Input Design for Kernel-Based System Identification From the Viewpoint of Frequency Response
Input Design for Kernel-Based System Identification From the Viewpoint of Frequency Response
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DOI：
10.1109/tac.2018.2791464
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发表时间：
2018-01
影响因子：
6.8
通讯作者：
Y. Fujimoto;I. Maruta;T. Sugie
中科院分区：
文献类型：
--
作者：
Y. Fujimoto;I. Maruta;T. Sugie
本文讨论了一种从频率角度设计基于内核的系统识别方法的输入序列的方法。本文的目的是最大程度地减少感兴趣频带上光谱的后部不确定性。提出了为此目的的可拖动标准，该标准与所谓的贝叶斯A-抗原相关。提出了一种在线算法，该算法为此标准提供了次优输入。此外，可以证明可以在特定条件下以离线方式获得最佳解决方案。这些方法的有效性是通过数值模拟证明的。
This paper discusses a method for designing input sequences for kernel-based system identification methods from the frequency perspective. The goal of this paper is to minimize the posterior uncertainty of the spectrum over the frequency band of the interest. A tractable criterion for this purpose is proposed, which is related to the so-called Bayesian A-optimality. An online algorithm that gives a suboptimal input for this criterion is proposed. Moreover, it is shown that the optimal solution can be obtained in an offline manner under a certain condition. The effectiveness of these methods is demonstrated through numerical simulations.