From Noise to Knowledge: System Identification with Systematic Polytope Construction via Cyclic Reformulation

TL;DR

This paper introduces a novel system identification method that constructs polytopic uncertainty models from a single noisy experiment using cyclic reformulation, enabling robust control synthesis with minimal conservatism.

Contribution

It proposes a cyclic reformulation approach to interpret noise as structured uncertainty, allowing systematic polytope construction from limited data for robust control.

Findings

Constructed polytopes effectively capture uncertainty from noisy data.

Robust $H_\infty$ control synthesis using the polytope stabilizes the true plant.

Method compares favorably with bootstrap resampling in uncertainty representation.

Abstract

Model-based robust control requires not only accurate nominal models but also systematic uncertainty representations to guarantee stability and performance. However, constructing polytopic uncertainty models typically demands multiple experiments or a priori structural assumptions.This paper proposes an identification framework based on intentional periodicity induction, in which cyclic reformulation with period $N$ is applied to a linear time-invariant system to interpret noise-induced parameter fluctuations as a structured manifestation of estimation uncertainty. The $N$ parameter sets obtained from a single identification experiment -- which would coincide in the noise-free case -- are used as polytope vertices, providing systematic control over the granularity of the uncertainty description through the choice of $N$. The practical utility of the constructed polytope is demonstrated through robust $H_\infty$ state-feedback synthesis via LMI optimization at the polytope vertices; the synthesis uses only noisy identification data and is shown across Monte Carlo trials to stabilize the true plant with only marginal conservatism. Complementarily, a diagnostic assessment based on the best in-polytope point confirms that the polytope captures meaningful uncertainty information. For a third-order system under Gaussian and uniform noise, a comparison with bootstrap-inspired resampling baselines indicates that cyclic reformulation provides a competitive or favorable trade-off by utilizing the full data record; the construction is further validated on a fourth-order MIMO system.