Identification of externally positive systems

Abstract

We consider identification of externally positive linear discrete-time systems from input/output data. The proposed method is formulated as a semidefinite program, and is guaranteed to identify models that are ellipsoidal cone-invariant and, consequently, externally positive. We demonstrate empirically that this cone-invariance approach can significantly reduce the conservatism associated with methods that enforce internal positivity as a sufficient condition for external positivity.