DocumentCode :
114496
Title :
A new parametrisation of matrix fraction descriptions to improve gradient-based optimisation methods
Author :
Vayssettes, J. ; Mercere, G.
Author_Institution :
Inst. Super. de l´Aeronautique et de l´Espace, Toulouse, France
fYear :
2014
fDate :
15-17 Dec. 2014
Firstpage :
1011
Lastpage :
1016
Abstract :
A new parametrisation of matrix fraction descriptions, named fully-parametrised left matrix fraction description (F-LMFD) is introduced in this article. This one contains ny2 over-parameters and consequently does not uniquely define a transfer function. Based on a study of the spanned equivalence class, local parametrisations of F-LMFD are then proposed to reduce the search space dimension when a gradient-based optimisation is performed. The formulation of the Gauss-Newton method is then considered and the new convergence scheme based on these local parametrisations is given. This one has a better numerical conditioning and is shown to avoid the numerical locking that can occurs with the conventional convergence schemes, based on minimal parametrisations of LMFD. The improvement of the convergence of the Gauss-Newton method is illustrated with the identification of a shaker.
Keywords :
MIMO systems; Newton method; convergence; equivalence classes; gradient methods; linear systems; matrix algebra; optimisation; search problems; F-LMFD; Gauss-Newton method; MIMO LTI system; convergence scheme; equivalence class; fully-parametrised left matrix fraction description; gradient-based optimisation methods; local parametrisations; minimal parametrisations; multiinput multioutput linear time invariant system; numerical conditioning; numerical locking; search space dimension; shaker identification; Convergence; MIMO; Optimization methods; Polynomials; Transfer functions; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-1-4799-7746-8
Type :
conf
DOI :
10.1109/CDC.2014.7039514
Filename :
7039514
Link To Document :
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