Subspace identification with guaranteed stability using constrained optimization.
Seth L. LacyDennis S. BernsteinPublished in: IEEE Trans. Autom. Control. (2003)
Keyphrases
- constrained optimization
- constrained optimization problems
- objective function
- constraint handling
- penalty function
- unconstrained optimization
- augmented lagrangian
- inequality constraints
- interval analysis
- stationary points
- feature space
- low dimensional
- dimensionality reduction
- penalty functions
- principal component analysis
- high dimensional
- lagrange multipliers