Identification of LPV Systems with Non-White Noise Scheduling Sequences

We address the identification of discrete-time linear parameter varying systems in the state-space form with affine parameter dependence. In previous work, some of the authors have addressed this problem and an iterative algorithm that avoids the curse of dimensionality, inherent to this class of problems, was developed for the identification of multiple input multiple output systems. Although convergence of this algorithm has been assured for white noise sequences, it has also converged for other type of scheduling signals. Neverless, its application is still not generalized to every class of scheduling parameters. In this paper, the algorithm is modified in order to identify multiple input single output systems with quasi-stationary scheduling signals. In every iteration, the system is modeled as a linear time invariant system driven by an extended input composed by the measured input, the Kronecker product between this signal and the scheduling parameter and the Kronecker product between the scheduling and the state estimated at the previous iteration. The remaining unknown signals are considered as “noise”. Furthermore, the system is decomposed into a “deterministic” system driven by the known inputs and a “stochastic” subsystem driven by noise. The system is identified as a high order autoregressive exogeneous model. In order to whiten the noise, the input/output data is filtered by the inverse noise transfer function and a state-space model is estimated for the “deterministic” subsystem. Then, the output simulated by this system is subtracted from the measurements to obtain the output stochastic component. Finally, the state of the system is estimated using a Kalman filter and a deconvolution technique. Then, the state becomes an entry to the system for the next iteration, after being multiplied by the scheduling parameter. The whole process is repeated until convergence. The algorithm is tested using periodic scheduling signals and compared with other approaches developed by the same authors