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This paper proposes a new framework for the optimization of excitation inputs for system identification. The optimization problem considered is to maximize a reduced Fisher information matrix in any of the classical D-, E-, or A-optimal…

Optimization and Control · Mathematics 2016-11-17 Ian R. Manchester

This paper considers the optimal design of input signals for the purpose of discriminating among a finite number of affine models with uncontrolled inputs and noise. Each affine model represents a different system operating mode,…

Optimization and Control · Mathematics 2019-01-03 Yuhao Ding , Farshad Harirchi , Sze Zheng Yong , Emil Jacobsen , Necmiye Ozay

The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Xiangyu Mao , Jianping He , Chengcheng Zhao

This paper presents a methodology for model based robust fault diagnosis and a methodology for input design to obtain optimal diagnosis of faults. The proposed algorithm is suitable for real time implementation. Issues of robustness are…

Systems and Control · Computer Science 2020-01-16 Dhruv Khandelwal , Siep Weiland , Amol Khalate

In this paper we propose a method for applications oriented input design for linear systems under time-domain constraints on the amplitude of input and output signals. The method guarantees a desired control performance for the estimated…

Systems and Control · Computer Science 2014-03-28 A. Ebadat , B. Wahlberg , H. Hjalmarsson , C. R. Rojas , P. Hagg , C. A. Larsson

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

Systems and Control · Computer Science 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

This paper formulates an input design approach for truncated infinite impulse response identification in the context of implicit model representations recently used as basis for data-driven simulation and control approaches. Precisely, the…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Andrea Iannelli , Mingzhou Yin , Roy S. Smith

Statistical inference problems arising within signal processing, data mining, and machine learning naturally give rise to hard combinatorial optimization problems. These problems become intractable when the dimensionality of the data is…

Statistical Mechanics · Physics 2017-04-27 Adel Javanmard , Andrea Montanari , Federico Ricci-Tersenghi

This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…

Optimization and Control · Mathematics 2013-03-19 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

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…

Systems and Control · Computer Science 2017-03-27 Alexander De Cock , Michel Gevers , Johan Schoukens

Efficiently estimating system dynamics from data is essential for minimizing data collection costs and improving model performance. This work addresses the challenge of designing future control inputs to maximize information gain, thereby…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Joshua Ott , Mykel J. Kochenderfer , Stephen Boyd

Various methods for designing input features have been proposed for fault recognition in rotating machines using one-dimensional raw sensor data. The available methods are complex, rely on empirical approaches, and may differ depending on…

Machine Learning · Computer Science 2024-02-16 Seetaram Maurya , Nishchal K. Verma

A high-ranking goal of interdisciplinary modeling approaches in the natural sciences are quantitative prediction of system dynamics and model based optimization. For this purpose, mathematical modeling, numerical simulation and scientific…

Optimization and Control · Mathematics 2015-03-17 Dominik Skanda , Dirk Lebiedz

Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…

Optimization and Control · Mathematics 2021-12-13 Chris van der Ploeg , Emilia Silvas , Nathan van de Wouw , Peyman Mohajerin Esfahani

The demand for faster protection algorithms is growing due to the increasingly faster dynamics in the system. The majority of existing algorithms require empirically selected set-points, which may reduce sensitivity to internal faults and…

Systems and Control · Electrical Eng. & Systems 2019-08-13 Nadezhda Davydova , Dmitry Shchetinin , Gabriela Hug

This paper addresses the problem of estimating multiplicative fault signals in linear time-invariant systems by processing its input and output variables, as well as designing an input signal to maximize the accuracy of such estimates. The…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Gabriel de Albuquerque Gleizer , Peyman Mohajerin Esfahani , Tamas Keviczky

The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testing via affine detectors," Electronic Journal of Statistics…

Statistics Theory · Mathematics 2018-01-09 Yang Cao , Vincent Guigues , Anatoli Juditsky , Arkadi Nemirovski , Yao Xie

In this work, we propose a method for determining a non-uniform sampling scheme for multi-dimensional signals by solving a convex optimization problem reminiscent of the sensor selection problem. The resulting sampling scheme minimizes the…

Methodology · Statistics 2017-07-12 Johan Swärd , Filip Elvander , Andreas Jakobsson

This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under…

Systems and Control · Electrical Eng. & Systems 2024-10-02 Jingwei Dong , Kaikai Pan , Sergio Pequito , Peyman Mohajerin Esfahani

We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets.…

Computation · Statistics 2020-02-04 Yuguang Yue , Lieven Vandenberghe , Weng Kee Wong
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