Adaptive experiment design for LTI systems
Abstract
Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to be identified. Adaptive design is one of the fundamental routes to handle this problem. Although there exist a rich collection of results on adaptive experiment design, there are few results that address these issues for dynamic systems. This paper proposes an adaptive input design method for general single-input single-output linear-time-invariant systems.
Cite
@article{arxiv.1310.3973,
title = {Adaptive experiment design for LTI systems},
author = {Lirong Huang and Håkan Hjalmarsson and László Gerencsér},
journal= {arXiv preprint arXiv:1310.3973},
year = {2019}
}
Comments
This revision was done in July 2015 when the first author was with Institute of Molecular Systems Biology at ETH Zurich, who is now with Guangdong University of Technology, Guangzhou, China