Fast Identification of Continuous-Time Lur’e-type Systems with Stability Certification

In this paper, we propose an approach for parametric system identification for a class of continuous-time Lur’e-type systems using only steady-state input and output data. Employing a quasi-Newton optimization scheme, we minimize an output error criterion constrained to the set of convergent models, which enforces a stability certificate on the identified model. To compute the steady-state model response efficiently, we adopt the...