Title
Experiment design for parameter estimation in nonlinear systems based on multilevel excitation
Abstract
An experiment design procedure for parameter estimation in nonlinear dynamical systems is presented in this paper. The input to the system is designed in such a way that the information content of the data, as measured by a scalar function of the information matrix, is maximized. By restricting the input to a finite number of possible levels, the experiment design problem is formulated as a convex optimization problem which can be solved efficiently. The method is applied to a Continuous Stirred Tank Reactor in a simulation study. The parameter estimation based on the input signal obtained in our procedure is shown to outperform the one based on random binary signals.
Year
DOI
Venue
2014
10.1109/ECC.2014.6862274
ECC
Keywords
Field
DocType
control system synthesis,convex programming,matrix algebra,nonlinear dynamical systems,parameter estimation,continuous stirred tank reactor,convex optimization problem,experiment design procedure,information matrix,input signal,multilevel excitation,random binary signals,scalar function,fading,control engineering,monte carlo methods,optimization,mathematical model,convex functions
Nonlinear system,Control theory,Nonlinear programming,Fisher information,Estimation theory,Convex optimization,Scalar field,Mathematics,Binary number,Design of experiments
Conference
Citations 
PageRank 
References 
7
0.79
3
Authors
4
Name
Order
Citations
PageRank
Marco Forgione1203.03
Xavier Bombois231838.21
Paul M. J. Van den Hof3536104.33
Håkan Hjalmarsson41254175.16