Least-costly experiment design for uni-parametric linear models: an analytic approach

M. G. Potters, M. Forgione, X. Bombois, P. M J van den Hof

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Abstract

Least-costly experiment design has received ample attention over the past decades, and efficient numerical algorithms that can compute optimal excitation spectra for linear models have been found. The interpretation of such spectra, however, has received far less attention. We restrict ourselves to uni-parametric models, for which an analytical solution to the experiment design problem is derived. This solution enables us to address, among other things, the following questions: What determines the frequency and amplitude of the excitation signal? Does the optimal frequency depend on the location(s) that the parameter occupies in the transfer function? With the optimal signal, is a closed-loop identification experiment cheaper than an open-loop one?

Original languageEnglish
Title of host publication2015 European Control Conference, ECC 2015
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages848-853
Number of pages6
ISBN (Print)978-3-9524269-3-7
DOIs
Publication statusPublished - 16 Nov 2015
Event14th European Control Conference (ECC 2015) - Johannes Kepler University, Linz, Austria
Duration: 15 Jul 201517 Jul 2015
Conference number: 14
http://www.ecc15.at/

Conference

Conference14th European Control Conference (ECC 2015)
Abbreviated titleECC 2015
CountryAustria
CityLinz
Period15/07/1517/07/15
OtherEuropean Control Conference
Internet address

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