Kniha Semi-Blind Robust Identification and Model Validation Basics, Methods and Applications Wenjing Ma

Semi-Blind Robust Identification and Model Validation Basics, Methods and Applications

Autor: Wenjing Ma
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: VDM Verlag
Dostupnost: U nakladatele na objednávku
Odesíláme za 17-27 dnů
1 173
We study a semi-blind robust identification§motivated from the fact that sometimes only partial§inpu...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2008
Stránek
112
EAN
9783639109832
ISBN
363910983X
Enbook ID
06819907
Vydavatel
Hmotnost
159
Rozměry
152 x 229 x 6

Kompletní popis

We study a semi-blind robust identification§motivated from the fact that sometimes only partial§input data is exactly known. Derived from a§time-domain algorithm for robust identification, this§semi-blind robust identification§is stated as a non convex problem. We develop a§convex relaxation, by combining two variables into a§new variable, to reduce it to an LMI optimization§problem. Applying this convex relaxation, a§macro-economy modeling problem can be solved. The§problem of identification of Wiener Systems, a§special type of nonlinear systems, is analyzed from a§set-membership standpoint. We propose an algorithm§for time-domain based identification by pursuing a§risk-adjusted approach to reduce it to a convex§optimization problem. An arising non-trivial problem§in computer vision, tracking a human in a sequence of§frames, can be solved by modeling the plant as§Wiener system using the proposed identification§method. The book can serve as a reference for§financial engineers and finance-oriented§professionals in macro-economics and a textbook for§graduate courses on robust control theory and§macro-economics.

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