Title :
Finite-horizon input selection for system identification
Author :
Lacy, Seth L. ; Bernstein, Dennis S. ; Erwin, R. Scott
Author_Institution :
Air Force Res. Lab., Space Vehicles Directorate, Kirtland AFB, NM, USA
Abstract :
The accuracy of an identified model depends on the choice of input signal. Persistency of excitation is a necessary criterion for such signals. In this paper we develop additional criteria for input signal selection, in particular, the input at each time step is chosen to minimize the predicted variance of the system estimate at the next time step. We extend the method to the finite-horizon input selection problem and demonstrate the method in simulation.
Keywords :
identification; linear systems; signal processing; excitation persistence; finite-horizon input selection problem; input signal selection; linear system; system identification; Algorithm design and analysis; Control system synthesis; Cost function; Guidelines; Least squares methods; Linear systems; Power system modeling; Signal design; Signal processing; System identification;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272390