Informative input design for Kernel-Based system identification
Informative input design for Kernel-Based system identification
复制标题
基于内核的系统识别的信息输入设计
DOI：
10.1016/j.automatica.2017.11.019
复制
发表时间：
2018
期刊：
影响因子：
6.4
通讯作者：
Sugie Toshiharu
中科院分区：
文献类型：
--
作者：
Fujimoto Yusuke;Sugie Toshiharu
本文讨论了基于核的系统识别输入序列的设计。从贝叶斯的观点来看，内核反映了关于目标系统的优先级信息，这意味着从I/O数据中获得的信息在内核之间是不同的。本文的重点是根据事先给出的核，找到一个能使观测得到的信息最大化的输入序列。作为这种信息的适当度量，采用互信息。对于给定的核，提出了在输入能量约束下求互信息最大化的输入序列的具体方法。数值算例说明了所提输入设计的有效性。进一步，解析地证明了脉冲输入对于一类特殊的核是最优的。
This paper discusses the design of input sequence for Kernel-Based system identification. From the Bayesian point of view, the kernel reflectsa prioriinformation about the target system, which implies that the information obtained from I/O data differs over kernels. This paper focuses on finding an input sequence which maximizes the information obtained through an observation according to the kernel which is given in advance. As an appropriate measure of such information, the mutual information is adopted. For the given kernel, a concrete procedure is proposed to find the input sequence maximizing the mutual information subject to the input energy constraints. Numerical examples are given to illustrate the effectiveness of the proposed input design. Furthermore, it is shown analytically that the impulse input is optimal for a special class of kernels.