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On the optimal size of system model

  • Mohamed Z. Dajani
System Modeling And Identification
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3)

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.

List of symbols

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

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Bibliography

  1. [1]
    Åström, K.J., and Eykhoff, P. System identification — A survey. Automatica, Vol. 7, pp. 123–162, 1971.CrossRefGoogle Scholar
  2. [2]
    Woodside, C.M. Estimation of the order of linear systems. Automatica, Vol. 7, pp. 727–733, 1971.CrossRefGoogle Scholar
  3. [3]
    Sage, A.P., and Melsa, J.L. System identification. Academic Press, New York, 1972.Google Scholar
  4. [4]
    Special issue on linear-quadratic-Gaussian problem. IEEE Trans. on Automatic Control, Vol. 16, Dec. 1971.Google Scholar
  5. [5]
    Graves, L.G., and Wolfe, P. Recent advances in Mathematical programming, McGraw-Hill, Inc., New York, 1963.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1973

Authors and Affiliations

  • Mohamed Z. Dajani
    • 1
  1. 1.University of LouvainLouvain-la-NeuveBelgium

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