4 papers
An Innovations-Based Data-Driven Kalman Predictor for Predictive Control
Mohamed Abdalmoaty, Roy S. Smith
A recently developed data-driven Kalman filter requires offline measurement of the process disturbance; a requirement that is often unmet for many practical applications. We propos…
System Identification Beyond the Nyquist Frequency: A Kernel-Regularized Approach
Max van Haren, Roy S. Smith, Tom Oomen
Models that contain intersample behavior are important for control design of systems with slow-rate outputs. The aim of this paper is to develop a system identification technique f…
Finite Sample Frequency Domain Identification
Anastasios Tsiamis, Mohamed Abdalmoaty, Roy S. Smith +1
We study non-parametric frequency-domain system identification from a finite-sample perspective. We assume an open loop scenario where the excitation input is periodic and consider…
Small Noise Analysis of Non-Parametric Closed-Loop Identification
Mohamed Abdalmoaty, Roy S. Smith
We revisit the problem of non-parametric closed-loop identification in frequency domain; we give a brief survey of the literature and provide a small noise analysis of the direct,…