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Adaptive Input Design for LTI Systems
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-9368-3079
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. Institute of Molecular Systems Biology, Switzerland.
2017 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 62, no 5, p. 2390-2405, article id 7574358Article in journal (Refereed) Published
Abstract [en]

Optimal input design for parameter estimation has obtained extensive coverage in the past. A key problem here is that the optimal input depends on some unknown system parameters that are to be identified. Adaptive design is one of the fundamental routes to handle this problem. Although there exist a rich collection of results on this problem, there are few results that address dynamical systems. This paper presents sufficient conditions for convergence/consistency and asymptotic optimality for a class of adaptive systems consisting of a recursive prediction error estimator and an input generator depending on the time-varying parameter estimates. The results apply to a general family of single input single output linear time-invariant systems. An important application is adaptive input design for which the results imply that, asymptotically in the sample size, the adaptive scheme recovers the same accuracy as the off-line prediction error method that uses data from an experiment where perfect knowledge of the system has been used to design an optimal input spectrum.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers Inc. , 2017. Vol. 62, no 5, p. 2390-2405, article id 7574358
Keywords [en]
Linear time-invariant (LTI), recursive prediction error (RPE), single-input single-output (SISO), Adaptive systems, Dynamical systems, Error analysis, Errors, Forecasting, Invariance, Linear systems, Nonlinear control systems, Telecommunication repeaters, Time varying control systems, Adaptive designs, Asymptotic optimality, Linear time invariant, Linear time invariant systems, Optimal input design, Recursive prediction errors, Single input single output, Time varying parameter, Parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-216511DOI: 10.1109/TAC.2016.2612946ISI: 000400473800022Scopus ID: 2-s2.0-85018271080OAI: oai:DiVA.org:kth-216511DiVA, id: diva2:1161908
Note

QC 20171201

Available from: 2017-12-01 Created: 2017-12-01 Last updated: 2017-12-01Bibliographically approved

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Hjalmarsson, Håkan

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