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Input design as a tool to improve the convergence of PEM
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-9368-3079
2013 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 49, no 11, 3282-3291 p.Article in journal (Refereed) Published
Abstract [en]

The Prediction Error Method (PEM) is related to an optimization problem built on input/output data collected from the system to be identified. It is often hard to find the global solution of this optimization problem because the corresponding objective function presents local minima and/or the search space is constrained to a nonconvex set. The shape of the cost function, and hence the difficulty in solving the optimization problem, depends directly on the experimental conditions, more specifically on the spectrum of the input/output data collected from the system. Therefore, it seems plausible to improve the convergence to the global minimum by properly choosing the spectrum of the input; in this paper, we address this problem. We present a condition for convergence to the global minimum of the cost function and propose its inclusion in the input design. We present the application of the proposed approach to case studies where the algorithms tend to get trapped in nonglobal minima.

Place, publisher, year, edition, pages
2013. Vol. 49, no 11, 3282-3291 p.
Keyword [en]
Identification methods, Experiment design
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-134727DOI: 10.1016/j.automatica.2013.08.027ISI: 000326553300013Scopus ID: 2-s2.0-84885573918OAI: oai:DiVA.org:kth-134727DiVA: diva2:668264
Funder
EU, European Research Council, 267381Swedish Research Council, 621-2009-4017
Note

QC 20140618

Available from: 2013-11-29 Created: 2013-11-28 Last updated: 2017-12-06Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, Håkan

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