Change detection in the dynamics with recursive subspace identification
Change detection in the dynamics with recursive subspace identification
复制标题
通过递归子空间识别动态变化检测
DOI：
10.1109/cdc.2001.980602
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发表时间：
2001
期刊：
影响因子：
--
通讯作者：
Vincent Verdult
中科院分区：
文献类型：
--
作者：
H. Oku;G. Nijsse;M. Verhaegen;Vincent Verdult
我们提出了一种跟踪机制，以跟踪线性系统的动态与递归识别的PI-MOESP计划的时间变化。所提出的机制包括变化检测方案，然后重新初始化的递归计算。变化检测是基于子空间方案中的计算的最小二乘解释，并检测没有指数遗忘的递归解的估计是否位于用第二有限窗口长度解最小二乘问题获得的估计的置信区间内。当检测到变化时，通过递归实现的估计通过约束最小二乘问题的解被重新初始化。一个数值例子来说明我们的变化检测和重新初始化方案可以检测到系统动态的初期变化，而不检测输入动态的变化。
We propose a tracking mechanism to follow time-variations in the dynamics of a linear system with a recursive identification of the PI-MOESP scheme. The proposed mechanism consists of change detection scheme followed by a re-initialization of the recursive calculations. The change detection is based on the least-squares interpretation of the calculation in the subspace scheme and detects whether the estimates of the recursive solution without exponential forgetting lies in the confidence interval of the estimates obtained with a second finite-window length solution to the least-squares problem. When a change has been detected, the estimate by the recursive implementation is re-initialized via the solution of a constrained least-squares problem. One numerical example is presented to illustrate that our change detection and reinitialization scheme can detect incipient changes in the system dynamics without detecting changes in input dynamics.