A least absolute shrinkage and selection operator (LASSO) for nonlinear system identification
System Identification, Volume # 14 | Part# 1
Authors
Sunil L. Kukreja; Johan Lofberg; Martin J. Brenner
Identifier
10.3182/20060329-3-AU-2901.00128
Index Terms
system identification,nonlinear systems,structure detection,aeroelasticity
Abstract
Identification of parametric nonlinear models involves estimating unknown parameters and detecting its underlying structure. Structure computation is concerned with selecting a subset of parameters to give a parsimonious description of the system which may afford greater insight into the functionality of the system or a simpler controller design. In this study, a least absolute shrinkage and selection operator (LASSO) technique is investigated for computing efficient model descriptions of nonlinear systems. The LASSO minimises the residual sum of squares by the addition of a l1 penalty term on the parameter vector of the traditional l2 minimisation problem. Its use for structure detection is a natural extension of this constrained minimisation approach to pseudolinear regression problems which produces some model parameters that are exactly zero and, therefore, yields a parsimonious system description. The performance of this LASSO structure detection method was evaluated by using it to estimate the structure of a nonlinear polynomial model. Applicability of the method to more complex systems such as those encountered in aerospace applications was shown by identifying a parsimonious system description of the F/A-18 Active Aeroelastic Wing using flight test data.
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