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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.…

系统与控制 · 电气工程与系统科学 2025-05-09 Yuhan Liu , Máté Kiss , Roland Tóth , Maarten Schoukens

The quality of a model resulting from (black-box) system identification is highly dependent on the quality of the data that is used during the identification procedure. Designing experiments for linear time-invariant systems is well…

系统与控制 · 电气工程与系统科学 2024-09-10 Máté Kiss , Roland Tóth , Maarten Schoukens

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…

最优化与控制 · 数学 2016-03-18 Patricio E. Valenzuela , Johan Dahlin , Cristian R. Rojas , Thomas B. Schön

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

机器学习 · 统计学 2012-12-04 Xun Huan , Youssef M. Marzouk

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…

系统与控制 · 电气工程与系统科学 2025-08-05 Max Herkersdorf , Oliver Nelles

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…

系统与控制 · 电气工程与系统科学 2021-04-13 Andrea Iannelli , Mingzhou Yin , Roy S. Smith

Performing a computer experiment can be viewed as observing a mapping between the model parameters and the corresponding model outputs predicted by the computer model. In view of this, experimental design for computer experiments can be…

统计计算 · 统计学 2017-12-29 Chang-Han Rhee , Enlu Zhou , Peng Qiu

The effectiveness of data-driven techniques significantly relies on the input signal used to generate the training data. Nevertheless, there is a notable gap in research when it comes to designing excitation signals for identifying…

系统与控制 · 电气工程与系统科学 2024-10-02 Max Heinz Herkersdorf , Tarek Koesters , Oliver Nelles

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

机器学习 · 统计学 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

Space-filling designs are crucial for efficient computer experiments, enabling accurate surrogate modeling and uncertainty quantification in many scientific and engineering applications, such as digital twin systems and cyber-physical…

统计方法学 · 统计学 2025-08-06 Xinwei Deng , Lulu Kang , C. Devon Lin

Space-filling designs are commonly used in computer experiments to fill the space of inputs so that the input-output relationship can be accurately estimated. However, in certain applications such as inverse design or feature-based…

统计方法学 · 统计学 2023-09-08 Shangkun Wang , Adam P. Generale , Surya R. Kalidindi , V. Roshan Joseph

Design of experiments is a fundamental topic in applied statistics with a long history. Yet its application is often limited by the complexity and costliness of constructing experimental designs, which involve searching a high-dimensional…

统计方法学 · 统计学 2022-03-29 Matthew T. Pratola , C. Devon Lin , Peter F. Craigmile

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…

系统与控制 · 电气工程与系统科学 2022-02-03 Xiangyu Mao , Jianping He , Chengcheng Zhao

Computer experiments have become ubiquitous in science and engineering. Commonly, runs of these simulations demand considerable time and computing, making experimental design extremely important in gaining high quality information with…

统计理论 · 数学 2017-05-15 Benjamin Haaland , Wenjia Wang , Vaibhav Maheshwari

A novel excitation signal design strategy based on a receding horizon control inspired optimization is presented. The proposed method is shown to effectively generate space-filling designs within the input space of a nonlinear dynamic…

系统与控制 · 电气工程与系统科学 2024-10-02 Max Heinz Herkersdorf , Oliver Nelles

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

系统与控制 · 电气工程与系统科学 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

This paper considers optimal input design when the intended use of the identified model is to construct a feed-forward controller based on measurable disturbances. The objective is to find a minimum power excitation signal to be used in…

系统与控制 · 计算机科学 2013-03-14 Per Hägg , Bo Wahlberg

This paper proposes a new approach to construct high quality space-filling sample designs. First, we propose a novel technique to quantify the space-filling property and optimally trade-off uniformity and randomness in sample designs in…

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

统计方法学 · 统计学 2021-03-30 Michele Zemplenyi , Jeffrey W. Miller

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…

统计理论 · 数学 2025-12-15 Piotr Bania , Anna Wójcik
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