System identification using Nuclear Norm & Tabu Search optimization

Abstract

In recent years, subspace System Identification (SI) algorithms have seen increased research, stemming from advanced minimization methods being applied to the Nuclear Norm (NN) approach in system identification. These minimization algorithms are based on hard computing methodologies. To the authors’ knowledge, as of now, there has been no work reported that utilizes soft computing algorithms to address the minimization problem within the nuclear norm SI framework. A linear, time-invariant, discrete time system is used in this work as the basic model for characterizing a dynamical system to be identified. The main objective is to extract a mathematical model from collected experimental input-output data. Hankel matrices are constructed from experimental data, and the extended observability matrix is employed to define an estimated output of the system. This estimated output and the actual – measured – output are utilized to construct a minimization problem. An embedded rank measure assures minimum state realization outcomes. Current NN-SI algorithms employ hard computing algorithms for minimization. In this work, we propose a simple Tabu Search (TS) algorithm for minimization. TS algorithm based SI is compared with the iterative Alternating Direction Method of Multipliers (ADMM) line search optimization based NN-SI. For comparison, several different benchmark system identification problems are solved by both approaches. Results show improved performance of the proposed SI-TS algorithm compared to the NN-SI ADMM algorithm.