Chance Constrained Input Design
2011 (English)In: Proceedings of the IEEE Conference on Decision and Control, 2011, 2957-2962 p.Conference paper (Refereed)
In this paper the following problem is studied:design an input signal with the property that the estimatedmodel based on this signal satisfies a given performance levelwith a prescribed probability. This problem is mathematicallytranslated into a chance constrained optimization problem,which is typically non convex. To solve it, several convexapproximations are proposed and compared.
Place, publisher, year, edition, pages
2011. 2957-2962 p.
Research subject SRA - ICT
IdentifiersURN: urn:nbn:se:kth:diva-72605DOI: 10.1109/CDC.2011.6161135ScopusID: 2-s2.0-84860653254ISBN: 978-161284800-6OAI: oai:DiVA.org:kth-72605DiVA: diva2:488314
2011 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC) Orlando, FL, USA, December 12-15, 2011
FunderSwedish Research Council, 621-2010-5819
QC 201507062012-02-012012-01-312015-07-06Bibliographically approved