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Robustness in Experiment Design
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.
The University of Newcastle, Australia.
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2012 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 57, no 4, 860-874 p.Article in journal (Refereed) Published
Abstract [en]

This paper focuses on the problem of robust experiment design, i.e., how to design an input signal which gives relatively good estimation performance over a large number of systems and model structures. Specifically, we formulate the robust experiment design problem utilizing fundamental limitations on the variance of estimated parametric models as constraints. Using this formulation we design an input signal for situations where only diffuse a priori information is known about the system. Furthermore, we present a robust version of the unprejudiced optimal input design problem. To achieve this, we first develop a closed form solution for the input spectrum which minimizes the maximum weighted integral of the variance of the frequency response estimate over all model structures.

Place, publisher, year, edition, pages
2012. Vol. 57, no 4, 860-874 p.
Keyword [en]
Optimal input design, robust input design, system identification
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-72601DOI: 10.1109/TAC.2011.2166294ISI: 000302499500004ScopusID: 2-s2.0-84858154076OAI: diva2:488327
Swedish Research Council, 621-2009-4017ICT - The Next Generation

QC 20120507

Available from: 2012-02-01 Created: 2012-01-31 Last updated: 2013-04-11Bibliographically approved

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Rojas, Cristian R.Agüero, Juan C.
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