Seminar

System Identification with Few Samples

by Ms LI Jiayun, 13 November 2023

Ms LI Jiayun is currently a second-year Ph.D. student in the Department of Automation, Tsinghua University. Her research interests include system identification with its applications in robotics. She was invited to give a seminar aiming to present the system identification. In this talk, an analysis was first provided on the ill-conditioned problem, and prove that both the Ho-Kalman algorithm and the identification problem itself are ill-conditioned. Specifically, the result also shows that the system poles are hard to identify. Motivated by this observation, a new identification algorithm was then introduced by constructing another system with predefined system poles to approximate the input-output relationship of the true system. Both theoretical analysis and numerical results demonstrate the efficiency of the proposed algorithm. (Read more)