Sparse System Identification for Stochastic Feedback Control Systems
Wenxiao Zhao,
George G. Yin,
Er-Wei Bai
Abstract:Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector θ of a stochastic dynamic system under feedback control, for which the current input may depend on the past inputs and outputs, system noises as well as exogenous dithers. First, a sparse parameter identification algorithm is introduced based on L 2 norm with L 1 regularization, where the adaptive weights are adopted in the optimization variables of L 1 term. Second, estimates genera… Show more
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