DocumentCode
3161141
Title
Adaptive experiment design for ARMAX systems?
Author
Lirong Huang ; Hjalmarsson, Hakan ; Gerencser, L.
Author_Institution
ACCESS Linnaeus Center & Autom. Control Lab., KTH R. Inst. of Technol., Stockholm, Sweden
fYear
2012
fDate
10-13 Dec. 2012
Firstpage
907
Lastpage
912
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].
Keywords
autoregressive moving average processes; design of experiments; stochastic processes; ARMAX systems; adaptive experiment design; adaptive input design method; general stochastic framework; optimal input design; Adaptive systems; Convergence; Eigenvalues and eigenfunctions; Equations; Optimization; Symmetric matrices; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location
Maui, HI
ISSN
0743-1546
Print_ISBN
978-1-4673-2065-8
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2012.6425920
Filename
6425920
Link To Document