Application-Oriented Finite Sample Experiment Design: A Semidefinite Relaxation Approach
2012 (English)In: IFAC Proceedings Volumes (IFAC-PapersOnline) v16 nPART 1: System Identification, International Federation of Automatic Control , 2012, 1635-1640 p.Conference paper (Refereed)
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.
, IFAC Proceedings Volumes (IFAC-PapersOnline), ISSN 1474-6670 ; 16
Constrained optimization, Identification (control systems), Mathematical programming, MIMO systems, Sampling
IdentifiersURN: urn:nbn:se:kth:diva-72592DOI: 10.3182/20120711-3-BE-2027.00355ScopusID: 2-s2.0-84867081903ISBN: 978-390282306-9OAI: oai:DiVA.org:kth-72592DiVA: diva2:488346
16th IFAC Symposium on System Identification (SYSID 2012), Universite Libre de Bruxelles; Bruxelles; Belgium; 11 July 2012 through 13 July 2012
FunderICT - The Next Generation
QC 201202092012-02-012012-01-312013-10-14Bibliographically approved