Identification of stochastic max-plus-linear systems

T.J.J. van den Boom, B. De Schutter, and V. Verdult, "Identification of stochastic max-plus-linear systems," Proceedings of the 2003 European Control Conference (ECC'03), Cambridge, UK, 6 pp., Sept. 2003. Paper 104.

We present a method to identify the parameters of a state space model for a max-plus-linear discrete event system from measured data. Previous papers report on results with noise-free measured data. In this paper we extend this to identification for perturbed max-plus-linear systems in a stochastic setting. The approach is based on recasting the identification problem as an optimization problem. We show that under quite general conditions the resulting optimization problems can be solved very efficiently using gradient search techniques.

 * Corresponding technical report: pdf file (111 KB)
      Note: More information on the pdf file format mentioned above can be found here.

Bibtex entry:

        author={T.J.J. van den Boom and B. {D}e Schutter and V. Verdult},
        title={Identification of stochastic max-plus-linear systems},
        booktitle={Proceedings of the 2003 European Control Conference (ECC'03)},
        address={Cambridge, UK},
        note={Paper 104}

Go to the publications overview page.

This page is maintained by Bart De Schutter. Last update: March 20, 2022.