Abstract
The problem of finding the best size for the system model is considered. By explicitly synthesizing the complexity cost of a proposed model, one is able to transform this problem into a constrained integer programming problem.
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Abbreviations
- x:
-
(s×1) model state vector
- u:
-
(m×1) system control vector
- α:
-
(q×r) model random parameter matrix.
- s:
-
the model size (dimension of state vector, x)
- ai,bi :
-
time-varying weighting coefficients
Bibliography
Åström, K.J., and Eykhoff, P. System identification — A survey. Automatica, Vol. 7, pp. 123–162, 1971.
Woodside, C.M. Estimation of the order of linear systems. Automatica, Vol. 7, pp. 727–733, 1971.
Sage, A.P., and Melsa, J.L. System identification. Academic Press, New York, 1972.
Special issue on linear-quadratic-Gaussian problem. IEEE Trans. on Automatic Control, Vol. 16, Dec. 1971.
Graves, L.G., and Wolfe, P. Recent advances in Mathematical programming, McGraw-Hill, Inc., New York, 1963.
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© 1973 Springer-Verlag Berlin Heidelberg
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Dajani, M.Z. (1973). On the optimal size of system model. In: Conti, R., Ruberti, A. (eds) 5th Conference on Optimization Techniques Part I. Optimization Techniques 1973. Lecture Notes in Computer Science, vol 3. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-06583-0_3
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DOI: https://doi.org/10.1007/3-540-06583-0_3
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Online ISBN: 978-3-540-37903-4
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