Using semidefinite programming for L1 identification of the ARX model

S. Kolumbán, I. Vajk

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

Abstract

Since system identification is closely related to control theory it is quite convenient that common tools of control may prove to be useful for identification as well. Semidefinite programming is now considered as a standard tool in control theory, however its applications for identification purposes are rare. This paper shows how L1 identification of the ARX model structure can be formulated as a semidefinite program. The way of incorporating a priori information into the identification process is demonstrated which necessitates the usage of semidefinite programming.

Original languageEnglish
Title of host publication11th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2010 - Proceedings, 18-20 November 2010, Budapest, Hungary
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages75-80
Number of pages6
DOIs
Publication statusPublished - 2010
Externally publishedYes
Event11th IEEE International Symposium on Computational Intelligence and Informatics, (CINTI 2010), November 18-20, Budapest, Hungary - Budapest, Hungary
Duration: 18 Nov 201020 Nov 2010
http://conf.uni-obuda.hu/cinti2010/

Conference

Conference11th IEEE International Symposium on Computational Intelligence and Informatics, (CINTI 2010), November 18-20, Budapest, Hungary
Country/TerritoryHungary
CityBudapest
Period18/11/1020/11/10
Internet address

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