文章基本信息

标题：Time-domain Subspace Identification Algorithms using Nuclear Norm Minimisation
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作者：Mogens Graf Plessen ; Tony A. Wood ; Roy S. Smith 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2015
卷号：48
期号：28
页码：903-908
DOI：10.1016/j.ifacol.2015.12.245
语种：English
出版社：Elsevier
摘要：AbstractThis paper extends previous work about optimisation algorithms for nuclear norm based subspace identification with uniformly and non-uniformly spaced frequency data to the time domain case, and compares the findings to more standard non-iterative methods by means of an artificially built stochastic simulation example computing the identification errors versus various, including very high, noise levels of the time domain output signals. The algorithmic solution approaches to the discussed optimisation problems are the dual accelerated gradientprojection method and the alternating direction method of multipliers.
关键词：KeywordsSystem identificationOptimisationNuclear norm