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
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;
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2012.6425920
