Towards targeted exploration for non-stochastic disturbances

Autor:	Venkatasubramanian, Janani, Köhler, Johannes, Cannon, Mark, Allgöwer, Frank
Rok vydání:	2023
Předmět:	Electrical Engineering and Systems Science - Systems and Control
Druh dokumentu:	Working Paper
Popis:	We present a novel targeted exploration strategy for linear time-invariant systems without stochastic assumptions on the noise, i.e., without requiring independence or zero mean, allowing for deterministic model misspecifications. This work utilizes classical data-dependent uncertainty bounds on the least-squares parameter estimates in the presence of energy-bounded noise. We provide a sufficient condition on the exploration data that ensures a desired error bound on the estimated parameter. Using common approximations, we derive a semidefinite program to compute the optimal sinusoidal input excitation. Finally, we highlight the differences and commonalities between the developed non-stochastic targeted exploration strategy and conventional exploration strategies based on classical identification bounds through a numerical example. Comment: in Proc. IFAC Symposium on System Identification, 2024
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2312.05947 Zobrazit plný text záznamu View this record from Arxiv