Reference
S. S. Farahani, T. van den Boom, and B. De
Schutter, "An approximation approach for identification of stochastic max-plus
linear systems,"
Proceedings of the 18th IFAC World
Congress, Milan, Italy, pp. 8241-8246, Aug.-Sept. 2011.
Abstract
Max-plus linear systems belong to a special class of discrete-event systems
that consists of systems with synchronization but no choice. Our focus in this
paper is on stochastic max-plus linear systems, i.e., perturbed systems that
are linear in the max-plus algebra. One interesting topic is the identification
of such systems. Previous works report on a method for identifying the
parameters of a state space model for a stochastic max-plus linear system from
measured data. However, due to the structure of such systems, this method
results in a complex identification problem. Therefore, the aim of this paper
is to decrease the computational complexity and the computation time of this
problem. To this end, we use an approximation approach that is based on the
higher-order raw moments of a random variable. This method results in a less
complex problem that can be solved efficiently using gradient search
techniques.
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BibTeX
@inproceedings{Farvan:11-011,
author = {Farahani, Samira S. and van den Boom, Ton and De Schutter,
Bart},
title = {An Approximation Approach for Identification of Stochastic
Max-Plus Linear Systems},
booktitle = {Proceedings of the 18th IFAC World Congress},
address = {Milan, Italy},
pages = {8241--8246},
month = aug # {--} # sep,
year = {2011}
}