Optimization algorithms for nuclear norm based subspace identification with uniformly spaced frequency domain data


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Date

2015

Publication Type

Conference Paper

ETH Bibliography

yes

Citations

Altmetric

Data

Abstract

We compare two iterative frequency domain subspace identification methods using nuclear norm minimization to more commonly used non-iterative methods by means of an artificially created test problem involving very noisy uniformly spaced frequency data. The two corresponding optimization problems are motivated and their first-order algorithmic solutions based on the alternating direction method of multipliers and the dual accelerated gradient-projection method are stated and compared.

Publication status

published

Editor

Book title

2015 American Control Conference (ACC)

Journal / series

Volume

2

Pages / Article No.

1119 - 1124

Publisher

IEEE

Event

2015 American Control Conference (ACC 2015)

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Organisational unit

08814 - Smith, Roy (Tit.-Prof.) (ehemalig) / Smith, Roy (Tit.-Prof.) (former) check_circle

Notes

Funding

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