| 1. |
- Gerencser, L., et al.
(författare)
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Adaptive Input Design for LTI Systems
- 2017
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Ingår i: IEEE Transactions on Automatic Control. - : Institute of Electrical and Electronics Engineers Inc.. - 0018-9286 .- 1558-2523. ; 62:5, s. 2390-2405
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Tidskriftsartikel (refereegranskat)abstract
- Optimal input design for parameter estimation has obtained extensive coverage in the past. A key problem here is that the optimal input depends on some unknown system parameters that are to be identified. Adaptive design is one of the fundamental routes to handle this problem. Although there exist a rich collection of results on this problem, there are few results that address dynamical systems. This paper presents sufficient conditions for convergence/consistency and asymptotic optimality for a class of adaptive systems consisting of a recursive prediction error estimator and an input generator depending on the time-varying parameter estimates. The results apply to a general family of single input single output linear time-invariant systems. An important application is adaptive input design for which the results imply that, asymptotically in the sample size, the adaptive scheme recovers the same accuracy as the off-line prediction error method that uses data from an experiment where perfect knowledge of the system has been used to design an optimal input spectrum.
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| 2. |
- Huang, Lirong, et al.
(författare)
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A Multi-Time-Scale Generalization of Recursive Identification Algorithm for ARMAX Systems
- 2015
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Ingår i: IEEE Transactions on Automatic Control. - 0018-9286 .- 1558-2523. ; 60:8, s. 2242-2247
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Tidskriftsartikel (refereegranskat)abstract
- Recently, Chen (2010) presented a new approach to recursive identification for ARMAX systems, which is a three-stage recursive scheme and assumes independent and identically distributed input signals. Here, we observe that, unless the time scale of the algorithm at one stage is reasonably faster than those at the previous stages, convergence to the true value may not take place. To remedy this issue, this note proposes a multi-time-scale modification of the algorithm in [ 5] such that convergence is achieved. In addition, the new scheme handles a wider class of input signals so that the input can be designed for some purpose. The advantage of the multi-time scale algorithm is verified with numerical examples.
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| 3. |
- Huang, Lirong, et al.
(författare)
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Adaptive experiment design for ARMAX systems?
- 2012
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Ingår i: 2012 IEEE 51st Annual Conference on Decision and Control (CDC). - : IEEE. - 9781467320665 ; , s. 907-912
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Konferensbidrag (refereegranskat)abstract
- A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to be identified. Adaptive design is one of the fundamental routes to handle this problem. This paper proposes an adaptive input design method for ARMAX systems based on the general stochastic framework outlined in the reference [10].
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| 4. |
- Huang, Lirong, et al.
(författare)
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Almost sure stability and stabilization of discrete-time stochastic systems
- 2015
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Ingår i: Systems & control letters (Print). - : Elsevier BV. - 0167-6911 .- 1872-7956. ; 82, s. 26-32
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Tidskriftsartikel (refereegranskat)abstract
- As is well known, noise may play a stabilizing or destabilizing role in continuous-time systems. But, for analysis and design of discrete-time systems, noise is treated as disturbance in the literature. This paper studies almost sure stability of general n-dimensional nonlinear time-varying discrete-time stochastic systems and presents a criterion based on a numerical result derived from Higham (2001), which exploits the stabilizing role of noise in discrete-time systems. As an application of the established results, this paper proposes a novel controller design method for almost sure-stabilization of linear discrete-time stochastic systems. The effectiveness of the proposed design method is verified with an example (an aircraft model subject to state-dependent noise), to which the existing results do not apply.
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| 5. |
- Huang, Lirong, et al.
(författare)
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On consistent estimation of farthest NMP zeros of stable LTI systems
- 2011
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Ingår i: Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC11). - 9781612848006 ; , s. 5094-5099
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Konferensbidrag (refereegranskat)abstract
- Recently, identification of real-valued NMP zerosof discrete-time LTI systems has been studied in a few works. Among the key results, an adaptive input design approach is presented for consistent estimation of NMP zeros of stable LTI systems. However, this result is not applicable if the sign of the first impulse response coefficient is unknown. This paper studies the problem of estimation of the farthest NMP zeros without such prior knowledge.
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| 6. |
- Huang, Lirong, et al.
(författare)
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Recursive estimators with Markovian jumps
- 2012
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Ingår i: Systems & control letters (Print). - : Elsevier BV. - 0167-6911 .- 1872-7956. ; 61:10, s. 1009-1016
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Tidskriftsartikel (refereegranskat)abstract
- Recursive stochastic algorithms have various applications. In the literature, it is assumed that the true value lies in a connected domain. But, in many cases, it is known that the true value is contained in the union of a finite number of pairwise disjoint sets instead of a connected domain. In these situations, the existing algorithms may be not applicable. To cope with this problem, this paper proposes recursive stochastic algorithms with (event-triggered) Markovian jumps and presents sufficient conditions for almost sure convergence of the proposed algorithms. As an example of applications, this paper significantly improves an existing adaptive algorithm with the proposed method for consistent estimation of non-minimum phase zeros.
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