Input design for Bayesian frequency response identification via convex programming

DOI10.1016/J.AUTOMATICA.2021.110023MaRDI QIDQ2071919zbMATH OpenOpenAlexFDO

Authors Man Zheng, Yoshito Ohta

Publication date 31 January 2022

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2021.110023

zbMATH Keywords

convex optimizationBayesian estimationsystem identificationexperiment designfrequency response identification

Mathematics Subject Classification ID

Convex programming (90C25) System identification (93B30) Frequency-response methods in control theory (93C80)

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Cites work

• scientific article; zbMATH DE number 1342053 (Why is no real title available?)
• Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation
• Generalized KYP lemma: unified frequency domain inequalities with design applications
• Generation of signals with specified second-order properties for constrained systems
• Informative input design for kernel-based system identification
• Input design via LMIs admitting frequency-wise model specifications in confidence regions
• Multidimensional maximum-entropy covariance extension
• On input design for regularized LTI system identification: power-constrained input
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• System identification of complex and structured systems
• Time series analysis and its applications. With R examples

Cited in

(4)

• Constrained Optimal Input Signal Design for Data-Centric Estimation Methods
• On embeddings and inverse embeddings of input design for regularized system identification
• On input design for regularized LTI system identification: power-constrained input
• Optimal input design for continuous-time system identification

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Uses Software

• astsa

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