposed approach is illustrated in a simulation example.
Original languageEnglish
Pages (from-to)227-232
Number of pages6
JournalIFAC-PapersOnLine
Volume52
Issue number16
DOIs
Publication statusPublished - 20 Dec 2019
Event11th IFAC Symposium on Nonlinear Control Systems, NOLCOS 2019 - Vienna, Austria
Duration: 4 Sep 20196 Sep 2019

Keywords

  • Nonlinear System Identification
  • Stability Certification

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