Experiment design for batch-to-batch learning control

An Experiment Design framework for dynamical systems which execute multiple batches is presented in this paper. After each batch, a model of the system dynamics is refined using the measured data. This model is used to synthesize the controller that will be applied in the next batch. Excitation signals may be injected into the system during each batch. From one hand, perturbing the system worsens the control performance during the current batch. On the other hand, the more informative data set will lead to a better identified model for the following batches. The role of Experiment Design is to choose the proper excitation signals in order to optimize a certain performance criterion defined on the set of batches that is scheduled. A total cost is defined in terms of the excitation and the application cost altogether. The excitation signals are designed by minimizing the total cost in a worst case sense. The Experiment Design is formulated as a Convex Optimization problem which can be solved efficiently using standard algorithms. The applicability of the method is demonstrated in a simulation study.