Title :
Optimal input design for non-linear dynamic systems: A graph theory approach
Author :
Valenzuela, Patricio E. ; Rojas, Cristian R. ; Hjalmarsson, Hakan
Author_Institution :
Autom. Control Lab. & ACCESS Linnaeus Center, KTH-R. Inst. of Technol., Stockholm, Sweden
Abstract :
In this article a new algorithm for the design of stationary input sequences for system identification is presented. The stationary input signal is generated by optimizing an approximation of a scalar function of the information matrix, based on stationary input sequences generated from prime cycles, which describe the set of finite Markov chains of a given order. This method can be used for solving input design problems for nonlinear systems. In particular it can handle amplitude constraints on the input. Numerical examples show that the new algorithm is computationally attractive and that is consistent with previously reported results.
Keywords :
Markov processes; control system synthesis; graph theory; nonlinear dynamical systems; optimal control; amplitude constraints; finite Markov chains; graph theory approach; information matrix; nonlinear dynamic systems; optimal input design; prime cycles; scalar function; stationary input sequences; system identification; Approximation methods; Cost function; Graph theory; Markov processes; Nonlinear systems; Optimized production technology; Markov chains; System identification; input design;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760794
