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Multilinear state space system identification with matrix product operators

机译:基于矩阵乘积算子的多线性状态空间系统辨识

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In this article, we introduce a matrix product operator, also called tensor train matrix, representation of discrete-time multilinear state space models and develop a corresponding system identification method. Using matrix product operators allows us to store the exponential number of model coefficients with a linear storage complexity. The derived system identification algorithm estimates the matrix product operator of the multilinear state space model directly from the measured data. This results in lower computational complexity compared to traditional nonlinear optimization methods. The effectiveness of our proposed model and method is demonstrated by a numerical experiment, where the identification of a degree-16 multilinear state space system in MATLAB on a standard desktop computer takes about 8 minutes with a relative validation error of 0.003%.
机译:在本文中,我们介绍了矩阵乘积运算符(也称为张量列矩阵),表示离散时间多线性状态空间模型,并开发了相应的系统识别方法。使用矩阵乘积运算符可以使我们以线性存储复杂度来存储指数系数的模型系数。派生的系统识别算法直接从实测数据估计多线性状态空间模型的矩阵乘积算子。与传统的非线性优化方法相比,这导致较低的计算复杂度。通过数值实验证明了我们提出的模型和方法的有效性,其中在标准台式计算机上的MATLAB中识别16度多线性状态空间系统大约需要8分钟,相对验证误差为0.003%。

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