Blind Identification via Lifting

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• 作者：Henrik Ohlsson ^{ohlsson@eecs.berkeley.edu" class="auth_mail" title="E-mail the corresponding author}
• 关键词：System identification ; Parameter estimation ; Identification algorithms
• 刊名：IFAC-PapersOnLine
• 出版年：2014
• 出版时间：2014
• 年：2014
• 卷：47
• 期：3
• 页码：10367-10372
• 全文大小：396 K

文摘

Blind system identification is known to be an ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. We phrase this as a constrained rank minimization problem and present a relaxed convex formulation to approximate its solution. To make the problem well posed we assume that the sought input lies in some known linear subspace.