Nuclear norm minimization for blind subspace identification (N2BSID)

Dexter Scobee, Lillian Ratliff, Roy Dong, Henrik Ohlsson, Michel Verhaegen, S. Shankar Sastry

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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.

Original languageEnglish (US)
Title of host publication54rd IEEE Conference on Decision and Control,CDC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2127-2132
Number of pages6
ISBN (Electronic)9781479978861
DOIs
StatePublished - Feb 8 2015
Externally publishedYes
Event54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan
Duration: Dec 15 2015Dec 18 2015

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume54rd IEEE Conference on Decision and Control,CDC 2015
ISSN (Print)0743-1546

Other

Other54th IEEE Conference on Decision and Control, CDC 2015
CountryJapan
CityOsaka
Period12/15/1512/18/15

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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  • Cite this

    Scobee, D., Ratliff, L., Dong, R., Ohlsson, H., Verhaegen, M., & Sastry, S. S. (2015). Nuclear norm minimization for blind subspace identification (N2BSID). In 54rd IEEE Conference on Decision and Control,CDC 2015 (pp. 2127-2132). [7402521] (Proceedings of the IEEE Conference on Decision and Control; Vol. 54rd IEEE Conference on Decision and Control,CDC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2015.7402521