TY - GEN
T1 - Nuclear norm minimization for blind subspace identification (N2BSID)
AU - Scobee, Dexter
AU - Ratliff, Lillian
AU - Dong, Roy
AU - Ohlsson, Henrik
AU - Verhaegen, Michel
AU - Sastry, S. Shankar
N1 - Publisher Copyright:
© 2015 IEEE.
PY - 2015/2/8
Y1 - 2015/2/8
N2 - In many practical applications of system identification, it is not feasible to measure both the inputs applied to the system as well as the output. In such situations, it is desirable to estimate both the inputs and the dynamics of the system simultaneously; this is known as the blind identification problem. In this paper, we provide a novel extension of subspace methods to the blind identification of multiple-input multiple-output linear systems. We assume that our inputs lie in a known subspace, and we are able to formulate the identification problem as rank constrained optimization, which admits a convex relaxation. We show the efficacy of this formulation with a numerical example.
AB - In many practical applications of system identification, it is not feasible to measure both the inputs applied to the system as well as the output. In such situations, it is desirable to estimate both the inputs and the dynamics of the system simultaneously; this is known as the blind identification problem. In this paper, we provide a novel extension of subspace methods to the blind identification of multiple-input multiple-output linear systems. We assume that our inputs lie in a known subspace, and we are able to formulate the identification problem as rank constrained optimization, which admits a convex relaxation. We show the efficacy of this formulation with a numerical example.
UR - http://www.scopus.com/inward/record.url?scp=84961999215&partnerID=8YFLogxK
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U2 - 10.1109/CDC.2015.7402521
DO - 10.1109/CDC.2015.7402521
M3 - Conference contribution
AN - SCOPUS:84961999215
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2127
EP - 2132
BT - 54rd IEEE Conference on Decision and Control,CDC 2015
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 54th IEEE Conference on Decision and Control, CDC 2015
Y2 - 15 December 2015 through 18 December 2015
ER -