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Identification of A...
Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design
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- Gerencser, Laszlo (författare)
- Computer and Automation Institute of the Hungarian Academy of Sciences, (MTA SZTAKI),
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- Hjalmarsson, Håkan (författare)
- KTH,Reglerteknik,ACCESS Linnaeus Centre
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- Mårtensson, Jonas (författare)
- KTH,Reglerteknik,ACCESS Linnaeus Centre
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(creator_code:org_t)
- Elsevier BV, 2009
- 2009
- Engelska.
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Ingår i: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 45:3, s. 623-633
- Relaterad länk:
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https://urn.kb.se/re...
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visa fler...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- 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)
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