Exact and approximate approaches to the identification of stochastic max-plus-linear systems

被引：3

作者：

Farahani, Samira S. ^{[1
]}

van den Boom, Ton ^{[1
]}

De Schutter, Bart ^{[1
]}

机构：

[1] Delft Univ Technol, Delft Ctr Syst & Control, Delft, Netherlands

来源：

DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS | 2014年 / 24卷 / 04期

关键词：

Stochastic discrete event systems; System identification; Stochastic max-plus-linear systems; Analytic integration; Approximation; Moments; DISCRETE-EVENT SYSTEMS;

D O I：

10.1007/s10626-013-0164-4

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：447 / 471

页数：25

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