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A Chernoff relaxation on the problem of application-oriented finite sample experiment design
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: 2012 IEEE 51st Annual Conference on Decision and Control (CDC), IEEE , 2012, 202-207 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, application-oriented experiment design formulated as a chance constrained problem is investigated. The chance constraint is based on the presumption that the estimated model can be used in an application to achieve a given performance level with a prescribed probability. The aforementioned performance level is dictated by the particular application of interest. The resulting optimization problem is known to be nonconvex in most cases. To this end, convexification is attempted by employing a Chernoff relaxation. As an application, we focus on the identification of multiple input multiple output (MIMO) wireless channel models based on a general L-optimality type of performance measure.

Place, publisher, year, edition, pages
IEEE , 2012. 202-207 p.
Series
IEEE Conference on Decision and Control. Proceedings, ISSN 0191-2216
Keyword [en]
Correlated Mimo Channels, System-Identification, Colored Interference, Signal-Design, Model, Optimization, Validation, LMIS, Loop
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-104649DOI: 10.1109/CDC.2012.6426258ISI: 000327200400034Scopus ID: 2-s2.0-84874270732ISBN: 978-1-4673-2066-5 (print)OAI: oai:DiVA.org:kth-104649DiVA: diva2:565708
Conference
51st IEEE Conference on Decision and Control, CDC 2012; Maui, HI; United States; 10 December 2012 through 13 December 2012
Funder
ICT - The Next Generation
Note

QC 20130110

Available from: 2012-11-08 Created: 2012-11-08 Last updated: 2013-12-20Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, HåkanBengtsson, Mats

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