Recursive nuclear norm based subspace identification

Conference paper (2017)

Authors

B. Telsang Student
S.T. Navalkar Team Raf Van de Plas - Mechanical, Maritime and Materials Engineering
J.W. van Wingerden Team Jan-Willem van Wingerden - Mechanical, Maritime and Materials Engineering
Research Group
Team Jan-Willem van Wingerden (Mechanical, Maritime and Materials Engineering) (TU Delft)
Copyright: © 2017 B. Telsang, S.T. Navalkar, J.W. van Wingerden
DOI: https://doi.org/10.1016/j.ifacol.2017.08.1585
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Published Date

2017

Language

English

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Faculty

Mechanical, Maritime and Materials Engineering

Department

Delft Center for Systems and Control

Research Group

Team Jan-Willem van Wingerden

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.