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Nuclear norm subspace identification for continuous-time stochastic systems based on distribution theory method.

Miao Yu1, Jianchang Liu1, Honghai Wang1

  • 1College of Information Science and Engineering, Northeastern University, Shenyang, PR China; State Key Laboratory of Synthetical Automation for Process Industries, Northeastern University, Shenyang, Liaoning Province 110819, PR China.

ISA Transactions
|September 2, 2018
PubMed
Summary
This summary is machine-generated.

This study introduces a new nuclear norm subspace identification method for continuous-time stochastic systems. It effectively estimates system states and reduces noise using random distribution theory and Kalman filtering.

Keywords:
Continuous-time stochastic systemKalman filterNuclear normRandom distribution theorySubspace identification

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Area of Science:

  • Systems Engineering
  • Control Theory
  • Stochastic Processes

Background:

  • Subspace identification is crucial for modeling complex systems.
  • Continuous-time stochastic systems present challenges due to noise and dynamics.
  • Existing methods may struggle with accurate order determination and noise handling.

Purpose of the Study:

  • To propose a novel nuclear norm subspace identification method for continuous-time stochastic systems.
  • To address the time-derivative problem using random distribution theory.
  • To optimize system order and perform state estimation in the presence of noise.

Main Methods:

  • Utilizing random distribution theory to solve the time-derivative problem and derive input-output algebraic equations.
  • Employing a Kalman filter for state estimation and stochastic noise reduction.
  • Applying nuclear norm minimization and the alternating direction method of multipliers for system order optimization.

Main Results:

  • The proposed method successfully identifies the nuclear norm subspace of continuous-time stochastic systems.
  • Kalman filtering effectively handles stochastic noise, improving state estimation accuracy.
  • Nuclear norm minimization provides an effective approach for optimizing system order.

Conclusions:

  • The developed method offers an effective solution for identifying continuous-time stochastic systems.
  • The integration of random distribution theory, Kalman filtering, and nuclear norm minimization enhances identification accuracy and robustness.
  • Simulation results validate the efficacy of the proposed approach.