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Particle-based Gaussian process optimization for input design in nonlinear dynamical models
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
2016 (English)In: 2016 IEEE 55th Conference on Decision and Control, CDC 2016, Institute of Electrical and Electronics Engineers (IEEE), 2016, 2085-2090 p., 7798571Conference paper (Refereed)
Abstract [en]

We propose a novel approach to input design for identification of nonlinear state space models. The optimal input sequence is obtained by maximizing a scalar cost function of the Fisher information matrix. Since the Fisher information matrix is unavailable in closed form, it is estimated using particle methods. In addition, we make use of Gaussian process optimization to find the optimal input and to mitigate the problem of a large computational cost incurred by the particle method, as the method reduces the number of functional evaluations. Numerical examples are provided to illustrate the performance of the resulting algorithm.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2016. 2085-2090 p., 7798571
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
Keyword [en]
System identification, input design, Gaussian process optimization
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-208627DOI: 10.1109/CDC.2016.7798571ISI: 000400048102043ScopusID: 2-s2.0-85010796593ISBN: 9781509018376 OAI: oai:DiVA.org:kth-208627DiVA: diva2:1107461
Conference
55th IEEE Conference on Decision and Control, CDC 2016, ARIA Resort and CasinoLas Vegas, United States, 12 December 2016 through 14 December 2016
Funder
Swedish Research Council, 621-2013-5524 621-2009-4017
Note

QC 20170609

Available from: 2017-06-09 Created: 2017-06-09 Last updated: 2017-06-09Bibliographically approved

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Valenzuela, Patricio EstebanRojas, Cristian R.
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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • de-DE
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  • en-US
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  • nn-NO
  • nn-NB
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  • Other locale
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Output format
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  • asciidoc
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