Optimal Observations for Identification of a Single Transfer Function in Acyclic Networks

Optimal Observations for Identification of a Single Transfer Function in Acyclic Networks
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非循环网络中单个传递函数识别的最优观测

DOI:
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发表时间:
2021
期刊:
IEEE Conference on Decision and Control
影响因子:
--
通讯作者:
D. Materassi
D. Materassi
中科院分区:
--
文献类型:
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作者:
Sina Jahandari;D. Materassi

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本文提出了一个系统的方法,寻找最佳的预测一致识别的一个单一的传递函数在一个非循环动态网络。假设网络的拓扑结构是已知的,强迫输入是不可测量的,并且观测值具有正的附加成本。针对目标节点不参与反馈回路的一类网络,给出了利用多输入单输出预测误差法一致辨识某个传递函数的充分必要条件.这使得设计一个系统的图形方法的基础上的概念,d-分离,寻找一组最佳的预测,最小化适当的附加成本函数。它表明,所需的条件一致性和最优性是等价的概念分离的无向图系统地操纵图形表示的网络。然后,可以使用计算机科学中的一些众所周知的算法来找到最佳预测器集。
The paper presents a systematic approach for finding the optimal set of predictors for consistent identification of a single transfer function in an acyclic dynamic network. It is assumed that the topology of the network is known, the forcing inputs are not measured, and the observations have positive additive costs. For a class of networks where the target node is not involved in a feedback loop, sufficient and necessary conditions are derived to consistently identify a certain transfer function via a multi-input single-output prediction error method. This enables designing a systematic graphical approach based on the notion of d-separation to look for an optimal set of predictors that minimizes an appropriate additive cost function. It is shown that the required conditions for consistency and optimality are equivalent to the notion of separation in an undirected graph resulted from systematically manipulating the graphical representation of the network. Then, some well-known algorithms from computer science can be used to find the optimal set of predictors.
DOI: 10.1016/j.automatica.2011.03.008
发表时间: 2011-06
期刊: Autom.
影响因子: --
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