Work

Inference and Learning of Nonlinear LFR State-Space Models

Year: 2025
Type: article
Abstract: Estimating the parameters of nonlinear block-oriented state-space models from input-output data typically involves solving a highly non-convex optimization problem, which is prone to poor local minima and slow convergence. This paper presents a computationally efficient initialization method for nonlinear linear fractional representation (NL-LFR) models using periodic data. By first inferring the latent signals and subsequently estimating the model parameters, the approach generates initial estimates for use in a later nonlinear optimization step. The proposed method shows robustness against poor local minima, and achieves a twofold error reduction compared to the state-of-the-art on a challenging benchmark dataset.
Institution: KU Leuven
Language: English
Open Access status: green
OpenAlex ID: W4411336605
FWCI:
Cites: 23
Cited by:
Related to: 10