Identification For Control: Optimal Input Design With Respect To A Worst-Case $\nu$-gap Cost Function

Parameter identification experiments deliver an identified model together with an ellipsoidal uncertainty region in parameter space. The objective of robust controller design is thus to stabilize all plants in the identified uncertainty region. The subject of the present contribution is to design an identification experiment such that the worst-case $\nu$-gap over all plants in the resulting uncertainty region between the identified plant and plants in this region is as small as possible. The experiment design is performed via input power spectrum optimization. Two cost functions are investigated, which represent different levels of trade-off between accuracy and computational complexity. It is shown that the input optimization problem with respect to these cost functions is amenable to standard numerical algorithms used in convex analysis.

[1]  R. Mehra Optimal inputs for linear system identification , 1974 .

[2]  W. J. Studden,et al.  Theory Of Optimal Experiments , 1972 .

[3]  G. Vinnicombe Frequency domain uncertainty and the graph topology , 1993, IEEE Trans. Autom. Control..

[4]  Rik Pintelon,et al.  Design of optimal excitation signals , 1990 .

[5]  J. Kiefer General Equivalence Theory for Optimum Designs (Approximate Theory) , 1974 .

[6]  Håkan Hjalmarsson,et al.  Identification for control: adaptive input design using convex optimization , 2001 .

[7]  Roland Hildebrand,et al.  Identification for control: optimal input design with respect to a worst-case /spl nu/-gap cost function , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[8]  Yurii Nesterov,et al.  Interior-point polynomial algorithms in convex programming , 1994, Siam studies in applied mathematics.

[9]  Robert Luxmore Payne,et al.  Optimal experiment design for dynamic system identification , 1974 .

[10]  Brian D. O. Anderson,et al.  Robustness analysis tools for an uncertainty set obtained by prediction error identification , 2001, Autom..

[11]  J. Kiefer,et al.  Optimum Designs in Regression Problems , 1959 .

[12]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[13]  L. Shapley,et al.  Geometry of Moment Spaces , 1953 .

[14]  K. Fan On a Theorem of Weyl Concerning Eigenvalues of Linear Transformations I. , 1949, Proceedings of the National Academy of Sciences of the United States of America.

[15]  Graham C. Goodwin,et al.  Coupled design of test signals, sampling intervals, and filters for system identification , 1974 .

[16]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[17]  Stephen P. Boyd,et al.  FIR filter design via semidefinite programming and spectral factorization , 1996, Proceedings of 35th IEEE Conference on Decision and Control.

[18]  W. J. Studden,et al.  Tchebycheff Systems: With Applications in Analysis and Statistics. , 1967 .

[19]  Raman K. Mehra,et al.  Optimal input signals for parameter estimation in dynamic systems--Survey and new results , 1974 .

[20]  K. Schittkowski,et al.  NONLINEAR PROGRAMMING , 2022 .

[21]  Keith R. Godfrey,et al.  Perturbation signals for system identification , 1993 .

[22]  Stephen P. Boyd,et al.  Control-relevant experiment design: a plant-friendly, LMI-based approach , 1998, Proceedings of the 1998 American Control Conference. ACC (IEEE Cat. No.98CH36207).