Input selection in N2SID using group lasso regularization
M. Klingspor (Linköping University)
A Hansson (Linköping University)
J. Löfberg (Linköping University)
M.H.G. Verhaegen (TU Delft - Team Raf Van de Plas)
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Abstract
Input selection is an important and oftentimes difficult challenge in system identification. In order to achieve less complex models, irrelevant inputs should be methodically and correctly discarded before or under the estimation process. In this paper we introduce a novel method of input selection that is carried out as a natural extension in a subspace method. We show that the method robustly and accurately performs input selection at various noise levels and that it provides good model estimates.