论文标题
基于信息状态的线性时间变化系统识别和控制的方法
An Information-State Based Approach to Linear Time Varying System Identification and Control
论文作者
论文摘要
本文考虑了线性时间变化系统的系统识别问题。我们提出了一种新的系统实现方法,该方法使用“信息状态”作为状态向量,其中“信息状态”由有限数量的过去输入和输出组成。系统识别算法使用输入输出数据来拟合自回归的移动平均模型(ARMA),以代表有限的过去输入和输出来表示当前输出。这种基于信息状态的方法使我们能够使用估计的时间变化的ARMA参数线性时间变化(LTV)系统直接实现状态空间模型。本文仅使用线性可观察性概念来使用基于ARMA参数的系统表示形式开发理论基础,详细介绍了仅使用有限历史记录的精确输出建模的推理,并表明无需将自由响应和强制响应分开以进行识别。本文还讨论了使用信息状态系统进行最佳输出反馈控制的含义,并表明使用适当提出的信息状态问题获得的解决方案对于原始问题是最佳的。提出的方法在各种不同的系统上进行了测试,并且性能与最先进的LTV系统识别技术进行了比较。
This paper considers the problem of system identification for linear time varying systems. We propose a new system realization approach that uses an "information-state" as the state vector, where the "information-state" is composed of a finite number of past inputs and outputs. The system identification algorithm uses input-output data to fit an autoregressive moving average model (ARMA) to represent the current output in terms of finite past inputs and outputs. This information-state-based approach allows us to directly realize a state-space model using the estimated time varying ARMA paramters linear time varying (LTV) systems. The paper develops the theoretical foundation for using ARMA parameters-based system representation using only the concept of linear observability, details the reasoning for exact output modeling using only the finite history, and shows that there is no need to separate the free and the forced response for identification. The paper also discusses the implications of using the information-state system for optimal output feedback control and shows that the solution obtained using a suitably posed information state problem is optimal for the original problem. The proposed approach is tested on various different systems, and the performance is compared with state-of-the-art LTV system identification techniques.