Abstract
In this paper, we discuss the problem of identifying a complex system with a limited-complexity model using finite corrupted data. Complex systems are ones that cannot be uniformly approximated by a finite dimensional space. Nevertheless, our prejudice is represented by selecting a finitely parameterized set of models from which an estimate of the original system will ultimately be drawn. We will give an account of a new formulation that shows how such a model should be selected from data. We will demonstrate this paradigm on the class of linear time-invariant stable systems and give an overview of the available results concerning input design, consistency, error bounds, and sample complexity.
This research was supported by NSF Grant number 9157306-ECS, AFOSR F49620-950219, and, Siemens AG.
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© 1999 Springer-Verlag London Limited
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Dahleh, M.A. (1999). Identification of complex systems. In: Yamamoto, Y., Hara, S. (eds) Learning, control and hybrid systems. Lecture Notes in Control and Information Sciences, vol 241. Springer, London. https://doi.org/10.1007/BFb0109731
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DOI: https://doi.org/10.1007/BFb0109731
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