• DocumentCode
    2579948
  • Title

    On the identification of monotone Wiener systems

  • Author

    Pelckmans, Kristiaan

  • Author_Institution
    Dept. of Inf. Technol., Uppsala Univ., Uppsala, Sweden
  • fYear
    2010
  • fDate
    15-17 Dec. 2010
  • Firstpage
    7208
  • Lastpage
    7213
  • Abstract
    This paper studies the MINLIP estimator for the identification of Wiener systems consisting of a sequence of a linear FIR dynamical model, and a monotonically increasing static function. Given T observations, this algorithm boils down to solving a convex quadratic program with O(T) variables and inequality constraints, implementing an inference technique which is based entirely on model complexity control.
  • Keywords
    convex programming; identification; quadratic programming; stochastic processes; MINLIP estimator; convex quadratic program; identification; linear FIR dynamical model; model complexity control; monotone Wiener systems; Complexity theory; Context; Convergence; Correlation; Finite impulse response filter; Mathematical model; Optimization;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2010 49th IEEE Conference on
  • Conference_Location
    Atlanta, GA
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4244-7745-6
  • Type

    conf

  • DOI
    10.1109/CDC.2010.5717902
  • Filename
    5717902
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2579948