TY - GEN
T1 - Convex relaxations for robust identification of Wiener systems and applications
AU - Yilmaz, Burak
AU - Ayazoglu, Mustafa
AU - Sznaier, Mario
AU - Lagoa, Constantino
PY - 2011
Y1 - 2011
N2 - This paper considers the identification of Wiener systems in a worst case framework. Given some a priori information about the admissible set of plants, nonlinearities and measurement noise, and a posteriori experimental data, our goal is twofold: (i) establish whether the a priori and a posteriori information are consistent, and (ii) in that case find a model that interpolates the available experimental information within the noise level. As recently shown, this problem is generically NP hard both in the number of data points and the number of inputs to the non-linearity. Our main result shows that a computationally attractive relaxation can be obtained by recasting the problem as a rank-constrained semi-definite optimization and using existing tools specifically tailored to this type of problems. These results are illustrated with a practical application drawn from computer vision
AB - This paper considers the identification of Wiener systems in a worst case framework. Given some a priori information about the admissible set of plants, nonlinearities and measurement noise, and a posteriori experimental data, our goal is twofold: (i) establish whether the a priori and a posteriori information are consistent, and (ii) in that case find a model that interpolates the available experimental information within the noise level. As recently shown, this problem is generically NP hard both in the number of data points and the number of inputs to the non-linearity. Our main result shows that a computationally attractive relaxation can be obtained by recasting the problem as a rank-constrained semi-definite optimization and using existing tools specifically tailored to this type of problems. These results are illustrated with a practical application drawn from computer vision
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U2 - 10.1109/CDC.2011.6161114
DO - 10.1109/CDC.2011.6161114
M3 - Conference contribution
AN - SCOPUS:84860672711
SN - 9781612848006
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2812
EP - 2818
BT - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Y2 - 12 December 2011 through 15 December 2011
ER -