TY - JOUR
T1 - Identification of dynamic models in complex networks with Prediction Error Methods
T2 - Predictor Input Selection
AU - Dankers, Arne
AU - Van Den Hof, Paul M J
AU - Bombois, Xavier
AU - Heuberger, Peter S C
PY - 2016
Y1 - 2016
N2 - This paper addresses the problem of obtaining an estimate of a particular module of interest that is embedded in a dynamic network with known interconnection structure. In this paper it is shown that there is considerable freedom as to which variables can be included as inputs to the predictor, while still obtaining consistent estimates of the particular module of interest. This freedom is encoded into sufficient conditions on the set of predictor inputs that allow for consistent identification of the module. The conditions can be used to design a sensor placement scheme, or to determine whether it is possible to obtain consistent estimates while refraining from measuring particular variables in the network. As identification methods the Direct and Two Stage Prediction-Error methods are considered. Algorithms are presented for checking the conditions using tools from graph theory.
AB - This paper addresses the problem of obtaining an estimate of a particular module of interest that is embedded in a dynamic network with known interconnection structure. In this paper it is shown that there is considerable freedom as to which variables can be included as inputs to the predictor, while still obtaining consistent estimates of the particular module of interest. This freedom is encoded into sufficient conditions on the set of predictor inputs that allow for consistent identification of the module. The conditions can be used to design a sensor placement scheme, or to determine whether it is possible to obtain consistent estimates while refraining from measuring particular variables in the network. As identification methods the Direct and Two Stage Prediction-Error methods are considered. Algorithms are presented for checking the conditions using tools from graph theory.
KW - Closed-loop identification
KW - dynamic networks
KW - graph theory
KW - linear systems
KW - system identification
UR - http://www.scopus.com/inward/record.url?scp=84963876640&partnerID=8YFLogxK
U2 - 10.1109/TAC.2015.2450895
DO - 10.1109/TAC.2015.2450895
M3 - Article
AN - SCOPUS:84963876640
SN - 0018-9286
VL - 61
SP - 937
EP - 952
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 4
ER -