A Markov Chain Approach to Compute the ℓ2-gain of Nonlinear Systems
| Autor: | Matias I. Müller, Cristian R. Rojas |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
0209 industrial biotechnology
Stationary process Markov chain Linear programming Computer science 020208 electrical & electronic engineering 02 engineering and technology Nonlinear system 020901 industrial engineering & automation Control and Systems Engineering Bounded function 0202 electrical engineering electronic engineering information engineering Applied mathematics Finite set |
| Zdroj: | IFAC-PapersOnLine. 51:84-89 |
| ISSN: | 2405-8963 |
| DOI: | 10.1016/j.ifacol.2018.09.095 |
| Popis: | In this work the problem of computing the maximum gain of non-linear systems, also known as its l2-gain, from input-output data is studied. From an input design perspective, this problem reduces to find an optimal input sequence, of bounded norm, maximizing the norm gain of the output, where our target estimation corresponds to the ratio of these quantities. The novelty of this approach lies on the fact that the input signal is a realization of a stationary process with finite memory whose range is a finite set of values. Based on recent developents on input design for nonlinear systems, our approach leads to a linear program whose optimal cost gives an approximation of the l2-gain of the system. An illustrative example shows how well the algorithm performs compared to other methods approximating this quantity. |
| Databáze: | OpenAIRE |
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