Nuclear norm minimization for blind subspace identification (N2BSID)

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

doi:10.1109/CDC.2015.7402521

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 proceeding › Conference 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 language	English (US)
Title of host publication	54rd IEEE Conference on Decision and Control,CDC 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	2127-2132
Number of pages	6
ISBN (Electronic)	9781479978861
DOIs	https://doi.org/10.1109/CDC.2015.7402521
State	Published - Feb 8 2015
Externally published	Yes
Event	54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan Duration: Dec 15 2015 → Dec 18 2015

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	54rd IEEE Conference on Decision and Control,CDC 2015
ISSN (Print)	0743-1546

Other

Other	54th IEEE Conference on Decision and Control, CDC 2015
Country	Japan
City	Osaka
Period	12/15/15 → 12/18/15

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2015.7402521

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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

Nuclear norm minimization for blind subspace identification (N2BSID). / Scobee, Dexter; Ratliff, Lillian; Dong, Roy; Ohlsson, Henrik; Verhaegen, Michel; Sastry, S. Shankar.

54rd IEEE Conference on Decision and Control,CDC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. p. 2127-2132 7402521 (Proceedings of the IEEE Conference on Decision and Control; Vol. 54rd IEEE Conference on Decision and Control,CDC 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Scobee, D, Ratliff, L, Dong, R, Ohlsson, H, Verhaegen, M & Sastry, SS 2015, Nuclear norm minimization for blind subspace identification (N2BSID). in 54rd IEEE Conference on Decision and Control,CDC 2015., 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., pp. 2127-2132, 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, 12/15/15. https://doi.org/10.1109/CDC.2015.7402521

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

Scobee, Dexter ; Ratliff, Lillian ; Dong, Roy ; Ohlsson, Henrik ; Verhaegen, Michel ; Sastry, S. Shankar. / Nuclear norm minimization for blind subspace identification (N2BSID). 54rd IEEE Conference on Decision and Control,CDC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. pp. 2127-2132 (Proceedings of the IEEE Conference on Decision and Control).

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