Optimal input design for robust H2 deconvolution filtering
2009 (English)In: 15th IFAC Symposium on System Identification, SYSID 2009, 2009, Vol. 15, no PART 1, 934-939 p.Conference paper (Refereed)
Deconvolution filtering where the system and noise dynamics are obtained by parametric system identification is considered. Consistent with standard identification methods, ellipsoidal uncertainty in the estimated parameters is considered. Three problems are considered: 1) Computation of the worst case H2 performance of a given deconvolution filter in this uncertainty set. 2) Design of a filter which minimizes the worst case H2 performance in this uncertainty set. 3) Input design for the identification experiment, subject to a limited input power budget, such that the filter in 2) gives the smallest possible worst-case H2 performance. It is shown that there are convex relaxations of the optimization problems corresponding to 1) and 2) while the third problem can be treated via iterating between two convex optimization problems.
Place, publisher, year, edition, pages
2009. Vol. 15, no PART 1, 934-939 p.
, IFAC Proceedings Volumes, ISSN 14746670 ; 15
Convex optimization problems, Convex relaxation, Deconvolution filtering, Deconvolution filters, Ellipsoidal uncertainties, Estimated parameter, Identification method, Input design, Input power, Optimal input design, Optimization problems, Parametric systems, Robust H, Three problems, Worst case, Convex optimization, Design, Optimization, Relaxation processes, Uncertainty analysis, Parameter estimation
Research subject SRA - ICT
IdentifiersURN: urn:nbn:se:kth:diva-60522DOI: 10.3182/20090706-3-FR-2004.0117ScopusID: 2-s2.0-80051640908OAI: oai:DiVA.org:kth-60522DiVA: diva2:478670
15th IFAC Symposium on System Identification, SYSID 2009. Saint-Malo. 6 July 2009 - 8 July 2009
FunderSwedish Research Council, 621-2007-6271
QC 201202202012-01-162012-01-132012-02-20Bibliographically approved