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Identification of parameter-dependent systems by interpolation based on statistical data

Research Project

Project/Area Number 17K06495
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Control engineering/System engineering
Research InstitutionHiroshima University

Principal Investigator

Tanaka Hideyuki  広島大学, 人間社会科学研究科(教), 教授 (90303883)

Project Period (FY) 2017-04-01 – 2022-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥2,210,000 (Direct Cost: ¥1,700,000、Indirect Cost: ¥510,000)
Fiscal Year 2019: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2018: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2017: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Keywords制御理論 / システム同定 / パラメータ依存システム / カーネル法 / 閉ループ同定 / 雑音共分散 / 不安定系の同定 / 部分空間同定法 / カルマンフィルタ / 半正定値計画問題 / 確率実現 / カルマンゲイン / イノベーション / Granger Causality / 統計データ
Outline of Final Research Achievements

The purpose of this research project is to develop identification algorithms for parameter-dependent systems based on data at local parameter points using statistical methods and to study closed-loop identification of linear time-invariant systems and noise covariance. We think that there exist two major difficulties in developing efficient algorithms for this problem: First, it is difficult to find a consistent state from the local points because the problem fall into a non-convex optimization problem in general. Secondly, the models may be highly sensitive to noise and numerical errors, and it is important to develop efficient identification algorithms for linear-time-invariant systems and to study noise covariance. In this project, we proposed an algorithm for interpolating impulse responses of the systems operated by freezing the parameter using a kernel method, developed closed-loop identification algorithms for linear-time-invariant systems, and studied noise covariance.

Academic Significance and Societal Importance of the Research Achievements

制御を行う場合に、パラメータに依存して変化する動的システムのモデリングが必要とされる場合がある。パラメータが固定されたもとでシステム同定によって得られたデータに対し、効率良くパラメータ依存システムを求める方法について考察した。データに基づく補間の観点から動的システムのモデリングの考察を進めることで、統計的学習理論等と動的システムのモデリングを融合した新しいシステム同定理論を構築するための第一歩とする。また、局所点におけるモデルの精度も重要であるため、線形時不変系の同定や雑音共分散に関する知見を蓄えるための研究を行った。

Report

(6 results)
  • 2021 Annual Research Report   Final Research Report ( PDF )
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (20 results)

All 2021 2020 2019 2018 2017

All Journal Article (6 results) (of which Peer Reviewed: 6 results,  Open Access: 6 results) Presentation (14 results) (of which Int'l Joint Research: 4 results)

  • [Journal Article] Subspace Identification Algorithm for Stochastic Systems Equipped with Zeros Close to Unit Circle2020

    • Author(s)
      H. Tanaka and K. Ikeda
    • Journal Title

      Preprints of the 21st IFAC World Congress (Virtual)

      Volume: - Pages: 2463-2468

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] An Estimation Method of Innovations Model in Closed-Loop Environment with Lower Horizons2020

    • Author(s)
      K. Ikeda and H. Tanaka
    • Journal Title

      Preprints of the 21st IFAC World Congress (Virtual)

      Volume: - Pages: 907-912

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Closed-loop subspace identification taking initial state into account2018

    • Author(s)
      Hideyuki Tanaka and Kenji Ikeda
    • Journal Title

      IFAC-PapersOnLine

      Volume: 51 Issue: 15 Pages: 604-609

    • DOI

      10.1016/j.ifacol.2018.09.229

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A closed-loop subspace identification algorithm based on finite-interval realization2018

    • Author(s)
      Hideyuki Tanaka and Kenji Ikeda
    • Journal Title

      SICE Annual Conference 2018, September 11-14, 2018

      Volume: - Pages: 1489-1492

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] On the uniqueness of spectral density function in an SDP problem for the estimation of innovations model2018

    • Author(s)
      Kenji Ikeda and Hideyuki Tanaka
    • Journal Title

      SICE Annual Conference 2018, September 11-14, 2018

      Volume: - Pages: 1483-1488

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] An SDP formulation for consistent estimate of innovations model2017

