Optimal input design for robust H2 deconvolution filtering

• Deconvolution filtering where the system and noise dynamics are obtained by parametric system identification is considered. Consistent with standard identification methods, ellipsoidal uncertainty in the estimated parameters is considered. Three problems are considered: 1) Computation of the worst case H2 performance of a given deconvolution filter in this uncertainty set. 2) Design of a filter which minimizes the worst case H2 performance in this uncertainty set. 3) Input design for the identification experiment, subject to a limited input power budget, such that the filter in 2) gives the smallest possible worst-case H2 performance. It is shown that there are convex relaxations of the optimization problems corresponding to 1) and 2) while the third problem can be treated via iterating between two convex optimization problems.

Ämnesord

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

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

Nyckelord

Convex optimization problems

Convex relaxation

Deconvolution filtering

Deconvolution filters

Ellipsoidal uncertainties

Estimated parameter

Identification method

Input design

Input power

Optimal input design

Optimization problems

Parametric systems

Robust H

Three problems

Worst case

Convex optimization

Design

Optimization

Relaxation processes

Uncertainty analysis

Parameter estimation

SRA - ICT

SRA - Informations- och kommunikationsteknik

Publikations- och innehållstyp

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