Instrumental-Variable Nuclear-Norm Subspace Identification (IV-N2SID)
Conference Paper
(2017)
Author(s)
Chengpu Yu (TU Delft - Mechanical Engineering)
Michel Verhaegen (TU Delft - Mechanical Engineering)
Research Group
Team Raf Van de Plas
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Publication Year
2017
Language
English
Research Group
Team Raf Van de Plas
Pages (from-to)
257-259
ISBN (electronic)
978-94-6186-811-4
Event
2017 Symposium on Information Theory and Signal Processing in the Benelux (2017-05-11 - 2017-12-12), Delft, Netherlands
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Abstract
This note provides an instrumental-variable nuclear-norm subspace identification (IV-N2SID) method for the identification of state-space models with measurement noise. The key difference of the proposed method against the classical N2SID method is that the measurement-noise influence is suppressed by the IV technique rather than the regularization scheme for which the regularization parameter is usually difficult to tune.
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