Using semidefinite programming for L1 identification of the ARX model

S. Kolumbán; I. Vajk

doi:10.1109/CINTI.2010.5672269

Using semidefinite programming for L₁ identification of the ARX model

S. Kolumbán, I. Vajk

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

1 Citation (Scopus)

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 language	English
Title of host publication	11th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2010 - Proceedings, 18-20 November 2010, Budapest, Hungary
Place of Publication	Piscataway
Publisher	Institute of Electrical and Electronics Engineers
Pages	75-80
Number of pages	6
DOIs	https://doi.org/10.1109/CINTI.2010.5672269
Publication status	Published - 2010
Externally published	Yes
Event	11th IEEE International Symposium on Computational Intelligence and Informatics, (CINTI 2010), November 18-20, Budapest, Hungary - Budapest, Hungary Duration: 18 Nov 2010 → 20 Nov 2010 http://conf.uni-obuda.hu/cinti2010/

Conference

Conference	11th IEEE International Symposium on Computational Intelligence and Informatics, (CINTI 2010), November 18-20, Budapest, Hungary
Country/Territory	Hungary
City	Budapest
Period	18/11/10 → 20/11/10
Internet address	http://conf.uni-obuda.hu/cinti2010/

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10.1109/CINTI.2010.5672269

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Kolumbán, S., & Vajk, I. (2010). Using semidefinite programming for L₁ identification of the ARX model. In 11th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2010 - Proceedings, 18-20 November 2010, Budapest, Hungary (pp. 75-80). Article 5672269 Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/CINTI.2010.5672269

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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.",

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doi = "10.1109/CINTI.2010.5672269",

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note = "11th IEEE International Symposium on Computational Intelligence and Informatics, (CINTI 2010), November 18-20, Budapest, Hungary ; Conference date: 18-11-2010 Through 20-11-2010",

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Kolumbán, S & Vajk, I 2010, Using semidefinite programming for L₁ identification of the ARX model. in 11th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2010 - Proceedings, 18-20 November 2010, Budapest, Hungary., 5672269, Institute of Electrical and Electronics Engineers, Piscataway, pp. 75-80, 11th IEEE International Symposium on Computational Intelligence and Informatics, (CINTI 2010), November 18-20, Budapest, Hungary, Budapest, Hungary, 18/11/10. https://doi.org/10.1109/CINTI.2010.5672269

Using semidefinite programming for L₁ identification of the ARX model. / Kolumbán, S.; Vajk, I.
11th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2010 - Proceedings, 18-20 November 2010, Budapest, Hungary. Piscataway: Institute of Electrical and Electronics Engineers, 2010. p. 75-80 5672269.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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AB - 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.

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Using semidefinite programming for L₁ identification of the ARX model

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