Blind Identification via Lifting

Blind system identification is known to be an ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. We phrase this as a constrained rank minimization problem and present a relaxed convex formulation to approximate its solution. To make the problem well posed we assume that the sought input lies in some known linear subspace.Comment: Submitted to the IFAC World Congress 2014. arXiv admin note: text overlap with arXiv:1303.671

Comparative analysis of different weight matrices in subspace system identification for structural health monitoring

Subspace System Identification (SSI) is considered as one of the most reliable tools for identification of system parameters. Performance of a SSI scheme is considerably affected by the structure of the associated identification algorithm. Weight matrix is a variable in SSI that is used to reduce the dimensionality of the state-space equation. Generally one of the weight matrices of Principle Component (PC), Unweighted Principle Component (UPC) and Canonical Variate Analysis (CVA) are used in the structure of a SSI algorithm. An increasing number of studies in the field of structural health monitoring are using SSI for damage identification. However, studies that evaluate the performance of the weight matrices particularly in association with accuracy, noise resistance, and time complexity properties are very limited. In this study, the accuracy, noise-robustness, and time-efficiency of the weight matrices are compared using different qualitative and quantitative metrics. Three evaluation metrics of pole analysis, fit values and elapsed time are used in the assessment process. A numerical model of a mass-spring-dashpot and operational data is used in this research paper. It is observed that the principal components obtained using PC algorithms are more robust against noise uncertainty and give more stable results for the pole distribution. Furthermore, higher estimation accuracy is achieved using UPC algorithm. CVA had the worst performance for pole analysis and time efficiency analysis. The superior performance of the UPC algorithm in the elapsed time is attributed to using unit weight matrices. The obtained results demonstrated that the process of reducing dimensionality in CVA and PC has not enhanced the time efficiency but yield an improved modal identification in PC