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A Receding Horizon Algorithm to Generate Binary Signals with a Prescribed Autocovariance
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
The University of Newcastle, Australia.
The University of Newcastle, Australia.
2007 (English)In: 2007 AMERICAN CONTROL CONFERENCE, VOLS 1-13, 2007, 122-127 p.Conference paper (Refereed)
Abstract [en]

Optimal test signals are frequently specified in terms of their second order properties, e.g. autocovariance or spectrum. However, to utilize these signals in practice, one needs to be able to produce realizations whose second order properties closely approximate the prescribed properties. Of particular interest are binary waveforms since they have the highest form-factor in the sense that they achieve maximal energy for a given amplitude. In this paper we utilize ideas from model predictive control to generate a binary waveform whose sampled autocovariance is as close as possible to some prescribed autocovariance. Several simulated examples are presented verifying the veracity of the algorithm. Also, a proof of convergence is given for the special case of bandlimited white noise. This proof is based on expressing the system in the form of a switched linear system.

Place, publisher, year, edition, pages
2007. 122-127 p.
, Proceedings of the American Control Conference, ISSN 0743-1619
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-72609DOI: 10.1109/ACC.2007.4282431ISI: 000252258801058ScopusID: 2-s2.0-46449114051ISBN: 978-1-4244-0988-4OAI: diva2:488305
26th American Control Conference. New York, NY. JUL 09-13, 2007

QC 20120202

Available from: 2012-02-01 Created: 2012-01-31 Last updated: 2016-05-30Bibliographically approved

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Rojas, Cristian R.
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