中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Sparse system identification for stochastic systems with general observation sequences

文献类型:期刊论文

作者Zhao, Wenxiao1,3; Yin, George2; Bai, Er-Wei4
刊名AUTOMATICA
出版日期2020-11-01
卷号121页码:13
关键词Stochastic system Sparse identification Feedback control Strong consistency
ISSN号0005-1098
DOI10.1016/j.automatica.2020.109162
英文摘要Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector theta of a stochastic dynamic system with general observation sequences, including stationary time series and feedback control, for which the current input may depend on the past inputs and outputs, system noises as well as exogenous dithers. First, a sparse parameter identification algorithm is introduced based on L-2 norm with L-1 regularization, where the adaptive weights are adopted in the optimization variables of L-1 term. Second, estimates generated by the algorithm are shown to have both set and parameter convergence. That is, sets of the zero and nonzero elements in the parameter theta can be correctly identified with probability one using a finite number of observations, and further estimates of the nonzero elements converge to the true values almost surely. Third, it is shown that the results are applicable to a large number of applications, including variable selection, open-loop identification, and closed-loop control of stochastic systems. Finally, numerical examples are given to support the theoretical analysis. (C) 2020 Elsevier Ltd. All rights reserved.
资助项目National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61822312] ; Air Force Office of Scientific Research, USA[FA9550-18-1-0268] ; U.S. National Science Foundation
WOS研究方向Automation & Control Systems ; Engineering
语种英语
WOS记录号WOS:000571446000009
出版者PERGAMON-ELSEVIER SCIENCE LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/52229]  
专题中国科学院数学与系统科学研究院
通讯作者Zhao, Wenxiao
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Wayne State Univ, Dept Math, Detroit, MI 48202 USA
3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
4.Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA
推荐引用方式
GB/T 7714
Zhao, Wenxiao,Yin, George,Bai, Er-Wei. Sparse system identification for stochastic systems with general observation sequences[J]. AUTOMATICA,2020,121:13.
APA Zhao, Wenxiao,Yin, George,&Bai, Er-Wei.(2020).Sparse system identification for stochastic systems with general observation sequences.AUTOMATICA,121,13.
MLA Zhao, Wenxiao,et al."Sparse system identification for stochastic systems with general observation sequences".AUTOMATICA 121(2020):13.

入库方式: OAI收割

来源:数学与系统科学研究院

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