A Scenario Based Approach to Robust Experiment Design
2009 (English)In: Proceedings of the 15th IFAC Symposium on System Identification (SYSID’09), 2009, 186-191 p.Conference paper (Refereed)
Robust optimal experiment design is an infinite dimensional optimisation problem. Typically it is solved by discretisation of the design space resulting in a discrete semi-infinite convex programming problem which is computationally expensive. In this paper we propose a new computational approach to solve robust optimal experiment design problems based on a recently developed method for robust convex optimisation known as the 'scenario approach'.
Place, publisher, year, edition, pages
2009. 186-191 p.
, IFAC Proceedings Volumes (IFAC-PapersOnline), ISSN 14746670 ; 15
IdentifiersURN: urn:nbn:se:kth:diva-72613DOI: 10.3182/20090706-3-FR-2004.0294ScopusID: 2-s2.0-80051609948ISBN: 978-390266147-0OAI: oai:DiVA.org:kth-72613DiVA: diva2:488285
15th IFAC Symposium on System Identification, SYSID 2009. Saint-Malo. 6 July 2009 - 8 July 2009
QC 201202022012-02-012012-01-312016-04-11Bibliographically approved