On input design for regularized LTI system identification: Power-constrained input
文献类型：期刊论文
| 作者 | Mu, Biqiang1,4 ; Chen, Tianshi2,3
|
| 刊名 | AUTOMATICA
 |
| 出版日期 | 2018-11-01 |
| 卷号 | 97页码:327-338 |
| 关键词 | Input design Bayesian mean square error Kernel-based regularization LTI system identification Convex optimization |
| ISSN号 | 0005-1098 |
| DOI | 10.1016/j.automatica.2018.08.010 |
| 英文摘要 | Input design is an important issue for classical system identification methods but has not been investigated for the kernel-based regularization method (KRM) until very recently. In this paper, we consider the input design problem of KRMs for LTI system identification. Different from the recent result, we adopt a Bayesian perspective and in particular make use of scalar measures (e.g., the A-optimality, D-optimality, and E-optimality) of the Bayesian mean square error matrix as the design criteria subject to power-constraint on the input. Instead of solving the optimization problem directly, we propose a two-step procedure. In the first step, by making suitable assumptions on the unknown input, we construct a quadratic map (transformation) of the input such that the transformed input design problems are convex, and the global minima of the transformed input design problem can thus be found efficiently by applying well-developed convex optimization software packages. In the second step, we derive the characterization of the optimal input based on the global minima found in the first step by solving the inverse image of the quadratic map. In addition, we derive analytic results for some special types of kernels, which provide insights on the input design and also its dependence on the kernel structure. (C) 2018 Elsevier Ltd. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[61773329] ; National Natural Science Foundation of China[61603379] ; Thousand Youth Talents Plan - central government of China ; Shenzhen Projects - Shenzhen Science and Technology Innovation Council, China[Ji-20170189] ; Shenzhen Projects - Shenzhen Science and Technology Innovation Council, China[Ji-20160207] ; Chinese University of Hong Kong, Shenzhen, China[PF. 01.000249] ; Chinese University of Hong Kong, Shenzhen, China[2014.0003.23] ; Swedish Research Council[20145894] ; National Key Basic Research Program of China (973 Program)[2014CB845301] ; President Fund of Academy of Mathematics and Systems Science, CAS, China[2015-hwyxqnrc-mbq] |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000447568400038 |
| 出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/31475]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Chen, Tianshi |
| 作者单位 | 1.Linkoping Univ, Dept Elect Engn, Div Automat Control, S-58183 Linkoping, Sweden 2.Chinese Univ Hong Kong, Sch Sci & Engn, Shenzhen 518172, Peoples R China 3.Chinese Univ Hong Kong, Shenzhen Res Inst Big Data, Shenzhen 518172, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Mu, Biqiang,Chen, Tianshi. On input design for regularized LTI system identification: Power-constrained input[J]. AUTOMATICA,2018,97:327-338. |
| APA | Mu, Biqiang,&Chen, Tianshi.(2018).On input design for regularized LTI system identification: Power-constrained input.AUTOMATICA,97,327-338. |
| MLA | Mu, Biqiang,et al."On input design for regularized LTI system identification: Power-constrained input".AUTOMATICA 97(2018):327-338. |
入库方式： OAI收割
来源：数学与系统科学研究院
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