ECE Seminar - System Identification without Identifying System Roots 

5:00pm - 6:00pm
IAS4042 (4/F), HKUST Jockey Club Institute for Advanced Study

Abstract: System identification has long been a topic of interest in control community, and many classic algorithms are successively derived and proved to be asymptotically unbiased, such as the Ho-Kalman algorithm and the subspace methods. However, when only finite samples are available, the ill-conditionedness of certain algorithms are observed both in theory and in practice. In this talk, we first provide an analysis on the ill-conditioned problem, and prove that both the Ho-Kalman algorithm and the identification problem itself are ill-conditioned. Specifically, the result also shows that the system poles are hard to identify. Motivated by this observation, we then introduce a new identification algorithm by constructing another system with predefined system poles to approximate the input-output relationship of the true system. Both theoretical analysis and numerical results demonstrate the efficiency of the proposed algorithm. Furthermore, we reveal that the proposed algorithm is based on the column similarity of the Vandermonde matrix, which is proved to be ill-conditioned. On the other hand, another algorithm based on the row similarity of the Vandermonde matrix is briefly introduced.

Event Format
Speakers / Performers:
Jiayun Li
Tsinghua University

Jiayun Li received her Bachelor of Engineering degree from Department of Automation, Tsinghua University, Beijing, China, in 2022. She is currently a second-year Ph.D. student in the Department of Automation, Tsinghua University. Her research interests include system identification with its applications in robotics.

Recommended For
Faculty and staff
PG students
UG students
Department of Electronic & Computer Engineering
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