    • Author(s)
      K. Ikeda and H. Tanaka
    • Journal Title

      Proc. of the 2017 Asian Control Conference (ASCC2017)

      Volume: - Pages: 1772-1777

    • DOI

      10.1109/ascc.2017.8287442

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] Product of block Toeplitz matrices from the viewpoint of closed-loop identification2021

    • Author(s)
      Hideyuki Tanaka and Kenji Ikeda
    • Organizer
      Proceedings of the SICE Annual Conference 2021 (SICE 2021)
    • Related Report
      2021 Annual Research Report
  • [Presentation] 雑音共分散行列の推定値の分散解析2021

    • Author(s)
      池田 建司,田中 秀幸
    • Organizer
      第64回 自動制御連合講演会
    • Related Report
      2021 Annual Research Report
  • [Presentation] BLUEにおける重み行列のランクに関する数値解析2021

    • Author(s)
      池田 建司,田中 秀幸
    • Organizer
      第9回 制御部門マルチシンポジウム(MSCS 2022)
    • Related Report
      2021 Annual Research Report
  • [Presentation] 可同定性に基づくパラメータ依存システムに対する同定実験設計-回転型振子系を用いた考察-2020

    • Author(s)
      田中 秀幸,太田 快人
    • Organizer
      第7回 制御部門マルチシンポジウム
    • Related Report
      2019 Research-status Report
  • [Presentation] On the Uniqueness of the Estimate of Innovations Model2019

    • Author(s)
      K. Ikeda and H. Tanaka
    • Organizer
      2019 12th Asian Control Conference (ASCC), Kitakyushu-shi, Japan
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] Covariance of the Coefficient of the Transfer Function Estimated Via PO-MOESP Method2019

    • Author(s)
      Kenji Ikeda and Hideyuki Tanaka
    • Organizer
      the SICE Annual Conference 2019 September 10-13, 2019, Hiroshima, Japan
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] Modeling of Parameter Dependent Systems Using the Impulse Response and the Kernel Method2019

    • Author(s)
      Hideyuki Tanaka and Kenji Ikeda
    • Organizer
      the SICE Annual Conference 2019 September 10-13, 2019, Hiroshima, Japan
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] 不可到達な確率系をもつ安定限界なシステムの同定2019

    • Author(s)
      池田 建司,田中 秀幸
    • Organizer
      第6回 制御部門マルチシンポジウム
    • Related Report
      2018 Research-status Report
  • [Presentation] 初期状態を考慮した部分空間同定法のためのもう一つの半正定値計画問題2018

    • Author(s)
      池田 建司,田中 秀幸
    • Organizer
      第61回自動制御連合講演会
    • Related Report
      2018 Research-status Report
  • [Presentation] イノベーションモデル推定のためのSDP問題における可同定性について2018

    • Author(s)
      池田建司,田中 秀幸
    • Organizer
      第5回 制御部門マルチシンポジウム Sa43-3
    • Related Report
      2017 Research-status Report
  • [Presentation] Granger causality とシステム同定2018

    • Author(s)
      田中 秀幸
    • Organizer
      第5回 制御部門マルチシンポジウム,Fr43-2
    • Related Report
      2017 Research-status Report
  • [Presentation] Identification of linear stochastic systems taking initial state into account2017

    • Author(s)
      Hideyuki Tanaka, and Kenji Ikeda
    • Organizer
      Proceedings of the SICE Annual Conference 2017
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 変数変換を用いたイノベーションモデル推定問題の定式化2017

    • Author(s)
      池田 建司,田中 秀幸
    • Organizer
      第60回自動制御連合講演会,SuF3-4
    • Related Report
      2017 Research-status Report
  • [Presentation] 半正定値計画問題により初期状態を考慮した確率部分空間同定法2017

    • Author(s)
      田中 秀幸,池田 建司
    • Organizer
      第60回自動制御連合講演会 SuF3-5
    • Related Report
      2017 Research-status Report

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Published: 2017-04-28   Modified: 2023-01-30  

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