**Reference:**

S.S. Farahani,
T. van den Boom, and
B. De Schutter,
"An approximation approach for identification of stochastic max-plus
linear systems," *Proceedings of the 18th IFAC World Congress*,
Milan, Italy, pp. 8241-8246, Aug.-Sept. 2011.

**Abstract:**

Max-plus linear systems belong to a special class of discrete-event
systems that consists of systems with synchronization but no choice.
Our focus in this paper is on stochastic max-plus linear systems,
i.e., perturbed systems that are linear in the max-plus algebra. One
interesting topic is the identification of such systems. Previous
works report on a method for identifying the parameters of a state
space model for a stochastic max-plus linear system from measured
data. However, due to the structure of such systems, this method
results in a complex identification problem. Therefore, the aim of
this paper is to decrease the computational complexity and the
computation time of this problem. To this end, we use an approximation
approach that is based on the higher-order raw moments of a random
variable. This method results in a less complex problem that can be
solved efficiently using gradient search techniques.

Online version of the paper

Corresponding technical report: pdf file (122 KB)

@inproceedings{Farvan:11-011,

author={S.S. Farahani and T. van den Boom and B. {D}e Schutter},

title={An approximation approach for identification of stochastic max-plus linear systems},

booktitle={Proceedings of the 18th IFAC World Congress},

address={Milan, Italy},

pages={8241--8246},

month=aug # {--} # sep,

year={2011},

doi={10.3182/20110828-6-IT-1002.01046}

}

Go to the publications overview page.

This page is maintained by Bart De Schutter. Last update: December 15, 2015.