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From Noise to Knowledge: System Identification with Systematic Polytope Construction via Cyclic Reformulation

Hiroshi Okajima, Shun Shirahama, Tatsunori Hayashi, Nobutomo Matsunaga

TL;DR

A novel identification algorithm is proposed that derives polytopic uncertainty models by interpreting noise-induced parameter fluctuations as intrinsic uncertainty by applying cyclic reformulation with period N to linear time-invariant systems, yielding N parameter sets with slight variations that serve as polytope vertices.

Abstract

Model-based control requires accurate mathematical models to guarantee control performance and stability. However, obtaining accurate models is challenging due to process and sensor noise. This paper proposes a novel identification algorithm that derives polytopic uncertainty models by interpreting noise-induced parameter fluctuations as intrinsic uncertainty. The method applies cyclic reformulation with period N to linear time-invariant systems, yielding N parameter sets with slight variations that serve as polytope vertices. This enables systematic polytopic model construction from a single identification experiment. Simulation results demonstrate significant improvements: the proposed method achieves higher parameter estimation accuracy and reduces prediction errors by approximately half compared to conventional approaches. The vertex count N provides systematic control over the precision of uncertainty representation.

From Noise to Knowledge: System Identification with Systematic Polytope Construction via Cyclic Reformulation

TL;DR

A novel identification algorithm is proposed that derives polytopic uncertainty models by interpreting noise-induced parameter fluctuations as intrinsic uncertainty by applying cyclic reformulation with period N to linear time-invariant systems, yielding N parameter sets with slight variations that serve as polytope vertices.

Abstract

Model-based control requires accurate mathematical models to guarantee control performance and stability. However, obtaining accurate models is challenging due to process and sensor noise. This paper proposes a novel identification algorithm that derives polytopic uncertainty models by interpreting noise-induced parameter fluctuations as intrinsic uncertainty. The method applies cyclic reformulation with period N to linear time-invariant systems, yielding N parameter sets with slight variations that serve as polytope vertices. This enables systematic polytopic model construction from a single identification experiment. Simulation results demonstrate significant improvements: the proposed method achieves higher parameter estimation accuracy and reduces prediction errors by approximately half compared to conventional approaches. The vertex count N provides systematic control over the precision of uncertainty representation.
Paper Structure (29 sections, 1 theorem, 46 equations, 6 tables)

This paper contains 29 sections, 1 theorem, 46 equations, 6 tables.

Key Result

Theorem 1

Assume that the parameters $(\check{A}_*, \check{B}_*, \check{C}_*, \check{D}_*)$ are obtained via subspace identification based on cycled signals, and that the pairs $(\check{A}_*, \check{B}_*)$ and $(\check{C}_*, \check{A}_*)$ are controllable and observable, respectively. Then, the system matrice

Theorems & Definitions (1)

  • Theorem 1