An improved computationally efficient identification method for errors-in-variables models based on v-gap optimisation

作者：Geng, Li-Hui^*

来源：International Journal of Control, 2019, 92(9): 2150-2158.

DOI：10.1080/00207179.2018.1429672

• V-gap optimisation
• computational efficiency
• errors-in-variables models
• interior-point algorithm

A v-gap optimisation-based frequency-domain identification method is proposed to estimate a nominal normalised right graph symbol for errors-in-variables models. The proposed method follows the similar identification idea from a previous research work but with improved computational efficiency using interior-point (IP) algorithms. By imposing an inner function constraint instead of frequency point-wise constraints to normalise the graph symbol, the number of involved equality constraints for the v-gap optimisation is related to the nominal model order instead of the data length. As a consequence, the computational complexity of the proposed IP-based identification algorithm is much lower than that of linear matrix inequalities-based algorithms. Due to the fact that the data length is typically much larger than the finite nominal model order, the number of saved equality constraints is close to that of the employed data points. Finally, two numerical simulation examples are given to verify the proposed identification method.

• 出版日期2019-9-2
• 单位天津职业技术师范大学