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Optimal input design for non-linear dynamic systems: a graph theory approach
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0002-8524-0649
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0002-9368-3079
2013 (English)Conference paper, Published paper (Refereed)
Abstract [en]

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.
Keyword [en]
System identification, input design, Markov chains
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-126984ISI: 000352223506077Scopus ID: 2-s2.0-84902337769OAI: oai:DiVA.org:kth-126984DiVA: diva2:643008
Conference
52nd IEEE Conference on Decision and Control, December 10-13, 2013 Florence, Italy
Funder
Swedish Research Council, 621-2011-5890Swedish Research Council, 621-2009-4017EU, European Research Council, contract 267381
Note

QC 20131007

Available from: 2013-08-24 Created: 2013-08-24 Last updated: 2016-11-25Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, Håkan

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