Premium
A convex optimization algorithm for frequency‐domain identification in the v‐gap metric
Author(s) -
Geng LiHui,
Cui ShiGang,
Zhao Li,
Lin HaiQi
Publication year - 2015
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.2478
Subject(s) - metric (unit) , algorithm , minification , mathematics , frequency domain , convex optimization , convergence (economics) , line search , regular polygon , sine , mathematical optimization , computer science , engineering , mathematical analysis , operations management , geometry , radius , computer security , economics , economic growth
Summary This paper proposes a convex optimization algorithm to minimize the v‐gap metric for parameter estimation of a SISO system using frequency‐domain measurements. According to a geometrical interpretation for this metric, its evaluation for two SISO linear systems is the supreme of sine values of the apertures between their normalized right graph symbols. As a result, the minimization of the v‐gap metric becomes that of the maximum of sine values of those apertures at sampling frequencies and can be efficiently solved by a sequence of feasibility problems with a decreasing line search. Compared with the related algorithms, the proposed one has global convergence and much lower computational loads. Finally, a numerical simulation shows the effectiveness of the proposed algorithm. Copyright © 2014 John Wiley & Sons, Ltd.