Abstract
Nuclear norm based subspace identification methods have recently gained importance due to their ability to find low rank solutions while maintaining accuracy through convex optimization. However, their heavy computational burden typically precludes the use in an online, recursive manner, such as may be required for adaptive control. This paper deals with the formulation of a recursive version of a nuclear norm based subspace identification method with an emphasis on reducing the computational complexity. The developed methodology is analyzed through simulations on Linear Time-Varying (LTV) systems particularly in terms of convergence rate, tracking speed and the accuracy of identification and it is shown to be computationally lighter and effective for such systems, with the considered rate of change of dynamics.
Original language | English |
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Title of host publication | IFAC-PapersOnLine |
Subtitle of host publication | Proceedings 20th IFAC World Congress |
Editors | Denis Dochain, Didier Henrion, Dimitri Peaucelle |
Place of Publication | Laxenburg, Austria |
Publisher | Elsevier |
Pages | 9490-9495 |
Volume | 50-1 |
DOIs | |
Publication status | Published - 2017 |
Event | 20th World Congress of the International Federation of Automatic Control (IFAC), 2017 - Toulouse, France Duration: 9 Jul 2017 → 14 Jul 2017 Conference number: 20 https://www.ifac2017.org |
Publication series
Name | IFAC-PapersOnLine |
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Number | 1 |
Volume | 50 |
Conference
Conference | 20th World Congress of the International Federation of Automatic Control (IFAC), 2017 |
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Abbreviated title | IFAC 2017 |
Country/Territory | France |
City | Toulouse |
Period | 9/07/17 → 14/07/17 |
Internet address |
Keywords
- ADMM
- Initial condition
- Nuclear norm
- Recursive subspace identification
- Stopping criteria
- Warm-start