Experimental Design for the Control of Linear State-Space Systems

Abstract Experimental design consists in determining experimental conditions that optimize a given criterion. Here, we consider systems with fixed structure and unknown parameters, for which the criterion corresponds to a control objective. We point out that one must first solve a dual control problem, and propose a new dual control policy for discrete-time systems. The low complexity of this dual control algorithm allows one to use it in experimental design for control , which implies a simultaneous choice of the input sequence and measurement times. Simulation results are presented.

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