On input design for regularized LTI system identification: Power-constrained input

doi:10.1016/j.automatica.2018.08.010

CSpace > 系统科学研究所

	On input design for regularized LTI system identification: Power-constrained input
	Mu, Biqiang1,4 ; Chen, Tianshi 2,3
	2018-11-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	97 页码:327-338
摘要	Input design is an important issue for classical system identification methods but has not been investigated for the kernel-based regularization method (KRM) until very recently. In this paper, we consider the input design problem of KRMs for LTI system identification. Different from the recent result, we adopt a Bayesian perspective and in particular make use of scalar measures (e.g., the A-optimality, D-optimality, and E-optimality) of the Bayesian mean square error matrix as the design criteria subject to power-constraint on the input. Instead of solving the optimization problem directly, we propose a two-step procedure. In the first step, by making suitable assumptions on the unknown input, we construct a quadratic map (transformation) of the input such that the transformed input design problems are convex, and the global minima of the transformed input design problem can thus be found efficiently by applying well-developed convex optimization software packages. In the second step, we derive the characterization of the optimal input based on the global minima found in the first step by solving the inverse image of the quadratic map. In addition, we derive analytic results for some special types of kernels, which provide insights on the input design and also its dependence on the kernel structure. (C) 2018 Elsevier Ltd. All rights reserved.
关键词	Input design Bayesian mean square error Kernel-based regularization LTI system identification Convex optimization
DOI	10.1016/j.automatica.2018.08.010
语种	英语
资助项目	National Natural Science Foundation of China[61773329] ; National Natural Science Foundation of China[61603379] ; Thousand Youth Talents Plan - central government of China ; Shenzhen Projects - Shenzhen Science and Technology Innovation Council, China[Ji-20170189] ; Shenzhen Projects - Shenzhen Science and Technology Innovation Council, China[Ji-20160207] ; Chinese University of Hong Kong, Shenzhen, China[PF. 01.000249] ; Chinese University of Hong Kong, Shenzhen, China[2014.0003.23] ; Swedish Research Council[20145894] ; National Key Basic Research Program of China (973 Program)[2014CB845301] ; President Fund of Academy of Mathematics and Systems Science, CAS, China[2015-hwyxqnrc-mbq]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000447568400038
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31476
专题	系统科学研究所
通讯作者	Chen, Tianshi
作者单位	1.Linkoping Univ, Dept Elect Engn, Div Automat Control, S-58183 Linkoping, Sweden 2.Chinese Univ Hong Kong, Sch Sci & Engn, Shenzhen 518172, Peoples R China 3.Chinese Univ Hong Kong, Shenzhen Res Inst Big Data, Shenzhen 518172, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Mu, Biqiang,Chen, Tianshi. On input design for regularized LTI system identification: Power-constrained input[J]. AUTOMATICA,2018,97:327-338.
APA	Mu, Biqiang,&Chen, Tianshi.(2018).On input design for regularized LTI system identification: Power-constrained input.AUTOMATICA,97,327-338.
MLA	Mu, Biqiang,et al."On input design for regularized LTI system identification: Power-constrained input".AUTOMATICA 97(2018):327-338.