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On Optimal Input Signal Design for Identification of Output Error Models
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-1927-1690
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)
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
2011 (English)In: Proceedings of the IEEE Conference on Decision and Control, IEEE , 2011Conference paper, Published paper (Refereed)
Abstract [en]

This paper extends recent results on minimum variance input signal design for identification of Finite Impulse Response (FIR) models to the Output Error (OE) system identification case. The idea is to use "the useful input parametrization" for OE models proposed by Stoica and Söderström (1982). The advantage of this parametrization is that the Toeplitz covariance matrix structure instrumental in the FIR analysis also holds for this OE model input representation after a transformation. However, an issue is that the corresponding minimum variance cost function for the OE case will be more complicated than for FIR models, and that the dimension of the optimization problem will be of one degree higher than for the corresponding FIR case. The proposed OE framework is applied to minimum variance input signal design in system identification frequency response estimation and model predictive control. The results are illustrated by numerical examples.                       

Place, publisher, year, edition, pages
IEEE , 2011.
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-55866DOI: 10.1109/CDC.2011.6160809ISI: 000303506205120Scopus ID: 2-s2.0-84860701452ISBN: 978-161284800-6 (print)OAI: oai:DiVA.org:kth-55866DiVA: diva2:471956
Conference
50th IEEE Conference on Decision and Control and European Control Conference , CDC-ECC 2011. Orlando, FL, USA. December 12-15, 2011
Funder
Swedish Research CouncilEU, FP7, Seventh Framework Programme, 267381
Note

© 2011 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. QC 20120104

Available from: 2012-01-31 Created: 2012-01-03 Last updated: 2014-09-08Bibliographically approved

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Wahlberg, BoRojas, Cristian R.

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