Optimal input design for non-linear dynamic systems: a graph theory approach
2013 (English)Conference paper (Refereed)
In this article a new algorithm for the design ofstationary input sequences for system identification is presented.The stationary input signal is generated by optimizing anapproximation of a scalar function of the information matrix,based on stationary input sequences generated from primecycles, which describe the set of finite Markov chains of agiven order. This method can be used for solving input designproblems for nonlinear systems. In particular it can handleamplitude constraints on the input. Numerical examples showthat the new algorithm is computationally attractive and thatis consistent with previously reported results.
Place, publisher, year, edition, pages
IEEE conference proceedings, 2013. 5740-5745 p.
System identification, input design, Markov chains
IdentifiersURN: urn:nbn:se:kth:diva-126984ISI: 000352223506077ScopusID: 2-s2.0-84902337769OAI: oai:DiVA.org:kth-126984DiVA: diva2:643008
52nd IEEE Conference on Decision and Control, December 10-13, 2013 Florence, Italy
FunderSwedish Research Council, 621-2011-5890Swedish Research Council, 621-2009-4017EU, European Research Council, contract 267381
QC 201310072013-08-242013-08-242015-12-08Bibliographically approved