Reference
S. S. Farahani, T. van den Boom, and B. De
Schutter, "Exact and approximate approaches to the identification of stochastic
max-plus-linear systems,"
Discrete Event Dynamic Systems:
Theory and Applications, vol. 24, no. 4, pp. 447-471, Dec. 2014.
Abstract
Stochastic max-plus linear systems, i.e., perturbed systems that are linear in
the max-plus algebra, belong to a special class of discrete-event systems that
consists of systems with synchronization but no choice. In this paper, we study
the identification problem for such systems, considering two different
approaches. One approach is based on exact computation of the expected values
and consists in recasting the identification problem as an optimization problem
that can be solved using gradient-based algorithms. However, due to the
structure of stochastic max-plus linear systems, this method results in a
complex optimization problem. The alternative approach discussed in this paper,
is an approximation method based on the higher-order moments of a random
variable. This approach decreases the required computation time significantly
while still guaranteeing a performance that is comparable to the one of the
exact solution.
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BibTeX
@article{Farvan:13-002,
author = {Farahani, Samira S. and van den Boom, Ton and De Schutter, Bart},
title = {Exact and Approximate Approaches to the Identification of
Stochastic Max-Plus-Linear Systems},
journal = {Discrete Event Dynamic Systems: Theory and Applications},
volume = {24},
number = {4},
pages = {447--471},
month = dec,
year = {2014}
}