Input design for Bayesian frequency response identification via convex programming

Input design for Bayesian frequency response identification via convex programming
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通过凸规划进行贝叶斯频率响应识别的输入设计

DOI:
10.1016/j.automatica.2021.110023
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发表时间:
2022
期刊:
影响因子:
6.4
通讯作者:
Ohta Yoshito
Ohta Yoshito
中科院分区:
计算机科学2区
文献类型:
--
作者:
Zheng Man;Ohta Yoshito

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提出了一种新的贝叶斯频响辨识输入设计方法。首先通过考虑确定性输入来描述输入设计问题,这导致了一个非凸优化问题。将输入限制为周期性会使问题变得凸出,但会带来保守性。随机考虑便于将输入设计问题表示为决策变量为有限个自相关系数的凸问题。乘法采样的输入以一定的概率被证明是好的输入。然后,在好的输入中选择能量最小的最优输入。仿真结果验证了该方法的有效性。
This paper proposes a novel approach for the input design of the Bayesian frequency response identification. The input design problem is first formulated by considering deterministic inputs, which leads to a non-convex optimization problem. Restricting inputs to be periodic makes the problem convex but introduces conservativeness. The stochastic consideration facilitates the input design problem to be presented as a convex problem whose decision variables are a finite number of autocorrelation coefficients. A multiplied sampled input turns out to be the good input with a certain probability. Then, the optimal input is selected to be the minimum energy one among the good inputs. Simulations results demonstrate the effectiveness of the proposed method.
使用线性矩阵不等式的最优输入设计
DOI: 10.1016/s1474-6670(17)39898-1
发表时间: 2000
期刊: IFAC Proceedings Volumes
影响因子: --
作者:
K. Lindqvist;H. Hjalmarsson
通讯作者: H. Hjalmarsson
DOI: 10.1109/tac.2004.840475
发表时间: 2005-01
影响因子: 6.8
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DOI: 10.1016/j.ifacol.2020.12.189
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期刊: IFAC-PapersOnLine
影响因子: --
作者:
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通讯作者: Ohta Yoshito