ON GRADIENT-BASED SEARCH FOR MULTIVARIABLE SYSTEM ESTIMATES

Abstract

This paper addresses the design of gradient based search algorithms for multivariable system estimation. In particular, the work here considers so-called ‘full parametrization' approaches, and establishes that the recently developed ‘Data Driven Local Coordinate' (DDLC) methods can be seen as a special case within a broader class of techniques that are designed to deal with rank-deficient Jacobians. This informs the design of a new algorithm that, via a strategy of dynamic Jacobian rank determination, is illustrated to offer enhanced performance.