Accelerated Nonconvex ADMM with Self-Adaptive Penalty for Rank-Constrained Model Identification

The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty parameter. To accelerate ADMM for solving rankconstrained identification problems, this paper proposes a new self-adaptive strategy for automatic penalty update. Guided by first-order analysis of the increment of the augmented Lagrangian, the self-adaptive penalty updating enables effective and balanced minimization of both primal and dual residuals and thus ensures a stable convergence. Moreover, improved efficiency can be obtained within the Anderson acceleration scheme. Numerical examples show that the proposed strategy significantly accelerates the convergence of nonconvex ADMM while alleviating the critical reliance on tedious tuning of penalty parameters.Comment: 7 pages, 4 figures. Submitted to 62nd IEEE Conference on Decision and Control (CDC 2023

Multidirection gradient iterative algorithm: A unified framework for gradient iterative and least squares algorithms

In this article, a multidirection-based gradient iterative (GI) algorithm for Hammerstein systems with irregular sampling data is proposed. The algorithm updates the parameter estimates using several orthogonal directions at each iteration. The convergence rate is significantly improved with an increasing number of directions. The convergence property and two simulation examples are provided to demonstrate the effectiveness of the proposed algorithm. In addition, the multidirection-based GI algorithm establishes a relationship between the traditional GI and least squares (LS) algorithms. Thus, our algorithm that combines the LS and GI algorithms constructs an identification framework for a significantly wider class of systems

A comprehensive expectation identification framework for multirate time-delayed systems

The expectation maximization (EM) algorithm has been extensively used to solve system identification problems with hidden variables. It needs to calculate a derivative equation and perform a matrix inversion in the EM-M step. The equations related to the EM algorithm may be unsolvable for some complex nonlinear systems, and the matrix inversion has heavy computational costs for large-scale systems. This article provides two expectation-based algorithms with the aim of constructing a comprehensive expectation framework concerning different kinds of time-delayed systems: 1) for a small-scale linear system, the classical EM algorithm can quickly obtain the parameter and time-delay estimates; 2) for a complex nonlinear system with low order, the proposed expectation gradient descent algorithm can avoid derivative function calculation; 3) for a large-scale system, the proposed expectation multidirection algorithm does not require eigenvalue calculation and has less computational costs. These two algorithms are developed based on the gradient descent and multidirection methods. Under such an expectation framework, different kinds of models are identified on a case-by-case basis. The convergence analysis and simulation examples show the effectiveness of the algorithms

Robust stabilization for discrete-time Takagi-Sugeno fuzzy system based on N4SID models

Nonlinear systems identification from experimental data without any prior knowledge of the system parameters is a challenge in control and process diagnostic. It determines mathematical model pa-rameters that are able to reproduce the dynamic behavior of a system. This paper combines two fun-damental research areas: MIMO state space system identification and nonlinear control system. This combination produces a technique that leads to robust stabilization of a nonlinear Takagi-Sugeno fuzzy system (T-S). Design/methodology/approach The first part of this paper describes the identification based on the Numerical algorithm for Subspace State Space System IDentification (N4SID). The second part, from the identified models of first part, explains how we use the interpolation of Linear Time Invariants (LTI) models to build a nonlinear multiple model system, T-S model. For demonstration purposes, conditions on stability and stabiliza-tion of discrete time, Takagi-Sugeno (T-S) model were discussed. Findings Stability analysis based on the quadratic Lyapunov function to simplify implementation was ex-plained in this paper. The LMIs (Linear Matrix Inequalities) technique obtained from the linearization of the BMIs (Bilinear Matrix Inequalities) was computed. The suggested N4SID2 algorithm had the smallest error value compared to other algorithms for all estimated system matrices. Originality The stabilization of the closed-loop discrete time T-S system, using the improved PDC control law (Parallel Distributed Compensation), was discussed to reconstruct the state from nonlinear Luen-berger observers

Constrained subspace method for the identification of structured state-space models (cosmos)

In this paper, a unified identification framework called constrained subspace method for structured state-space models (COSMOS) is presented, where the structure is defined by a user specified linear or polynomial parametrization. The new approach operates directly from the input and output data, which differs from the traditional two-step method that first obtains a state-space realization followed by the systemparameter estimation. The new identification framework relies on a subspace inspired linear regression problem which may not yield a consistent estimate in the presence of process noise. To alleviate this problem, the linear regression formulation is imposed by structured and low rank constraints in terms of a finite set of system Markov parameters and the user specified model parameters. The non-convex nature of the constrained optimization problem is dealt with by transforming the problem into a difference-of-convex optimization problem, which is then handled by the sequential convex programming strategy. Numerical simulation examples show that the proposed identification method is more robust than the classical prediction-error method (PEM) initialized by random initial values in converging to local minima, but at the cost of heavier computational burden.Accepted Author ManuscriptTeam Raf Van de Pla

Initialization of gradient-based optimization algorithms for the identification of structured state-space models

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