Abstract
In this article, we introduce some recent results on the complexity of the model and controller using a unified probabilistic approach to model estimation/selection and controller design. The objective systems are assumed to include unknown random parameters with probability distributions. The first issue is what evaluation function, for model estimation, is reasonable with respect to the controller design. Second, we analyse the effects of the complexity of the parameter distribution model and the class of controller on the expectation of the evaluation functions for model estimation. Finally, we discuss the distribution of systems with a result on a metric structure of a set of analytic functions.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
H. Akaike, “A new look at the statistical model identification,”IEEE Trans. Automatic Control, vol. AC-19, no. 6, pp. 716–723, 1974.
T. Asai, S. Hara, and T. Iwasaki, “Simultaneous modeling and synthesis for robust control by LFT scaling,” inPreprints of 13th IFAC World Congress1996, pp. 309–314.
J. Chen, G. Gu, and C. N. Nett, “Worst case identification of continuous time systems via interpolation,”Automaticavol. 30, no. 12, pp. 1825–1837, 1994.
T. Asai, S. Hara, and T. Iwasaki, “Simultaneous modeling and synthesis for robust control by LFT scaling,” inPreprints of 13th IFAC World Congress1996, pp. 309–314.
L. Giarre, B. Z. Kacewicz, and M. Milanese, “Model quality evaluation in set membership identification,”Automatica, vol.33, no. 6, pp. 1133–1139, 1997.
I. J. Good and R. A. Gaskins, “Nonparametric roughness penalties for probability densities,”Biometrika, vol.58, no. 2, pp. 255–277, 1971.
G. C. Goodwin, M. Gevers, and B. Ninness, “Quantifying the error in estimated transfer functions with application to model order selection,”IEEE Trans.Automatic Control,vol.AC-37, pp. 913–928, 1992.
P. J. Green, “Penalized likelihood for general semi-parametric regression models,” International Statistical Review, vol. 55, no. 3, pp. 245–259, 1987.
A. J. Helmicki, C. A. Jacobson, and C. N. Nett, “Control oriented system identification: A worst-case/deterministic approach inH am “ IEEETrans. Automatic Control, vol. AC-36, no. 10, pp. 1163–1176, 1991.
E. Hewitt and K. StrombergReal and Abstract Analysis.New York: Springer-Verlag, 1975.
S. Konishi and G. Kitagawa, “Generalized information criteria in model selection,” Biometrika, vol. 83, no. 4, no. 875–890, 1996.
R. L. Kosut, M. K. Lau, and S. P. Boyd, “Set-membership identification of systems with parametric and nonparametric uncertainty,”IEEE Trans. Automatic Control vol.AC-37, no. 7, pp. 929–941, 1992.
S. Kullback, Information Theory and Statistics. Mathematical Statistics, New York: John Wiley & Sons, Inc., 1959.
A. Lasota and M. C. MackeyChaos Fractals and Noise: Stochastic Aspects of Dynamics2nd ed. Applied Mathematical Sciences, vol. 97, New York: Springer-Verlag, 1995.
H. Linhart and W. ZucchiniModel Selection.New York: John Wiley & Sons, Inc., 1986.
G. G. LorentzApproximation of Functions.New York: Chelsea Publishing Company, 1986.
M. Milanese and A. Vicino, “Optimal estimation theory for dynamic systems with set membership uncertainty: An overview,”Automaticavol. 27, pp. 997–1009, 1991.
A. Pinkus, n-Widths in Approximation Theory. Berlin: Springer-Verlag, 1985.
J. Rissanen, “Universal coding, information, prediction and estimation,”IEEE Trans. Information Theory vol. IT-30, pp. 629–636, 1984.
G. Schwarz, “Estimating the dimension of a model,”The Annals of Statisticsvol. 6, no. 2, pp. 461–464, 1978.
K. Takeuchi, “Distribution of information statistics and criteria for adequacy of models” (in Japanese)Mathematical Sciencesvol. 153, pp. 12–18, 1976.
V. M. Tichomirov, “Diameters of sets in function spaces,” Uspehi Mat. Nauk, Russian Math Surveys, vol. 15, pp. 75–111, 1960.
K. Tsumura, “Information criterion for model selection with controller design,” inProceedings of the 12th IFAC Symposium on System IdentificationSanta Barbara, 2000.
K. Tsumura“Metric structure of a set of analytic functions,” in Proceedings of the 30th SICE Symposium on Control Theory, 2001.
K. Tsumura, “Unification of modeling, estimation and controller design,” inProceedings of the 40th Conference on Decision and Control2001, pp. 1995–2000.
K. Tsumura, “Unification of modeling, estimation and controller design,” submitted for publication.
K. Tsumura and H. Kimura“Criterion for selection of model and controller design based on IO data,” in Proceedings of the 39th Conference on Decision and Control2000, pp. 2837–2842.
K. Tsumura and S. Shin“Simultaneous modeling and data-distribution-dependent robust control system design,” in Preprints of the 11th IFAC Symposium on System Identification, Kitakyushu1997, pp. 129–134.
A. G. VitushkinTheory of the Transmission and Processing of Information.New York: Pergamon, 1961.
G. Zames, “On the metric complexity of causal linear systems:e-entropy and E-dimension for continuous time,”IEEE Trans. Automatic Controlvol. AC-24, no. 2, pp. 222–230, 1979.
G. Zames and J. G. Owen, “A note on metric dimension and feedback in distance time,”IEEE Trans. Automatic Controlvol. AC-38, no. 4, pp. 664–667, 1993.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2003 Springer Science+Business Media New York
About this chapter
Cite this chapter
Tsumura, K. (2003). Complexity of Systems and Controllers. In: Hashimoto, K., Oishi, Y., Yamamoto, Y. (eds) Control and Modeling of Complex Systems. Trends in Mathematics. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0023-9_10
Download citation
DOI: https://doi.org/10.1007/978-1-4612-0023-9_10
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6577-1
Online ISBN: 978-1-4612-0023-9
eBook Packages: Springer Book Archive