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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

D-Optimal designs for estimating parameters of response models are derived by maximizing the determinant of the Fisher information matrix. For non-linear models, the Fisher information matrix depends on the unknown parameter vector of…

Methodology · Statistics 2026-01-16 Suvrojit Ghosh , Koulik Khamaru , Tirthankar Dasgupta

We propose a novel approach to input design for identification of nonlinear state space models. The optimal input sequence is obtained by maximizing a scalar cost function of the Fisher information matrix. Since the Fisher information…

Optimization and Control · Mathematics 2016-03-18 Patricio E. Valenzuela , Johan Dahlin , Cristian R. Rojas , Thomas B. Schön

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

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 addresses the design of input signals for the purpose of discriminating among a finite set of models dynamic systems within a given finite time interval. A motivating application is fault detection and isolation. We propose…

Systems and Control · Computer Science 2013-10-29 Seunggyun Cheong , Ian R. Manchester

The aim of this paper is to design a band-limited optimal input with power constraints for identifying a linear multi-input multi-output system. It is assumed that the nominal system parameters are specified. The key idea is to use the…

Systems and Control · Computer Science 2017-06-14 Shravan Mohan , Mithun Im , Bharath Bhikkaji

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

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

We study the D-optimal Data Fusion (DDF) problem, which aims to select new data points, given an existing Fisher information matrix, so as to maximize the logarithm of the determinant of the overall Fisher information matrix. We show that…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Marcia Fampa , Jon Lee , Feng Qiu , Weijun Xie , Rui Yao

In multi-response regression models, the error covariance matrix is never known in practice. Thus, there is a need for optimal designs which are robust against possible misspecification of the error covariance matrix. In this paper, we…

Methodology · Statistics 2019-10-03 Lucy L. Gao , Julie Zhou

The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…

Statistics Theory · Mathematics 2025-12-15 Piotr Bania , Anna Wójcik

While optimal input design for linear systems has been well-established, no systematic approach exists for nonlinear systems where robustness to extrapolation/interpolation errors is prioritized over minimizing estimated parameter variance.…

Systems and Control · Electrical Eng. & Systems 2025-05-09 Yuhan Liu , Máté Kiss , Roland Tóth , Maarten Schoukens

Many chemical and biological experiments involve multiple treatment factors and often it is convenient to fit a nonlinear model in these factors. This nonlinear model can be mechanistic, empirical or a hybrid of the two. Motivated by…

Computation · Statistics 2018-10-09 Yuanzhi Huang , Steven Gilmour , Kalliopi Mylona , Peter Goos

The effectiveness of data-driven techniques heavily depends on the input signal used to generate the estimation data. However, a significant research gap exists in the field of input design for nonlinear dynamic system identification. In…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Max Herkersdorf , Oliver Nelles

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

Optimal trajectory design is computationally expensive for nonlinear and high-dimensional dynamical systems. The challenge arises from the non-convex nature of the optimization problem with multiple local optima, which usually requires a…

Robotics · Computer Science 2024-10-07 Anjian Li , Zihan Ding , Adji Bousso Dieng , Ryne Beeson

This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…

Optimization and Control · Mathematics 2025-12-17 Vito Cerone , Sophie M. Fosson , Simone Pirrera , Diego Regruto

In this article a new algorithm for the design of stationary input sequences for system identification is presented. The stationary input signal is generated by optimizing an approximation of a scalar function of the information matrix,…

Optimization and Control · Mathematics 2013-10-18 Patricio E. Valenzuela , Cristian R. Rojas , Håkan Hjalmarsson
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