Optimal Hankel norm identification of dynamical systems

S. Weiland, A.A. Stoorvogel

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Abstract

The problem of optimal approximate system identification is addressed with a newly defined measure of misfit between observed time series and linear time-invariant models. The behavioral framework is used as a suitable axiomatic setting for a non-parametric introduction of system complexity and a notion of misfit of dynamical systems which is independent of system representations. The misfit function introduced here is characterized in terms of the induced norm of a Hankel operator associated with the data and a co-inner kernel representation of a model. Two optimal approximate identification problems are considered in this framework. New conceptual algorithms are proposed for optimal approximate identification of time series. Key Words: System identification, approximate modeling, Hankel operators, behavioral theory, linear systems.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages18
Publication statusPublished - 1994

Publication series

NameMemorandum COSOR
Volume9438
ISSN (Print)0926-4493

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    Weiland, S., & Stoorvogel, A. A. (1994). Optimal Hankel norm identification of dynamical systems. (Memorandum COSOR; Vol. 9438). Technische Universiteit Eindhoven.