Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
On robust input design for nonlinear dynamical models
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-8524-0649
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
2017 (English)In: Automatica, ISSN 0005-1098, Vol. 77, p. 268-278Article in journal (Refereed) Published
Abstract [en]

We present a method for robust input design for nonlinear state-space models. The method optimizes a scalar cost function of the Fisher information matrix over a set of marginal distributions of stationary processes. By using elements from graph theory we characterize such a set. Since the true system is unknown, the resulting optimization problem takes the uncertainty on the true value of the parameters into account. In addition, the required estimates of the information matrix are computed using particle methods, and the resulting problem is convex in the decision variables. Numerical examples illustrate the proposed technique by identifying models using the expectation–maximization algorithm.

Place, publisher, year, edition, pages
Elsevier, 2017. Vol. 77, p. 268-278
Keywords [en]
Input design, Nonlinear systems, Particle filter, System identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-200882DOI: 10.1016/j.automatica.2016.11.030Scopus ID: 2-s2.0-85009216665OAI: oai:DiVA.org:kth-200882DiVA, id: diva2:1071117
Note

QC 20170203

Available from: 2017-02-03 Created: 2017-02-03 Last updated: 2017-02-03Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Valenzuela, Patricio E.Rojas, Cristian R.
By organisation
Automatic ControlACCESS Linnaeus Centre
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 94 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf