New Approaches for the Estimation of Complex Dynamic System Models
|Source:||Australian Research Council|
A wide range of standard estimation approaches are supported. These include the use of non-parametric, subspace-based and prediction-error algorithms coupled (in the latter case) with either MIMO state space or MISO polynomial model structures.
Additionally, some new approaches are included. These include the support for bilinear and other Hammerstein-Wiener non-linear structures, and the use of the expectation-maximisation (EM) algorithm for time and frequency domain estimation of state space structures.
The routines are written in C and callable from Matlab using the standard syntax. State-of-the-art solvers are available.
x* = arg min 0.5x'Hx + f'x convex cost
s.t. Ax = b, linear equality constraints,
Lx <= k, general linear inequality constraints,
l <= x <= u, bound constraints.