Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design

• A key problem in optimal input design is that the solution depends on system parameters to be identified. In this contribution we provide formal results for convergence and asymptotic optimality of an adaptive input design method based on the certainty equivalence principle, i.e. for each time step an optimal input design problem is solved exactly using the present parameter estimate and one sample of this input is applied to the system. The results apply to stable ARX systems with the input restricted to be generated by white noise filtered through a finite impulse response filter, or a binary signal obtained from the latter by a static nonlinearity.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Experiment design

LMI-s

Binary inputs

Stochastic regression

Adaptive control

stochastic regression-models

recursive estimators

dynamic-systems

respect

SRA - ICT

SRA - Informations- och kommunikationsteknik

Publikations- och innehållstyp

ref (ämneskategori)

art (ämneskategori)