Beyond Persistent Excitation: Online Experiment Design for Data-Driven Modeling and Control
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Abstract: This paper presents a new experiment design method for data-driven modeling and control. The idea is to select inputs online (using past input/output data), leading to desirable rank properties of data Hankel matrices. In comparison to the classical persistency of excitation condition, this online approach requires less data samples and is even shown to be completely sample efficient.
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