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Application-Oriented Finite Sample Experiment Design: A Semidefinite Relaxation Approach
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)
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
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-9368-3079
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-3599-5584
2012 (English)In: IFAC Proceedings Volumes (IFAC-PapersOnline) v16 nPART 1: System Identification, International Federation of Automatic Control , 2012, 1635-1640 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, the problem of input signal design with the property that the estimated model satisfies a given performance level with a prescribed probability is studied. The aforementioned performance level is associated with a particular application. This problem is well-known to fall within the class of chance-constrained optimization problems, which are nonconvex in most cases. Convexification is attempted based on a Markov inequality, leading to semidefinite programming (SDP) relaxation formulations. As applications, we focus on the identification of multiple input multiple output (MIMO) wireless communication channel models for minimum mean square error (MMSE) channel equalization and zero-forcing (ZF) precoding.

Place, publisher, year, edition, pages
International Federation of Automatic Control , 2012. 1635-1640 p.
Series
IFAC Proceedings Volumes (IFAC-PapersOnline), ISSN 1474-6670 ; 16
Keyword [en]
Constrained optimization, Identification (control systems), Mathematical programming, MIMO systems, Sampling
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-72592DOI: 10.3182/20120711-3-BE-2027.00355Scopus ID: 2-s2.0-84867081903ISBN: 978-390282306-9 (print)OAI: oai:DiVA.org:kth-72592DiVA: diva2:488346
Conference
16th IFAC Symposium on System Identification (SYSID 2012), Universite Libre de Bruxelles; Bruxelles; Belgium; 11 July 2012 through 13 July 2012
Funder
ICT - The Next Generation
Note

QC 20120209

Available from: 2012-02-01 Created: 2012-01-31 Last updated: 2013-10-14Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, HåkanBengtsson, Mats

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