Applications oriented input design for closed-loop system identification: a graph-theory approach
2014 (English)In: Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on, IEEE conference proceedings, 2014, 4125-4130 p.Conference paper (Refereed)
A new approach to experimental design for identification of closed-loop models is presented. The method considers the design of an experiment by minimizing experimental cost, subject to probabilistic bounds on the input and output signals, and quality constraints on the identified model. The input and output bounds are common in many industrial processes due to physical limitations of actuators. The aforementioned constraints make the problem non-convex. By assuming that the experiment is a realization of a stationary process with finite memory and finite alphabet, we use results from graph-theory to relax the problem. The key feature of this approach is that the problem becomes convex even for non-linear feedback systems. A numerical example shows that the proposed technique is an attractive alternative for closed-loop system identification.
Place, publisher, year, edition, pages
IEEE conference proceedings, 2014. 4125-4130 p.
IdentifiersURN: urn:nbn:se:kth:diva-159214DOI: 10.1109/CDC.2014.7040031ISBN: 978-1-4799-7746-8OAI: oai:DiVA.org:kth-159214DiVA: diva2:783336
IEEE conference on Decision and Control,December 15-17, 2014, Los Angeles, USA
FunderSwedish Research CouncilEU, European Research CouncilEU, FP7, Seventh Framework Programme
QC 201502102015-01-262015-01-262015-04-16Bibliographically approved