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Convex Bounds for Equation Error in Stable Nonlinear Identification
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology.ORCID iD: 0000-0001-6946-1508
Univ Sydney, Dept Aerosp Mech & Mechatron Engn, Australian Ctr Field Robot, Sydney, NSW 2006, Australia..ORCID iD: 0000-0002-7035-3173
2019 (English)In: IEEE Control Systems Letters, E-ISSN 2475-1456, Vol. 3, no 1, p. 73-78Article in journal (Refereed) Published
Abstract [en]

Equation error, also known as one-step-ahead prediction error, is a common quality-of-fit metric in dynamical system identification and learning. In this letter, we use Lagrangian relaxation to construct a convex upper bound on equation error that can be optimized over a convex set of nonlinear models that are guaranteed to be contracting, a strong form of nonlinear stability. We provide theoretical results on the tightness of the relaxation, and show that the method compares favorably to established methods on a variety of case studies.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2019. Vol. 3, no 1, p. 73-78
Keywords [en]
Identification, stability of nonlinear systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:uu:diva-476994DOI: 10.1109/LCSYS.2018.2852266ISI: 000658897500013OAI: oai:DiVA.org:uu-476994DiVA, id: diva2:1669813
Funder
Australian Research CouncilAvailable from: 2022-06-15 Created: 2022-06-15 Last updated: 2023-08-25Bibliographically approved

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