D-optimal input design for nonlinear FIR-type systems: a dispersion-based approach
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Publication:2409286
Abstract: Optimal input design is an important step of the identification process in order to reduce the model variance. In this work a D-optimal input design method for finite-impulse-response-type nonlinear systems is presented. The optimization of the determinant of the Fisher information matrix is expressed as a convex optimization problem. This problem is then solved using a dispersion-based optimization scheme, which is easy to implement and converges monotonically to the optimal solution. Without constraints, the optimal design cannot be realized as a time sequence. By imposing that the design should lie in the subspace described by a symmetric and non-overlapping set, a realizable design is found. A graph-based method is used in order to find a time sequence that realizes this optimal constrained design. These methods are illustrated on a numerical example of which the results are thoroughly discussed. Additionally the computational speed of the algorithm is compared with the general convex optimizer cvx.
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Cited in
(7)- Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise
- Information matrix and D-optimal design with Gaussian inputs for Wiener model identification
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- A receding horizon \(D\)-optimization approach for model identification-oriented input design and application in combustion engines
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