Identiication of Linear Parameter-varying Systems via Lfts 1

This paper considers the identiication of Linear Parameter-Varying (LPV) systems having linear-fractional parameter dependence. We present a natural prediction error method, using gradient-and Hessian-based nonlinear optimization algorithms to minimize the cost function. Computing the gradients and (approximate) Hessians is shown to reduce to simulating LPV systems and computing inner products. Issues relating to initialization and identiiability are discussed. The algorithms are demonstrated on a numerical example .