14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract

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Paper FrA2.5

Kosut, Robert (SC Solutions), Bitmead, Robert (Univ. of California San Diego)

An approach to joint identification and model order selection

Scheduled for presentation during the Regular Session "Model Error Quantification and Model Validation" (FrA2), Friday, March 31, 2006, 11:50−12:10, Banquet Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on September 24, 2018

Keywords Identification for Control, Model Validation

Abstract

An explicit constraint representing a standard whiteness test is added to the framework of least-squares ARX identification in order to provide a means for model order selection without relying on a second data set. This is accomplished by a convex approximation of the non-convex standard whiteness test, thereby forming a convex optimization problem.