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Identification for control: Adaptive input design using convex optimization
KTH, Superseded Departments, Signals, Sensors and Systems. (Reglerteknik)
KTH, Superseded Departments, Signals, Sensors and Systems. (Reglerteknik)ORCID iD: 0000-0002-9368-3079
2001 (English)In: PROCEEDINGS OF THE 40TH IEEE CONFERENCE ON DECISION AND CONTROL, 2001, 4326-4331 p.Conference paper (Refereed)
Abstract [en]

In this contribution optimal experiment design for system identification is studied. The main contribution is the development of an adaptive method for the direct design of FIR filters for the input spectrum design problem. The application is identification for control, thus the accuracy of the identifed model is measured in terms of the closed-loop performance of the system using the controller designed from the model. Under the assumption that the identified parameters are sufficiently close to their true values, we show that this problem may be formulated as a convex optimization problem with linear matrix inequality constraints. Thus, a global solution (if feasible) is guaranteed and the solution may further achieve any demanded accuracy. The problem formulation is particularly suited for a practical. implementation, thus the extension of the experiment design problem into an iterative/adaptive identification experiment design framework is straight forward. The adaptive approach is further studied in a simulation example, where the rapid convergence of the method is noted, and the superior result compared to an arbitrary experiment design is clear. The exam for support the use of the approximations taken in the theoretical approach.

Place, publisher, year, edition, pages
2001. 4326-4331 p.
Keyword [en]
experiment design, system identification, prediction error method, adaptive algorithm
National Category
Control Engineering
Research subject
URN: urn:nbn:se:kth:diva-26596DOI: 10.1109/.2001.980881ISI: 000178362200796ISBN: 0-7803-7061-9OAI: diva2:376398
40th IEEE Conference on Decision and Control ORLANDO, FL, DEC 04-07, 2001
QC 20101210 NR 20140804Available from: 2010-12-10 Created: 2010-11-25 Last updated: 2012-01-13Bibliographically approved

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Lindqvist, KristianHjalmarsson, Håkan
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