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Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-3672-5316
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-9368-3079
2011 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 47, no 3, 578-583 p.Article in journal (Refereed) Published
Abstract [en]

It is well known that if we intend to use a minimum variance control strategy, which is designed based on a model obtained from an identification experiment, the best experiment which can be performed on the system to determine such a model (subject to output power constraints, or for some specific model structures) is to use the true minimum variance controller. This result has been derived under several circumstances, first using asymptotic (in model order) variance expressions but also more recently for ARMAX models of finite order. In this paper we re-approach this problem using a recently developed expression for the variance of parametric frequency function estimates. This allows a geometric analysis of the problem and the generalization of the aforementioned finite model order ARMAX results to general linear model structures.

Place, publisher, year, edition, pages
Elsevier, 2011. Vol. 47, no 3, 578-583 p.
Keyword [en]
System identification, Experiment design, Minimum variance control
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-33246DOI: 10.1016/j.automatica.2011.01.014ISI: 000289129500019Scopus ID: 2-s2.0-79952488256OAI: oai:DiVA.org:kth-33246DiVA: diva2:415264
Funder
Swedish Research Council, 621-2007-6271Swedish Research Council, 621-2009-4017
Note

QC 20110506

Available from: 2011-05-06 Created: 2011-05-02 Last updated: 2016-05-02Bibliographically approved

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Mårtensson, JonasRojas, Cristian R.Hjalmarsson, Håkan

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