On input design for regularized LTI system identification: power-constrained input
From MaRDI portal
Abstract: 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 in the time domain 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 -optimality, -optimality, and -optimality) of the Bayesian mean square error matrix as the design criteria subject to power-constraint on the input. Instead to solve 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, the number of optimization variables is independent of the number of input data, and their global minima can be found efficiently by applying well-developed convex optimization software packages. In the second step, we derive the expression 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 fixed kernels, which provide insights on the input design and also its dependence on the kernel structure.
Recommendations
- Informative input design for kernel-based system identification
- On kernel design for regularized LTI system identification
- On embeddings and inverse embeddings of input design for regularized system identification
- Input design for Bayesian frequency response identification via convex programming
- Optimal input design for system identification using spectral decomposition
Cites work
- A new kernel-based approach for linear system identification
- A Review on the Inverse of Symmetric Tridiagonal and Block Tridiagonal Matrices
- Dynamic system identification. Experiment design and data analysis
- Eigenvectors of block circulant and alternating circulant matrices
- From experiment design to closed-loop control
- scientific article; zbMATH DE number 3804333 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Identification for control: from the early achievements to the revival of experiment design
- Identification For Control: Optimal Input Design With Respect To A Worst-Case \nu-gap Cost Function
- Informative input design for kernel-based system identification
- Input design via LMIs admitting frequency-wise model specifications in confidence regions
- Kernel methods in system identification, machine learning and function estimation: a survey
- Least costly identification experiment for control
- Least-squares estimation of a class of frequency functions: a finite sample variance expression
- Maximum Entropy Kernels for System Identification
- Maximum entropy properties of discrete-time first-order stable spline kernel
- On asymptotic properties of hyperparameter estimators for kernel-based regularization methods
- On covariance function tests used in system identification
- On kernel design for regularized LTI system identification
- On the estimation of transfer functions, regularizations and Gaussian processes-revisited
- Optimal experiment design for dynamic system identification
- Optimal input signals for parameter estimation in dynamic systems--Survey and new results
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach
- Quantifying the error in estimated transfer functions with application to model order selection
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
- Simultaneous diagonalization of matrices and its applications in quadratically constrained quadratic programming
- System identification of complex and structured systems
- System Identification Via Sparse Multiple Kernel-Based Regularization Using Sequential Convex Optimization Techniques
- The harmonic analysis of kernel functions
- Toeplitz and circulant matrices: a review.
- Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
Cited in
(8)- Informative input design for kernel-based system identification
- On kernel design for regularized LTI system identification
- Input design for Bayesian frequency response identification via convex programming
- On embeddings and inverse embeddings of input design for regularized system identification
- On semiseparable kernels and efficient implementation for regularized system identification and function estimation
- Unbounded power input signals in optimum experiment design for parameter estimation in linear systems
- A shift in paradigm for system identification
- On the regularization and optimization in quantum detector tomography
This page was built for publication: On input design for regularized LTI system identification: power-constrained input
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1716546)
