Adaptive input design for ARX systems
2007 (English)In: Proceedings of the European Control Conference, Institute of Electrical and Electronics Engineers Inc. , 2007, 5707-5714 p.Conference paper (Refereed)
A key problem in optimal input design is that the solution depends on system parameters to be identified. In this contribution we provide formal results for convergence and asymptotic optimality of an adaptive input design method based on the certainty equivalence principle, i.e. for each time step an optimal input design problem is solved using the present parameter estimate and one sample of this input is applied to the system. The results apply to stable ARX systems with the input restricted to be generated by white noise filtered through an FIR filter, or a binary signal obtained from the latter by a static nonlinearity.
Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers Inc. , 2007. 5707-5714 p.
Research subject SRA - ICT
IdentifiersURN: urn:nbn:se:kth:diva-73581ScopusID: 2-s2.0-84927731905ISBN: 9783952417386OAI: oai:DiVA.org:kth-73581DiVA: diva2:489003
2007 9th European Control Conference, ECC 2007; Kos International Convention Center (KICC)Kos; Greece; 2 July 2007 through 5 July 2007
QC 20120522. QC 201602112012-02-022012-02-022016-02-11Bibliographically approved