An algorithm for amplitude-constrained input design for system identification
We propose an algorithm for design of optimal inputs for system identification when amplitude constraints on the input and output are imposed. In contrast to input design with signal power constraints, this problem is non-convex and non-smooth. We propose an iterative solution: in the first step, a...
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
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Institute of Electrical and Electronics Engineers
2010
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| Online Access: | http://hdl.handle.net/1721.1/59962 |
| _version_ | 1826194621892395008 |
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| author | Manchester, Ian R. |
| author2 | Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory |
| author_facet | Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory Manchester, Ian R. |
| author_sort | Manchester, Ian R. |
| collection | MIT |
| description | We propose an algorithm for design of optimal inputs for system identification when amplitude constraints on the input and output are imposed. In contrast to input design with signal power constraints, this problem is non-convex and non-smooth. We propose an iterative solution: in the first step, a convex optimization problem is solved for input design under power constraints. In subsequent steps, the constraints considered are the p-norms of the input and output signals, p increases for each iteration step. This is an adaptation of the classical Poà ¿lya algorithm for function approximation, which has previously been used for the related problem of signal crest-factor optimization. Although the difficulty of the problem prevents a proof of optimality, the performance of the algorithm is discussed with reference to a simple example. |
| first_indexed | 2024-09-23T09:59:07Z |
| format | Article |
| id | mit-1721.1/59962 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T09:59:07Z |
| publishDate | 2010 |
| publisher | Institute of Electrical and Electronics Engineers |
| record_format | dspace |
| spelling | mit-1721.1/599622022-09-26T14:58:59Z An algorithm for amplitude-constrained input design for system identification Manchester, Ian R. Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory Manchester, Ian R. Manchester, Ian R. We propose an algorithm for design of optimal inputs for system identification when amplitude constraints on the input and output are imposed. In contrast to input design with signal power constraints, this problem is non-convex and non-smooth. We propose an iterative solution: in the first step, a convex optimization problem is solved for input design under power constraints. In subsequent steps, the constraints considered are the p-norms of the input and output signals, p increases for each iteration step. This is an adaptation of the classical Poà ¿lya algorithm for function approximation, which has previously been used for the related problem of signal crest-factor optimization. Although the difficulty of the problem prevents a proof of optimality, the performance of the algorithm is discussed with reference to a simple example. Swedish Research Council (grant 2006-7551) Swedish Foundation for Strategic Research (grant SM07-0035) 2010-11-10T19:53:58Z 2010-11-10T19:53:58Z 2010-01 2009-12 Article http://purl.org/eprint/type/ConferencePaper 978-1-4244-3871-6 0191-2216 INSPEC Accession Number: 11148206 http://hdl.handle.net/1721.1/59962 Manchester, I.R. “An algorithm for amplitude-constrained input design for system identification.” Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on. 2009. 1551-1556. © Copyright 2010 IEEE en_US http://dx.doi.org/10.1109/CDC.2009.5400682 Proceedings of the 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. application/pdf Institute of Electrical and Electronics Engineers IEEE |
| spellingShingle | Manchester, Ian R. An algorithm for amplitude-constrained input design for system identification |
| title | An algorithm for amplitude-constrained input design for system identification |
| title_full | An algorithm for amplitude-constrained input design for system identification |
| title_fullStr | An algorithm for amplitude-constrained input design for system identification |
| title_full_unstemmed | An algorithm for amplitude-constrained input design for system identification |
| title_short | An algorithm for amplitude-constrained input design for system identification |
| title_sort | algorithm for amplitude constrained input design for system identification |
| url | http://hdl.handle.net/1721.1/59962 |
| work_keys_str_mv | AT manchesterianr analgorithmforamplitudeconstrainedinputdesignforsystemidentification AT manchesterianr algorithmforamplitudeconstrainedinputdesignforsystemidentification |