A graph/particle-based method for experiment design in nonlinear systems
Abstract
We propose an extended method for experiment design in nonlinear state space models. The proposed input design technique optimizes a scalar cost function of the information matrix, by computing the optimal stationary probability mass function (pmf) from which an input sequence is sampled. The feasible set of the stationary pmf is a polytope, allowing it to be expressed as a convex combination of its extreme points. The extreme points in the feasible set of pmf's can be computed using graph theory. Therefore, the final information matrix can be approximated as a convex combination of the information matrices associated with each extreme point. For nonlinear systems, the information matrices for each extreme point can be computed by using particle methods. Numerical examples show that the proposed technique can be successfully employed for experiment design in nonlinear systems.
Cite
@article{arxiv.1403.4044,
title = {A graph/particle-based method for experiment design in nonlinear systems},
author = {Patricio E. Valenzuela and Johan Dahlin and Cristian R. Rojas and Thomas B. Schön},
journal= {arXiv preprint arXiv:1403.4044},
year = {2015}
}
Comments
Accepted for publication in the 19th World Congress of the International Federation of Automatic Control, Cape Town, South Africa. Six pages, three figures